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Computational Convergence Analysis of Distributed Optimization Algorithms for Directed Graphs
Univ North Texas, Dept Elect Engn, Denton, TX 76207 USA..
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control). KTH, School of Electrical Engineering and Computer Science (EECS), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-4299-0471
US Army, Res Lab, Adelphi, MD 20783 USA..
Univ North Texas, Dept Elect Engn, Denton, TX 76207 USA..
2019 (English)In: 2019 IEEE 15th international conference on control and automation (ICCA), IEEE , 2019, p. 1096-1101Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, we present a unified framework based on integral quadratic constraints for analyzing the convergence of distributed push-pull based optimization algorithms for directed graphs. Our framework provides numerical upper bounds on linear convergence rates of existing distributed push-pull based algorithms when local objective functions are strongly convex and smooth and directed graphs are strongly connected. Moreover, we propose a new distributed optimization algorithm for directed graphs and show that the proposed framework can also be applied to establish its linear convergence rate. The theoretical results are illustrated and validated via numerical examples.

Place, publisher, year, edition, pages
IEEE , 2019. p. 1096-1101
Series
IEEE International Conference on Control and Automation ICCA, ISSN 1948-3449
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-303462DOI: 10.1109/ICCA.2019.8899565ISI: 000651769700185Scopus ID: 2-s2.0-85065858333OAI: oai:DiVA.org:kth-303462DiVA, id: diva2:1603156
Conference
IEEE 15th International Conference on Control and Automation (ICCA), JUL 16-19, 2019, Edinburgh, SCOTLAND
Note

Part of proceedings: ISBN 978-1-7281-1164-3

QC 20211014

Available from: 2021-10-14 Created: 2021-10-14 Last updated: 2022-06-25Bibliographically approved

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Yi, Xinlei

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CiteExportLink to record
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Citation style
  • apa
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  • de-DE
  • en-GB
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  • fi-FI
  • nn-NO
  • nn-NB
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Output format
  • html
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  • asciidoc
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