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Projected subgradient based distributed convex optimization with transmission noises

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  • Zhang, Li
  • Liu, Shuai

Abstract

This paper discusses a kind of convex optimization problem considering noises from information transmission in multi-agent systems. Different from previous works, we focus on the objective function which is a summation of strictly L0(F)-convex functions under random inner space. Our system is described by Itô formula, which leads to that it is hard to calculate second-order derivative when designing the projected subgradient algorithm. It is shown that all states in stochastic system will converge to the unique optimal state in the polyhedric set constraint by adopting projected subgradient algorithm and the convergence rate is also investigated. Numerical examples are provided to demonstrate the results.

Suggested Citation

  • Zhang, Li & Liu, Shuai, 2022. "Projected subgradient based distributed convex optimization with transmission noises," Applied Mathematics and Computation, Elsevier, vol. 418(C).
  • Handle: RePEc:eee:apmaco:v:418:y:2022:i:c:s0096300321008766
    DOI: 10.1016/j.amc.2021.126794
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    Cited by:

    1. Xiong, Menghui & Zhang, Baoyong & Yuan, Deming & Zhang, Yijun & Chen, Jun, 2023. "Event-triggered distributed online convex optimization with delayed bandit feedback," Applied Mathematics and Computation, Elsevier, vol. 445(C).

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