Distributed constrained optimization for multi-agent systems over a directed graph with piecewise stepsize

Abstract

In this paper, the distributed constrained optimization problem over a directed graph is considered. We assume that the digraph has a row-stochastic adjacency matrix, which corresponds to the case when agents assign weights to the received information individually. We present an algorithm that converges to the optimal solution even with a time-varying stepsize which is not attenuated to zero. The choice of stepsizes is relatively easy. The usable type of stepsizes is added. The diminishing or constant stepsizes can be used in our algorithm. Equality constraints and set constraints are also considered in this paper. Convergence analysis of the proposed algorithm relies on a conversion theorem between column-stochastic and row-stochastic matrices. Finally, the results of the numerical simulation are provided to verify the effectiveness of the proposed algorithm.