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    王东

    • 教授     博士生导师   硕士生导师
    • 性别:男
    • 毕业院校:大连理工大学
    • 学位:博士
    • 所在单位:控制科学与工程学院
    • 学科:控制理论与控制工程. 模式识别与智能系统. 导航、制导与控制
    • 办公地点:控制科学与工程学院海山楼A628
    • 联系方式:dwang[@]dlut.edu.cn

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    Random Gradient-Free Optimization for Multiagent Systems With Communication Noises Under a Time-Varying Weight Balanced Digraph

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    论文类型:期刊论文

    发表时间:2020-01-01

    发表刊物:IEEE TRANSACTIONS ON SYSTEMS MAN CYBERNETICS-SYSTEMS

    收录刊物:EI、SCIE

    卷号:50

    期号:1

    页面范围:281-289

    ISSN号:2168-2216

    关键字:Cost function; Multi-agent systems; Stochastic processes; Topology; Smoothing methods; Protocols; Communication noises; constrained optimization; distributed algorithm; random gradient-free algorithm

    摘要:In this paper, we focus on a constrained convex optimization problem of multiagent systems under a time-varying topology. In such topology, it is not only B-strongly connected, but the communication noises are also existent. Each agent has access to its local cost function, which is a nonsmooth function. A gradient-free random protocol is come up with minimizing a sum of cost functions of all agents, which are projected to local constraint sets. First, considering the stochastic disturbances in the communication channels among agents, the upper bounds of disagreement estimate of agents' states are obtained. Second, a sufficient condition on choosing step sizes and smoothing parameters is derived to guarantee that all agents almost surely converge to the stationary optimal point. At last, a numerical example and a comparison are provided to illustrate the feasibility of the random gradient-free algorithm.