Distributed Continuous-Time Convex Optimization on Weight-Balanced Digraphs

DOI10.1109/TAC.2013.2278132zbMATH Open1360.90257arXiv1204.0304OpenAlexW2164642931MaRDI QIDQ2983243FDOQ2983243

Authors: Bahman Gharesifard, J. Cortés 

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: This paper studies the continuous-time distributed optimization of a sum of convex functions over directed graphs. Contrary to what is known in the consensus literature, where the same dynamics works for both undirected and directed scenarios, we show that the consensus-based dynamics that solves the continuous-time distributed optimization problem for undirected graphs fails to converge when transcribed to the directed setting. This study sets the basis for the design of an alternative distributed dynamics which we show is guaranteed to converge, on any strongly connected weight-balanced digraph, to the set of minimizers of a sum of convex differentiable functions with globally Lipschitz gradients. Our technical approach combines notions of invariance and cocoercivity with the positive definiteness properties of graph matrices to establish the results.

Full work available at URL: https://arxiv.org/abs/1204.0304

Mathematics Subject Classification ID

Convex programming (90C25) Programming involving graphs or networks (90C35) Directed graphs (digraphs), tournaments (05C20)

Cited In (only showing first 100 items - show all)

• Distributed least squares solver for network linear equations
• Triggered gradient tracking for asynchronous distributed optimization
• Network flows that solve least squares for linear equations
• Distributed optimization of multiagent systems in directed networks with time-varying delay
• Distributed Linear Programming with Event-Triggered Communication
• A new Zeno-free event-triggered scheme for robust distributed optimal coordination
• Distributed Weight Selection in Consensus Protocols by Schatten Norm Minimization
• Distributed secure state estimation for cyber-physical systems under sensor attacks
• Distributed constrained optimal consensus of multi-agent systems
• A distributed algorithm for efficiently solving linear equations and its applications (special issue JCW)
• Network Synchronization with Convexity
• An Arrow-Hurwicz-Uzawa type flow as least squares solver for network linear equations
• Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs
• Distributed Weight Balancing Over Digraphs
• Distributed strategies for generating weight-balanced and doubly stochastic digraphs
• Distributed discrete-time convex optimization with nonidentical local constraints over time-varying unbalanced directed graphs
• Distributed continuous-time approximate projection protocols for shortest distance optimization problems
• Cooperative fixed-time/finite-time distributed robust optimization of multi-agent systems
• A local-minimization-free zero-gradient-sum algorithm for distributed optimization
• Distributed constrained optimization problem of heterogeneous linear multi-agent systems with communication delays
• A fixed-time convergent algorithm for distributed convex optimization in multi-agent systems
• Stability analysis of distributed convex optimization under persistent attacks: a hybrid systems approach
• Distributed proximal‐gradient algorithms for nonsmooth convex optimization of second‐order multiagent systems
• An adaptive penalty-like continuous-time algorithm to constrained distributed convex optimization
• Event-triggered zero-gradient-sum distributed consensus optimization over directed networks
• Distributed coordination for nonsmooth convex optimization via saddle-point dynamics
• Distributed optimization for a class of uncertain MIMO nonlinear multi-agent systems with arbitrary relative degree
• Reprint of ``A distributed algorithm for efficiently solving linear equations and its applications (Special issue JCW)
• Adaptive backstepping for distributed optimization
• Blended dynamics approach to distributed optimization: sum convexity and convergence rate
• Multi-agent control: a graph-theoretic perspective
• Predefined-time optimization for distributed resource allocation
• Mass-spring-damper networks for distributed optimization in non-Euclidean spaces
• Distributed adaptive optimization for generalized linear multiagent systems
• Optimal consensus for uncertain high‐order multi‐agent systems by output feedback
• Distributed optimization problem for second-order multi-agent systems with event-triggered and time-triggered communication
• Robust dynamic average consensus with prescribed transient and steady state performance
• A consensus algorithm based on collective neurodynamic system for distributed optimization with linear and bound constraints
• Distributed extremum-seeking control over networks of dynamically coupled unstable dynamic agents
• On the emergence of oscillations in distributed resource allocation
• Distributed gradient algorithm for constrained optimization with application to load sharing in power systems
• Distributed optimal in-network resource allocation algorithm design via a control theoretic approach
• Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
• Distributed Continuous-Time Algorithms for Nonsmooth Extended Monotropic Optimization Problems
• On convergence rate of distributed stochastic gradient algorithm for convex optimization with inequality constraints
• A subgradient-based continuous-time algorithm for constrained distributed quadratic programming
• Exponential convergence of a distributed algorithm for solving linear algebraic equations
• A new look at distributed optimal output agreement of multi-agent systems
• Distributed Nash equilibrium seeking for aggregative games with second-order nonlinear players
• Continuous-time distributed optimization with strictly pseudoconvex objective functions
• Consensus-based iterative learning of heterogeneous agents with application to distributed optimization
• A Lie bracket approximation approach to distributed optimization over directed graphs
• Cooperative source seeking via networked multi-vehicle systems
• Continuous distributed algorithms for solving linear equations in finite time
• Surrogate-based distributed optimisation for expensive black-box functions
• Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity
• Distributed sub-optimal resource allocation over weight-balanced graph via singular perturbation
• Distributed convex optimization as a tool for solving \(f\)-consensus problems
• Adaptive distributed convex optimization for multi-agent and its application in flocking behavior
• Distributed second-order continuous-time optimization via adaptive algorithm with nonuniform gradient gains
• Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication
• Distributed generalized Nash equilibrium seeking algorithm for nonsmooth aggregative games
• Distributed optimization for multi-agent system over unbalanced graphs with linear convergence rate
• Saddle-Point Dynamics: Conditions for Asymptotic Stability of Saddle Points
• Distributed constrained optimization via continuous-time mirror design
• Distributed continuous-time algorithm for nonsmooth optimal consensus without sharing local decision variables
• Distributed optimization for multi-agent systems with constraints set and communication time-delay over a directed graph
• Seeking strategy design for distributed nonsmooth games and its application
• Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems
• Distributed optimization of high-order nonlinear multi-agent systems with disturbance under switching topologies
• An exponentially convergent distributed algorithm for resource allocation problem
• Distributed optimization for a class of uncertain nonlinear multi‐agent systems with arbitrary relative degree subject to exogenous disturbances
• Sampled-data-based disturbance compensation distributed optimization control for a class of multi-agent systems
• An event-triggered collaborative neurodynamic approach to distributed global optimization
• Networked Parallel Algorithms for Robust Convex Optimization via the Scenario Approach
• Dynamic event‐triggered communication based distributed optimization
• Distributed second-order multi-agent constrained optimization algorithm with time-varying cost function
• Gradient-free algorithms for distributed online convex optimization
• Distributed optimization via active disturbance rejection control: a nabla fractional design.
• Event-triggered zero-gradient-sum distributed convex optimisation over networks with time-varying topologies
• An event-based distributed least square linear equation solver employing network flow
• Distributed optimal coordination algorithm for nonlinear second-order multi-agent systems and its application to vehicle platoon
• Distributed heterogeneous multi-agent optimization with stochastic sub-gradient
• Event-triggered distributed optimisation for multi-agent systems with transmission delay
• Distributed optimisation based on multi-agent system for resource allocation with communication time-delay
• Stochastic mirror descent for convex optimization with consensus constraints
• A Unified Framework for Continuous-Time Unconstrained Distributed Optimization
• Distributed mirror descent algorithm over unbalanced digraphs based on gradient weighting technique
• Velocity-free distributed coordinated optimal control for second-order multi-agent systems
• A neurodynamic approach for nonsmooth optimal power consumption of intelligent and connected vehicles
• Two-timescale recurrent neural networks for distributed minimax optimization
• A distributed optimization algorithm over Markov switching topology under adversarial attack
• A collaborative neurodynamic approach with two-timescale projection neural networks designed via majorization-minimization for global optimization and distributed global optimization
• Distributed finite-time optimisation algorithm for second-order multi-agent systems subject to mismatched disturbances
• Optimal output consensus of second‐order uncertain nonlinear systems on weight‐unbalanced directed networks
• A continuous-time neurodynamic approach and its discretization for distributed convex optimization over multi-agent systems
• Distributed Adaptive Optimization With Weight-Balancing
• Two-timescale projection neural networks in collaborative neurodynamic approaches to global optimization and distributed optimization
• Time-varying multi-objective optimisation over switching graphs via fixed-time consensus algorithms
• A collective neurodynamic penalty approach to nonconvex distributed constrained optimization

This page was built for publication: Distributed Continuous-Time Convex Optimization on Weight-Balanced Digraphs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2983243)