返回
Convergence rate analysis of distributed optimization with projected subgradient algorithm
DOI:10.1016/j.automatica.2017.06.011.png)
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
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
5.9
论文数:
1.2W
被引数:
5.2W
机构
引用论文
Explicit Convergence Rate of a Distributed Alternating Direction Method of Multipliers乘子的分布式交替方向方法的显式收敛速度

