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Momentum-based distributed gradient tracking algorithms for distributed aggregative optimization over unbalanced directed graphs

delete2024-06-01
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PRE
AI
王柱 cover
王柱 (Zhu Wang)
王东 (Dong Wang) *
J
Jie Lian
葛宏伟 (Hongwei Ge)
王伟 (Wei Wang)
DOI:10.1016/j.automatica.2024.111596delete
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Abstract

Abstract

En 中文
This paper studies a distributed aggregative optimization problem over a directed graph with the rowstochastic weighted matrix. Different from the existing work on distributed optimization, the local cost function of each agent depends both on its local decision variable and on the sum of all functions formed by the decision variables of all agents. Inspired by the distributed dynamic average consensus protocol, heavy-ball strategy, and Nesterov gradient descent method, a momentum-based distributed gradient tracking algorithm with a fixed step size is proposed to solve such a problem. Further, it is shown that the proposed algorithm has a linear convergence rate if the global cost function is strongly convex with the Lipschitz-continuous gradient. The upper bounds of the fixed step size and the momentum parameter are restricted by a sufficiently small positive constant, respectively. Finally, a numerical example is provided to verify the effectiveness of the findings. (c) 2024 Elsevier Ltd. All rights reserved.
Keywords:
Distributed aggregative optimization
Row -stochastic weighted matrix
Gradient tracking
Acceleration
Linear convergence

Journal

Automatica cover
Automatica
IF:
5.9
Papers:
1.2W
Citations:
5.2W

Organization

D
Dalian University of Technology
Scholars:
5.9W
Papers: 4.4W
Citations: 5.5W