With the widespread application of distributed systems, many problems need to be solved urgently. How to design distributed optimization strategies has become a research hotspot. This article focuses on the solution rate of the distributed convex optimization algorithm. Each agent in the network has its own convex cost function. We consider a gradient-based distributed method and use a push-pull gradient algorithm to minimize the total cost function. Inspired by the current multi-agent consensus cooperation protocol for distributed convex optimization algorithm, a distributed convex optimization algorithm with finite time convergence is proposed and studied. In the end, based on a fixed undirected distributed network topology, a fast convergent distributed cooperative learning method based on a linear parameterized neural network is proposed, which is different from the existing distributed convex optimization algorithms that can achieve exponential convergence. The algorithm can achieve finite-time convergence. The convergence of the algorithm can be guaranteed by the Lyapunov method. The corresponding simulation examples also show the effectiveness of the algorithm intuitively. Compared with other algorithms, this algorithm is competitive.
References
[1]
Lu, J., Regier, P.R. and Tang, C.Y. (2010) Control of Distributed Convex Optimization. Decision and Control, 58, 489-495. https://doi.org/10.1109/CDC.2010.5717015
[2]
Chen, W.S. and Ren, W. (2016) Event-Triggered Zero-Gradient-Sum Distributed Consensus Optimization over Directed Networks. Automatica, 65, 90-97.
https://doi.org/10.1016/j.automatica.2015.11.015
[3]
Patriksson, M. and Strömberg, C. (2015) Algorithms for the Continuous Nonlinear Resource Allocation Problem—New Implementations and Numerical Studies. European Journal of Operational Research, 243, 703-722.
https://doi.org/10.1016/j.ejor.2015.01.029
[4]
Oh, K.K., Park, M.C. and Ahn, H.S. (2015) A Survey of Multi-Agent Formation Control. Automatica, 53, 424-440. https://doi.org/10.1016/j.automatica.2014.10.022
[5]
Li, C. and Elia, N. (2015) Stochastic Sensor Scheduling via Distributed Convex Optimization. Automatica, 58, 173-182.
https://doi.org/10.1016/j.automatica.2015.05.014
[6]
Shah, S. and Beferulllozano, B. (2012) Power-Aware Joint Sensor Selection and Routing for Distributed Estimation: A Convex Optimization Approach. IEEE International Conference on Distributed Computing in Sensor Systems, Hangzhou, 16-18 May 2012, 230-238. https://doi.org/10.1109/DCOSS.2012.19
[7]
Akbari, M., Gharesifard, B. and Linder, T. (2015) Distributed Online Convex Optimization on Time-Varying Directed Graphs. IEEE Transactions on Control of Network Systems, 4, 417-428.
[8]
Lü, Q., Li, H. and Xia, D. (2017) Distributed Optimization of First-Order Discrete-Time Multi-Agent Systems with Event-Triggered Communication. Neurocomputing, 235, 255-263. https://doi.org/10.1016/j.neucom.2017.01.021
[9]
Nedic, A., Ozdaglar, A. and Parrilo, P.A. (2010) Constrained Consensus and Optimization in Multi-Agent Networks. IEEE Transactions on Automatic Control, 55, 922-938. https://doi.org/10.1109/TAC.2010.2041686
[10]
Lu, J. and Tang, C.Y. (2011) Zero-Gradient-Sum Algorithms for Distributed Convex Optimization: The Continuous-Time Case. IEEE Transactions on Automatic Control, 57, 2348-2354. https://doi.org/10.1109/TAC.2012.2184199
[11]
Gharesifard, B. and Corté, S.J. (2012) Distributed Continuous-Time Convex Optimization on Weight Balanced Digraphs. IEEE Transactions on Automatic Control, 59, 781-786. https://doi.org/10.1109/TAC.2013.2278132
[12]
Rahili, S. and Ren, W. (2016) Distributed Continuous-Time Convex Optimization with Time-Varying Cost Functions. IEEE Transactions on Automatic Control, 62, 1590-1605.
[13]
Kia, S.S., Cortés, J. and Martínez, S. (2014) Distributed Convex Optimization via Continuous-Time Coordination Algorithms with Discrete-Time Communication. Automatica, 55, 254-264. https://doi.org/10.1016/j.automatica.2015.03.001
[14]
Kia, S., Cortes, J. and Martinez, S. (2014) Periodic and Event-Triggered Communication for Distributed Continuous-Time Convex Optimization. American Control Conference, Portland, 4-6 June 2014, 5010-5015.
https://doi.org/10.1109/ACC.2014.6859122
[15]
Liu, S., Qiu, Z. and Xie, L. (2014) Continuous-Time Distributed Convex Optimization with Set Constraints. IFAC Proceedings, 47, 9762-9767.
https://doi.org/10.3182/20140824-6-ZA-1003.01377
[16]
Doan, T.T. and Tang, C.Y. (2012) Continuous-Time Constrained Distributed Convex Optimization. Allerton Conference on Communication, Control, and Computing, Monticello, 1-5 October 2012, 1482-1489.
https://doi.org/10.1109/Allerton.2012.6483394
[17]
Lu, X., Lu, R., Chen, S., et al. (2013) Finite-Time Distributed Tracking Control for Multi-Agent Systems with a Virtual Leader. IEEE Transactions on Circuits & Systems I Regular Papers, 60, 352-362. https://doi.org/10.1109/TCSI.2012.2215786
[18]
Sayyaadi, H. and Doostmohammadian, M.R. (2011) Finite-Time Consensus in Directed Switching Network Topologies and Time-Delayed Communications. Scientia Iranica, 18, 75-85. https://doi.org/10.1016/j.scient.2011.03.010
[19]
Chen, S., Shi, P., Zhang, W., et al. (2014) Finite-Time Consensus on Strongly Convex Balls of Riemannian Manifolds with Switching Directed Communication Topologies. Journal of Mathematical Analysis & Applications, 409, 663-675.
https://doi.org/10.1016/j.jmaa.2013.07.062
[20]
Wang, L. and Xiao, F. (2007) Finite-Time Consensus Problems for Networks of Dynamic Agents. IEEE Transactions on Automatic Control, 55, 950-955.
https://doi.org/10.1109/TAC.2010.2041610
[21]
Huang, J., Wen, C., Wang, W., et al. (2015) Adaptive Finite-Time Consensus Control of a Group of Uncertain Nonlinear Mechanical Systems. Automatica, 51, 292-301. https://doi.org/10.1016/j.automatica.2014.10.093
[22]
Nedic, A., Olshevsky, A. and Rabbat, M.G. (2018) Network Topology and Communication-Computation Tradeoffs in Decentralized Optimization. Proceedings of the IEEE, 106, 953-976. https://doi.org/10.1109/JPROC.2018.2817461
[23]
Bo, Z., Wei, W. and Hao, Y. (2014) Distributed Consensus Tracking Control of Linear Multi-Agent Systems with Actuator Faults. IEEE Conference on Control Applications, Nice, 8-10 October 2014, 2141-2146.
https://doi.org/10.1109/CCA.2014.6981619
[24]
Gerard, M., Schutter, B.D. and Verhaegen, M. (2009) A Hybrid Steepest Descent Method for S Constrained Convex Optimization. Automatica, 45, 525-531.
https://doi.org/10.1016/j.automatica.2008.08.018
[25]
Rakhlin, A., Shamir, O. and Sridharan, K. (2011) Making Gradient Descent Optimal for Strongly Convex Stochastic Optimization. Proceedings of the 29th International Conference on Machine Learning, Edinburgh, 1571-1578.
[26]
Ram, S.S., Nedi, A. and Veeravalli, V.V. (2010) Distributed Stochastic Subgradient Projection Algorithmsfor Convex Optimization. Journal of Optimization Theory and Applications, 147, 516-545. https://doi.org/10.1007/s10957-010-9737-7
[27]
Ram, S.S., Nedic, A. and Veeravalli, V.V. (2009) Distributed Subgradient Projection Algorithm for Convex Optimization. IEEE Journal of Selected Topics in Signal Processing, 7, 221-229. https://doi.org/10.1109/ICASSP.2009.4960418
[28]
Bertsekas, D.P. (2015) Incremental Gradient, Subgradient, and Proximal Methods for Convex Optimization: A Survey. Optimization, 2010, 691-717.
[29]
Defazio, A., Bach, F. and Lacostejulien, S. (2014) SAGA: A Fast Incremental Gradient Method with Support for Non-Strongly Convex Composite Objectives. Advances in Neural Information Processing Systems, 2, 1646-1654.
[30]
Eckstein, J. (2012) Augmented Lagrangian and Alternating Direction Methods for Convex Optimization: A Tutorial and Some Illustrative Computational Results.
[31]
Boyd, S., Parikh, N., Chu, E., et al. (2011) Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers. Foundations & Trends in Machine Learning, 3, 1-122. https://doi.org/10.1561/2200000016
[32]
Nedi, A. (2014) Distributed Optimization. 1-12.
[33]
Gharesifard, B. and Cortes, J. (2012) Continuous-Time Distributed Convex Optimization on Directed Graphs.
[34]
Mateos-Núñez, D. and Cortés, J. (2014) Distributed Online Second-Order Dynamics for Convex Optimization over Switching Connected Graphs. IEEE Transactions on Network Science and Engineering, 1, 23-37.
https://doi.org/10.1109/TNSE.2014.2363554
[35]
Liu, J.Y., Chen, W.S. and Dai, H. (2016) Sampled-Data Based Distributed Convex Optimization with Event Triggered Communication. International Journal of Control Automation & Systems, 14, 1421-1429.
[36]
Cheng, D.Z., Wang, J.H. and Hu, X.M. (2008) An Extension of LaSalle’s Invariance Principle and Its Application to Multi-Agent Consensus. IEEE Transactions on Automatic Control, 53, 1765-1770. https://doi.org/10.1109/TAC.2008.928332
[37]
Meng, Z.Y., Cao, Y.C. and Ren, W. (2010) Stability and Convergence Analysis of Multi-Agent Consensus with Information Reuse. International Journal of Control, 83, 1081-1092. https://doi.org/10.1080/00207170903581603
[38]
Lewis, F.L. and Hudas, G.R. (2012) Trust Method for Multi-Agent Consensus. Proceedings of SPIE, Vol. 8387, 1-14.
[39]
Cortés, J. (2006) Finite-Time Convergent Gradient Flows with Applications to Network Consensus. Automatica (Journal of IFAC), 42, 1993-2000.
https://doi.org/10.1016/j.automatica.2006.06.015
[40]
Meng, D., Jia, Y. and Du, J. (2016) Finite-Time Consensus for Multiagent Systems With Cooperative and Antagonistic Interactions. IEEE Transactions on Neural Networks & Learning Systems, 27, 762-770.
https://doi.org/10.1109/TNNLS.2015.2424225
[41]
Ai, W., Chen, W.S. and Xie, J. (2016) A Zero-Gradient-Sum Algorithm for Distributed Cooperative Learning Using a Feed forward Neural Network with Random Weights. Information Sciences, 373, 404-418.
https://doi.org/10.1016/j.ins.2016.09.016
[42]
Scardapane, S., Wang, D. and Panella, M. (2016) A Decentralized Training Algorithm for Echo State Networks in Distributed Big Data Applications. Neural Networks the Official Journal of the International Neural Network Society, 78, 65-74.
https://doi.org/10.1016/j.neunet.2015.07.006
[43]
Scardapane, S., Wang, D., Panella, M., et al. (2015) Distributed Learning for Random Vector Functional-Link Networks. Information Sciences, 301, 271-284.
https://doi.org/10.1016/j.ins.2015.01.007
[44]
Nedic, A., Olshevsky, A. and Shi, W. (2017) Achieving Geometric Convergence for Distributed Optimization over Time-Varying Graphs. SIAM Journal on Optimization, 27, 2597-2633. https://doi.org/10.1137/16M1084316
[45]
Cai, K. and Ishii, H. (2012) Average Consensus on General Strongly Connected Digraphs. Automatica, 48, 2750-2761.
https://doi.org/10.1016/j.automatica.2012.08.003
[46]
Xu, J., Zhu, S., Soh, Y.C. and Xie, L. (2015) Augmented Distributed Gradient Methods for Multi-Agent Optimization under Uncoordinated Constant Stepsizes. 54th IEEE Annual Conference on Decision and Control, Osaka, 15-18 December 2015, 2055-2060. https://doi.org/10.1109/CDC.2015.7402509
[47]
Song, Y. and Chen, W. (2016) Finite-Time Convergent Distributed Consensus Optimisation over Networks. IET Control Theory & Applications, 10, 1314-1318.
https://doi.org/10.1049/iet-cta.2015.1051