Distributed least squares solver for network linear equations
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Abstract: In this paper, we study the problem of finding the least square solutions of over-determined linear algebraic equations over networks in a distributed manner. Each node has access to one of the linear equations and holds a dynamic state. We first propose a distributed least square solver over connected undirected interaction graphs and establish a necessary and sufficient on the step-size under which the algorithm exponentially converges to the least square solution. Next, we develop a distributed least square solver over strongly connected directed graphs and show that the proposed algorithm exponentially converges to the least square solution provided the step-size is sufficiently small. Moreover, we develop a finite-time least square solver by equipping the proposed algorithms with a finite-time decentralized computation mechanism. The theoretical findings are validated and illustrated by numerical simulation examples.
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Cited in
(13)- Network flows that solve least squares for linear equations
- Distributed algorithms of solving linear matrix equations via double-layered networks
- An Arrow-Hurwicz-Uzawa type flow as least squares solver for network linear equations
- Cooperative fixed-time/finite-time distributed robust optimization of multi-agent systems
- An event-based distributed least square linear equation solver employing network flow
- A Distributed Algorithm for Least Squares Solutions
- Velocity-free distributed coordinated optimal control for second-order multi-agent systems
- Event-triggered primal-dual design with linear convergence for distributed nonstrongly convex optimization
- Scalable distributed least square algorithms for large-scale linear equations via an optimization approach
- Distributed algorithms with finite data rates that solve linear equations
- Distributed Sparse Total Least-Squares Over Networks
- Distributed cooperative reinforcement learning for multi‐agent system with collision avoidance
- Distributed fixed point method for solving systems of linear algebraic equations
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