Finite-time average consensus based approach for distributed convex optimization

Title: Finite-time average consensus based approach for distributed convex optimization
Creator: Ma, Wenglong; Fu, Minyue; Cui, Peng; Zhang, Huanshui; Li, Zhipeng
Relation: Asian Journal of Control Vol. 22, Issue 1, p. 323-333
Publisher Link: http://dx.doi.org/10.1002/asjc.1886
Publisher: Wiley-Blackwell
Resource Type: journal article
Date: 2020
Description: In this paper, we consider a distributed convex optimization problem where the objective function is an average combination of individual objective function in multi-agent systems. We propose a novel Newton Consensus method as a distributed algorithm to address the problem. This method utilises the efficient finite-time average consensus method as an information fusion tool to construct the exact Newtonian global gradient direction. Under suitable assumptions, this strategy can be regarded as a distributed implementation of the classical standard Newton method and eventually has a quadratic convergence rate. The numerical simulation and comparison experiment show the superiority of the algorithm in convergence speed and performance.
Subject: Newton method; fininite-time average consensus; distributed convex optimization; multi-agent systems; quadratic convergence
Identifier: http://hdl.handle.net/1959.13/1436206
Identifier: uon:39947
Identifier: ISSN:1561-8625
Language: eng
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