Distributed Computation of Linear Matrix Equations: An Optimization Perspective

DOI10.1109/TAC.2018.2847603zbMATH Open1482.65068arXiv1708.01833OpenAlexW2963333577WikidataQ129699463 ScholiaQ129699463MaRDI QIDQ5223692FDOQ5223692

Jie Chen, Yiguang Hong, Shu Liang, Xianlin Zeng

Publication date: 18 July 2019

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

Abstract: This paper investigates the distributed computation of the well-known linear matrix equation in the form of $AXB=F$, with the matrices A, B, X, and F of appropriate dimensions, over multi-agent networks from an optimization perspective. In this paper, we consider the standard distributed matrix-information structures, where each agent of the considered multi-agent network has access to one of the sub-block matrices of A, B, and F. To be specific, we first propose different decomposition methods to reformulate the matrix equations in standard structures as distributed constrained optimization problems by introducing substitutional variables; we show that the solutions of the reformulated distributed optimization problems are equivalent to least squares solutions to original matrix equations; and we design distributed continuous-time algorithms for the constrained optimization problems, even by using augmented matrices and a derivative feedback technique. Moreover, we prove the exponential convergence of the algorithms to a least squares solution to the matrix equation for any initial condition.

Full work available at URL: https://arxiv.org/abs/1708.01833

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Cited In (25)

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• A Fast Distributed Solver for Linear Systems Under Generalized Diagonal Dominance
• Distributed algorithms of solving linear matrix equations via double-layered networks
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• Collaborative neurodynamic optimization for solving nonlinear equations
• Distributed Orthogonal Factorization: Givens and Householder Algorithms
• An event-based distributed least square linear equation solver employing network flow
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• Distributed optimisation approach to least-squares solution of Sylvester equations
• Distributed solver for linear matrix inequalities: an optimization perspective
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• Leader–follower consensus for nonlinear multi-agent systems with unknown measurement sensitivities
• Heterogeneous distribution of computations solving linear algebra problems on networks of heterogeneous computers
• Distributed Linearly Separable Computation
• Distributed solving linear algebraic equations with switched fractional order dynamics
• Distributed and communication-efficient solutions to linear equations with special sparse structure
• Convergence-accelerated fixed-time dynamical methods for absolute value equations
• Distributed algorithm for solving variational inequalities over time-varying unbalanced digraphs
• Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints
• An iterative method based on ADMM for solving generalized Sylvester matrix equations
• Distributed observers design for a class of nonlinear systems to achieve omniscience asymptotically via differential geometry
• Distributed dual averaging algorithm for multi-agent optimization with coupled constraints.
• Distributed observer-based control law with better dynamic performance based on distributed high-gain observer
• A library of distributed iterative linear system solvers
• Developing Kaczmarz method for solving Sylvester matrix equations

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