Abstract

This paper investigates a distributed optimization problem over a multiagent network, in which the target of agents is to collaboratively optimize the sum of all local objective functions. The case discusses that the network topology among agents is described by a strongly connected directed graph. The proposed algorithm utilizes row-stochastic weight matrices and uncoordinated step sizes. Under conditions that the objective functions are strong convex, and have Lipschitz continuous gradients, we manifest that proposed algorithm faster linearly converges to the global optimization solution than other algorithms as long as the chosen step sizes do not exceed an exact characterized upper bound. Numerical experiments are also provided to testify the theoretical analysis.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.