Distributed Optimization Over Time-Varying Networks With Minimal Connectivity

被引:5
|
作者
Wu, Xuyang [1 ,2 ,3 ]
Lu, Jie [1 ]
机构
[1] ShanghaiTech Univ, Sch Informat Sci & Technol, Shanghai 201210, Peoples R China
[2] Univ Chinese Acad Sci, Beijing 100049, Peoples R China
[3] Chinese Acad Sci, Shanghai Inst Microsyst & Informat Technol, Shanghai 200050, Peoples R China
来源
IEEE CONTROL SYSTEMS LETTERS | 2020年 / 4卷 / 03期
基金
中国国家自然科学基金;
关键词
Distributed optimization; multi-agent optimization; time-varying networks; Fenchel duality; RESOURCE-ALLOCATION; CONVEX;
D O I
10.1109/LCSYS.2020.2971835
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Many existing distributed optimization algorithms are applicable to time-varying networks, whereas their convergence results are established under the standard $B$ -connectivity condition. In this letter, we establish the convergence of the Fenchel dual gradient methods, proposed in our prior work, under a less restrictive and indeed minimal connectivity condition on undirected networks, which, referred to as joint connectivity, requires the infinitely occurring agent interactions to form a connected graph. Compared to the existing distributed optimization algorithms that are guaranteed to converge under joint connectivity, the Fenchel dual gradient methods are able to handle nonlinear local cost functions and nonidentical local constraints. We also demonstrate the effectiveness of the Fenchel dual gradient methods over time-varying networks satisfying joint connectivity via simulations.
引用
收藏
页码:536 / 541
页数:6
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