Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 66, Issue 5, Pages 2130-2145Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2020.3004773
Keywords
Distributed algorithms; fixed point; Krasnoselski.i-Mann iteration; multi-agent networks; nonexpansive operators; optimization
Funding
- Research Grants Council of Hong Kong [CityU-11206817]
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This article discusses the problem of finding a common fixed point for a finite collection of nonexpansive operators in a time-varying multi-agent network. Distributed algorithms are proposed to solve this problem, with proofs of convergence and convergence rates provided. The algorithms are then further optimized to reduce computational complexity, with their effectiveness demonstrated through examples.
This article addresses the problem of seeking a common fixed point for a finite collection of nonexpansive operators over time-varying multi-agent networks in real Hilbert spaces. Each operator is assumed to be only privately and approximately known to each individual agent, and all agents need to cooperate to solve this problem by local communications over time-varying networks. To handle this problem, inspired by the centralized inexact Krasnoselski.i-Mann iteration, we propose a distributed algorithm, called distributed inexact averaged operator algorithm (DIO). It is shown that the DIO can converge weakly to a common fixed point of the family of nonexpansive operators. Moreover, under the assumption that all operators and their own fixed point sets are (boundedly) linearly regular, it is proved that the distributed averaged operator algorithm converges with a rate O(gamma l(og16(4k))) for some constant gamma is an element of (0, 1), where k is the iteration number. To reduce computational complexity, a scenario, where only a random part of coordinates of each operator is computed at each iteration, is further considered. In this case, a corresponding algorithm, named distributed block-coordinate inexact averaged operator algorithm, is developed. The algorithm is proved to be weakly convergent to a common fixed point of the group of considered operators almost surely, and, with the extra assumption of (bounded) linear regularity, the distributed block-coordinate averaged operator algorithm is convergent in the mean square sense with a rate O(gamma(log4(4k))) for some constant eta is an element of (0, 1). Furthermore, it is shown that the same convergence rates can still be guaranteed under a more relaxed (bounded) power regularity condition. A couple of examples are finally presented to illustrate the effectiveness of the proposed algorithms.
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