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Convergence rate analysis of distributed optimization with projected subgradient algorithm

delete2017-09-01
delete86
PRE
AI
刘
刘帅 (Shuai Liu) *
Z
Zhirong Qiu
L
Lihua Xie
DOI:10.1016/j.automatica.2017.06.011delete
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摘要

摘要

En 中文
In this paper, we revisit the consensus-based projected subgradient algorithm proposed for a common set constraint. We show that the commonly adopted non-summable and square-summable diminishing step sizes of subgradients can be relaxed to be only non-summable, if the constrained optimum set is bounded. More importantly, for a strongly convex aggregate cost with different types of step sizes, we provide a systematical analysis to derive the asymptotic upper bound of convergence rates in terms of the optimum residual, and select the best step sizes accordingly. Our result shows that a convergence rate of 0(1/root k) can be achieved with a step size 0(1/k). (C) 2017 Elsevier Ltd. All rights reserved.
Keyword:
Distributed optimization
Subgradients
Convergence rate
Multi-agent systems
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期刊

Automatica 封面图
Automatica
IF:
5.9
论文数:
1.2W
被引数:
5.2W

机构

N
Nanyang Technological University
学者数:
4.9W
论文数: 4.8W
被引数: 8.1W
S
shandong university
学者数:
9.5W
论文数: 6.4W
被引数: 94
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