A novel distributed gradient algorithm for composite constrained optimization over directed network

一种用于有向网络上复合约束优化的新型分布式梯度算法

阅读:1

Abstract

This study centers on a specific category of constrained convex optimization. The problems under consideration feature an objective function that is explicitly constructed from the combination of multiple differentiable convex functions and one or more non-smooth regularization components, particularly the [Formula: see text] norm.These problems are further subject to local linear and bound constraints. Such formulations commonly arise in practical domains, including power allocation, sensor network coordination, and source localization. To address these challenges efficiently and robustly, a new distributed optimization approach is developed that utilizes a time-varying yet constant step-size mechanism. Distinctively, by relying solely on row-stochastic weight matrices, the proposed method effectively manages constrained optimization tasks over directed communication networks without necessitating knowledge of each node's out-neighbor information. As long as each local objective satisfies the requirements for convexity and Lipschitz continuity and the chosen time-varying constant step size stays within a predefined upper constraint, theoretical analysis verifies that the suggested method converges to the optimal point. Simulation experiments further validate and reinforce the remarkable efficiency and real-world applicability of the developed method.

特别声明

1、本页面内容包含部分的内容是基于公开信息的合理引用;引用内容仅为补充信息,不代表本站立场。

2、若认为本页面引用内容涉及侵权,请及时与本站联系,我们将第一时间处理。

3、其他媒体/个人如需使用本页面原创内容,需注明“来源:[生知库]”并获得授权;使用引用内容的,需自行联系原作者获得许可。

4、投稿及合作请联系:info@biocloudy.com。