Finite‐Time Average Consensus Based Approach for Distributed Convex Optimization. Issue 1 (29th August 2018)

• Record Type: Journal Article
• Authors: Ma, Wenlong; Fu, Minyue; Cui, Peng; Zhang, Huanshui; Li, Zhipeng
• Is Part Of: Asian journal of control. Volume 22:Issue 1(2020)
• Page Start: 323
• Page End: 333
• Publication Date: 2018-08-29
• Subjects: Newton method -- finite‐time average consensus -- distributed convex optimization -- multi‐agent systems -- quadratic convergence; Automatic control -- Periodicals; Control theory -- Periodicals; 629.805
• DOI: 10.1002/asjc.1886
• Languages: English
• ISSNs: 1561-8625

Abstract

Abstract: In this paper, we consider a distributed convex optimization problem where the objective function is an average combination of individual objective function in multi‐agent systems. We propose a novel Newton Consensus method as a distributed algorithm to address the problem. This method utilises the efficient finite‐time average consensus method as an information fusion tool to construct the exact Newtonian global gradient direction. Under suitable assumptions, this strategy can be regarded as a distributed implementation of the classical standard Newton method and eventually has a quadratic convergence rate. The numerical simulation and comparison experiment show the superiority of the algorithm in convergence speed and performance.