Asynchronous Gossip-Based Random Projection Algorithms over Networks

Soomin Lee, Angelia Nedic

Research output: Contribution to journalArticlepeer-review

32 Scopus citations

Abstract

We consider a distributed constrained convex optimization problem over a multi-agent (no central coordinator) network. We propose a completely decentralized and asynchronous gossip-based random projection (GRP) algorithm that solves the distributed problem using only local communications and computations. We analyze the convergence properties of the algorithm for a diminishing and a constant stepsize which are uncoordinated among agents. For a diminishing stepsize, we prove that the iterates of all agents converge to the same optimal point with probability 1. For a constant stepsize, we establish an error bound on the expected distance from the iterates of the algorithm to the optimal point. We also provide simulation results on a distributed robust model predictive control problem.

Original languageEnglish (US)
Article number7165636
Pages (from-to)953-968
Number of pages16
JournalIEEE Transactions on Automatic Control
Volume61
Issue number4
DOIs
StatePublished - Apr 1 2016
Externally publishedYes

Keywords

  • Gossip-based random projection (GRP)

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

Fingerprint

Dive into the research topics of 'Asynchronous Gossip-Based Random Projection Algorithms over Networks'. Together they form a unique fingerprint.

Cite this