Distributed optimisation design for solving the Stein equation with constraints

doi:10.1049/iet-cta.2019.0140

	Distributed optimisation design for solving the Stein equation with constraints
	Chen, Guanpu 1,2; Zeng, Xianlin 3; Hong, Yiguang 1,2
刊名	IET CONTROL THEORY AND APPLICATIONS
	2019-10-15
卷号	13 期号:15 页码:2492-2499
关键词	least squares approximations gradient methods convergence matrix algebra concave programming multi-agent systems distributed optimisation design Stein equations set constraints rows columns coefficient matrices equivalent distributed optimisation problem projection-based algorithm least-squares solution constrained Stein equation multiagent system network simplified distributed algorithm
ISSN号	1751-8644
DOI	10.1049/iet-cta.2019.0140
英文摘要	In this study, the authors consider distributed computation of the Stein equations with set constraints, where each agent or node knows a few rows or columns of coefficient matrices. By formulating an equivalent distributed optimisation problem, they propose a projection-based algorithm to seek least-squares solutions to the constrained Stein equation over a multi-agent system network. Then, they rigorously prove the convergence of the proposed algorithm to a least-squares solution for any initial condition, and moreover, provide a simplified distributed algorithm with an exponential convergence rate for the case without constraints.
资助项目	NSFC[61733018] ; NSFC[61573344] ; NSFC[61603378]
WOS研究方向	Automation & Control Systems ; Engineering ; Instruments & Instrumentation
语种	英语
出版者	INST ENGINEERING TECHNOLOGY-IET
WOS记录号	WOS:000509966900018
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/50756]
专题	中国科学院数学与系统科学研究院
通讯作者	Chen, Guanpu
作者单位	1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 3.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China
推荐引用方式 GB/T 7714	Chen, Guanpu,Zeng, Xianlin,Hong, Yiguang. Distributed optimisation design for solving the Stein equation with constraints[J]. IET CONTROL THEORY AND APPLICATIONS,2019,13(15):2492-2499.
APA	Chen, Guanpu,Zeng, Xianlin,&Hong, Yiguang.(2019).Distributed optimisation design for solving the Stein equation with constraints.IET CONTROL THEORY AND APPLICATIONS,13(15),2492-2499.
MLA	Chen, Guanpu,et al."Distributed optimisation design for solving the Stein equation with constraints".IET CONTROL THEORY AND APPLICATIONS 13.15(2019):2492-2499.