Finite-Time Distributed Linear Equation Solver for Minimum l1l_1 Norm Solutions

This paper proposes distributed algorithms for multi-agent networks to achieve a solution in finite time to a linear equation $Ax=b$ where $A$ has full row rank, and with the minimum $l_1$-norm in the underdetermined case (where $A$ has more columns than rows). The underlying network is assumed to be undirected and fixed, and an analytical proof is provided for the proposed algorithm to drive all agents' individual states to converge to a common value, viz a solution of $Ax=b$, which is the minimum $l_1$-norm solution in the underdetermined case. Numerical simulations are also provided as validation of the proposed algorithms

A Distributed Algorithm for Solving Linear Algebraic Equations Over Random Networks

In this paper, we consider the problem of solving linear algebraic equations of the form $Ax=b$ among multi agents which seek a solution by using local information in presence of random communication topologies. The equation is solved by $m$ agents where each agent only knows a subset of rows of the partitioned matrix $[A,b]$. We formulate the problem such that this formulation does not need the distribution of random interconnection graphs. Therefore, this framework includes asynchronous updates or unreliable communication protocols without B-connectivity assumption. We apply the random Krasnoselskii-Mann iterative algorithm which converges almost surely and in mean square to a solution of the problem for any matrices $A$ and $b$ and any initial conditions of agents' states. We demonestrate that the limit point to which the agents' states converge is determined by the unique solution of a convex optimization problem regardless of the distribution of random communication graphs. Eventually, we show by two numerical examples that the rate of convergence of the algorithm cannot be guaranteed.Comment: 10 pages, 2 figures, a preliminary version of this paper appears without proofs in the Proceedings of the 57th IEEE Conference on Decision and Control, Miami Beach, FL, USA, December 17-19, 201

Network Flows that Solve Linear Equations

We study distributed network flows as solvers in continuous time for the linear algebraic equation $\mathbf{z}=\mathbf{H}\mathbf{y}$. Each node $i$ has access to a row $\mathbf{h}_i^{\rm T}$ of the matrix $\mathbf{H}$ and the corresponding entry $z_i$ in the vector $\mathbf{z}$. The first "consensus + projection" flow under investigation consists of two terms, one from standard consensus dynamics and the other contributing to projection onto each affine subspace specified by the $\mathbf{h}_i$ and $z_i$. The second "projection consensus" flow on the other hand simply replaces the relative state feedback in consensus dynamics with projected relative state feedback. Without dwell-time assumption on switching graphs as well as without positively lower bounded assumption on arc weights, we prove that all node states converge to a common solution of the linear algebraic equation, if there is any. The convergence is global for the "consensus + projection" flow while local for the "projection consensus" flow in the sense that the initial values must lie on the affine subspaces. If the linear equation has no exact solutions, we show that the node states can converge to a ball around the least squares solution whose radius can be made arbitrarily small through selecting a sufficiently large gain for the "consensus + projection" flow under fixed bidirectional graphs. Semi-global convergence to approximate least squares solutions is demonstrated for general switching directed graphs under suitable conditions. It is also shown that the "projection consensus" flow drives the average of the node states to the least squares solution with complete graph. Numerical examples are provided as illustrations of the established results.Comment: IEEE Transactions on Automatic Control, in pres

Distributed Computation of Linear Matrix Equations: An Optimization Perspective

This paper investigates the distributed computation of the well-known linear matrix equation in the form of $AXB = F$, with the matrices A, B, X, and F of appropriate dimensions, over multi-agent networks from an optimization perspective. In this paper, we consider the standard distributed matrix-information structures, where each agent of the considered multi-agent network has access to one of the sub-block matrices of A, B, and F. To be specific, we first propose different decomposition methods to reformulate the matrix equations in standard structures as distributed constrained optimization problems by introducing substitutional variables; we show that the solutions of the reformulated distributed optimization problems are equivalent to least squares solutions to original matrix equations; and we design distributed continuous-time algorithms for the constrained optimization problems, even by using augmented matrices and a derivative feedback technique. Moreover, we prove the exponential convergence of the algorithms to a least squares solution to the matrix equation for any initial condition.Comment: This paper has been submitted to TA