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论文类型：会议论文

发表时间：2018-01-01

收录刊物：CPCI-S

页面范围：338-343

关键字：Distributed optimization; Multi-agent systems; Independent step-size

摘要：In this paper, we develop a distributed algorithm for multiple agents aiming to solve an optimization problem. The communication topology among these agents is governed by an undirected graph. In our algorithm, each agent has an independent step-size, the upper bound of which are independent on network topologies. The step-sizes only depend on local objective functions. The algorithm is with different step-sizes and guarantees the convergence of the agent states to a common point. With such step-size range, the states of each agent converge to a common optimal point at a linear rate 0(kappa(-k)) where 0 < kappa < 1 and k is the number of iterations. As compared to the existing approaches, we only require that the local cost function of each agent is convex rather than strongly convex. Finally, the numerical examples are given to validate the theoretical results.