标题:Finite-Time Average Consensus Based Approach for Distributed Convex Optimization
作者:Ma, Wenlong; Fu, Minyue; Cui, Peng; Zhang, Huanshui; Li, Zhipeng
作者机构:[Ma, Wenlong; Cui, Peng; Zhang, Huanshui; Li, Zhipeng] Shandong Univ, Sch Control Sci & Engn, Jinan 250061, Peoples R China.; [Fu, Minyue] Univ Newc 更多
通讯作者:Fu, Minyue;Fu, MY
通讯作者地址:[Fu, MY]Univ Newcastle, Sch Elect Engn & Comp, Callaghan, NSW 2308, Australia.
来源:ASIAN JOURNAL OF CONTROL
出版年:2020
卷:22
期:1
页码:323-333
DOI:10.1002/asjc.1886
关键词:Newton method; finite-time average consensus; distributed convex; optimization; multi-agent systems; quadratic convergence
摘要:In this paper, we consider a distributed convex optimization problem where the objective function is an average combination of individual objective function in multi-agent systems. We propose a novel Newton Consensus method as a distributed algorithm to address the problem. This method utilises the efficient finite-time average consensus method as an information fusion tool to construct the exact Newtonian global gradient direction. Under suitable assumptions, this strategy can be regarded as a distributed implementation of the classical standard Newton method and eventually has a quadratic convergence rate. The numerical simulation and comparison experiment show the superiority of the algorithm in convergence speed and performance.
收录类别:EI;SCIE
资源类型:期刊论文
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