2,684 research outputs found
On the Linear Convergence of the ADMM in Decentralized Consensus Optimization
In decentralized consensus optimization, a connected network of agents
collaboratively minimize the sum of their local objective functions over a
common decision variable, where their information exchange is restricted
between the neighbors. To this end, one can first obtain a problem
reformulation and then apply the alternating direction method of multipliers
(ADMM). The method applies iterative computation at the individual agents and
information exchange between the neighbors. This approach has been observed to
converge quickly and deemed powerful. This paper establishes its linear
convergence rate for decentralized consensus optimization problem with strongly
convex local objective functions. The theoretical convergence rate is
explicitly given in terms of the network topology, the properties of local
objective functions, and the algorithm parameter. This result is not only a
performance guarantee but also a guideline toward accelerating the ADMM
convergence.Comment: 11 figures, IEEE Transactions on Signal Processing, 201
Backstepping controller design for a class of stochastic nonlinear systems with Markovian switching
A more general class of stochastic nonlinear systems with irreducible homogenous Markovian switching are considered in this paper. As preliminaries, the stability criteria and the existence theorem of strong solutions are first presented by using the inequality of mathematic expectation of a Lyapunov function. The state-feedback controller is designed by regarding Markovian switching as constant such that the closed-loop system has a unique solution, and the equilibrium is asymptotically stable in probability in the large. The output-feedback controller is designed based on a quadratic-plus-quartic-form Lyapunov function such that the closed-loop system has a unique solution with the equilibrium being asymptotically stable in probability in the large in the unbiased case and has a unique bounded-in-probability solution in the biased case
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