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IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Online ISSN : 1745-1337
Print ISSN : 0916-8508
Special Section on Mathematical Systems Science and its Applications
Distributed Constrained Convex Optimization with Accumulated Subgradient Information over Undirected Switching Networks
Yuichi KAJIYAMANaoki HAYASHIShigemasa TAKAI
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2019 Volume E102.A Issue 2 Pages 343-350

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Abstract

This paper proposes a consensus-based subgradient method under a common constraint set with switching undirected graphs. In the proposed method, each agent has a state and an auxiliary variable as the estimates of an optimal solution and accumulated information of past gradients of neighbor agents. We show that the states of all agents asymptotically converge to one of the optimal solutions of the convex optimization problem. The simulation results show that the proposed consensus-based algorithm with accumulated subgradient information achieves faster convergence than the standard subgradient algorithm.

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© 2019 The Institute of Electronics, Information and Communication Engineers
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