4.7 Article

A Scaling-Function Approach for Distributed Constrained Optimization in Unbalanced Multiagent Networks

期刊

IEEE TRANSACTIONS ON AUTOMATIC CONTROL
卷 67, 期 11, 页码 6112-6118

出版社

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2021.3131678

关键词

Distributed optimization; multiagent system; scaling-function approach; unbalanced directed graph

资金

  1. National Natural Science Foundation of China [61973061, 61973064]
  2. Natural Science Foundation of Hebei Province of China [F2019501043, F2019501126]
  3. Natural Science Foundation of Liaoning Province of China [2020-KF-11-03]
  4. National Science Foundation [ECCS-1920798]

向作者/读者索取更多资源

This article presents a scaling-function approach for distributed optimization of unbalanced multiagent networks under convex constraints. The algorithm does not require agents' out-degree information or estimation of the left eigenvector of the Laplacian matrix. Numerical examples validate the theoretical findings.
This article aims at developing a scaling-function approach for distributed optimization of unbalanced multiagent networks under convex constraints. The distinguishing feature of the algorithm is that it does not employ agents' out-degree information, nor does it require the estimation of the left eigenvector, corresponding to the zero eigenvalue, of the Laplacian matrix. Existing approaches for unbalanced networks either demand the knowledge on agents' out-degrees, which is impractical in applications, where an agent might not be aware of the detection and employment of its information by other agents, or require every agent to be equipped with a network-sized estimator, causing an additional n(2) storage and communication cost with n being the network size. The results exhibit an inherent connection between the selection of the scaling factor and the convergence property of the algorithm, among other known factors such as the network topology and the boundedness of the subgradients of the local objective functions. Numerical examples are provided to validate the theoretical findings.

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