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Design of Fixed Step-Size Distributed Optimization Protocol of Multiagent Systems Over Weighted Unbalanced Digraphs

机译:加权不平衡数字上多算系统固定阶梯大小分布式优化协议的设计

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This paper proposes a novel distributed optimal protocol with a fixed step size for discrete time multi-agent systems to solve a distributed convex optimization problem over a weighted unbalanced digraph. The considered digraph is described by a row stochastic matrix. Each agent with an individual local cost function acquires the state information of in-neighbor agents constantly to update its state estimation. We analyze the existence of the optimal solution and obtain the approximate linear convergence rate through the mean value theorem and the Lyapunov function method. Finally, the validity of the algorithm is verified by the numerical simulation.
机译:本文提出了一种新颖的分布式最优协议,具有用于离散时间多代理系统的固定步长,以解决加权不平衡数字上的分布式凸优化问题。所考虑的数字由行随机矩阵描述。具有单个本地成本函数的每个代理在不断更新其状态估计时获取邻居代理的状态信息。我们分析了最佳解决方案的存在,并通过平均值定理和Lyapunov函数方法获得近似线性收敛速率。最后,通过数值模拟验证了算法的有效性。

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