446,420 research outputs found
Fixed-time Distributed Optimization under Time-Varying Communication Topology
This paper presents a method to solve distributed optimization problem within
a fixed time over a time-varying communication topology. Each agent in the
network can access its private objective function, while exchange of local
information is permitted between the neighbors. This study investigates first
nonlinear protocol for achieving distributed optimization for time-varying
communication topology within a fixed time independent of the initial
conditions. For the case when the global objective function is strictly convex,
a second-order Hessian based approach is developed for achieving fixed-time
convergence. In the special case of strongly convex global objective function,
it is shown that the requirement to transmit Hessians can be relaxed and an
equivalent first-order method is developed for achieving fixed-time convergence
to global optimum. Results are further extended to the case where the
underlying team objective function, possibly non-convex, satisfies only the
Polyak-\L ojasiewicz (PL) inequality, which is a relaxation of strong
convexity.Comment: 25 page
Distributed Optimization: Convergence Conditions from a Dynamical System Perspective
This paper explores the fundamental properties of distributed minimization of
a sum of functions with each function only known to one node, and a
pre-specified level of node knowledge and computational capacity. We define the
optimization information each node receives from its objective function, the
neighboring information each node receives from its neighbors, and the
computational capacity each node can take advantage of in controlling its
state. It is proven that there exist a neighboring information way and a
control law that guarantee global optimal consensus if and only if the solution
sets of the local objective functions admit a nonempty intersection set for
fixed strongly connected graphs. Then we show that for any tolerated error, we
can find a control law that guarantees global optimal consensus within this
error for fixed, bidirectional, and connected graphs under mild conditions. For
time-varying graphs, we show that optimal consensus can always be achieved as
long as the graph is uniformly jointly strongly connected and the nonempty
intersection condition holds. The results illustrate that nonempty intersection
for the local optimal solution sets is a critical condition for successful
distributed optimization for a large class of algorithms
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