Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
411439 | Neurocomputing | 2016 | 10 Pages |
Abstract
In this paper, we consider a multi-agent convex optimization problem whose goal is to minimize a global convex objective function that is the sum of local convex objective functions, subject to global convex inequality constraints and several randomly occurring local convex state constraint sets. A distributed primal-dual random projection subgradient (DPDRPS) algorithm with diminishing stepsize using local communications and computations is proposed to solve such a problem. By employing iterative inequality techniques, the proposed DPDRPS algorithm is proved to be convergent almost surely. Finally, a numerical example is illustrated to show the effectiveness of the theoretical analysis.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Bo Zhou, Xiaofeng Liao, Tingwen Huang, Huiwei Wang, Guo Chen,