Gossip-based random projection algorithm for distributed optimization: Error bound

Soomin Lee; Angelia Nedić

doi:10.1109/CDC.2013.6760978

Gossip-based random projection algorithm for distributed optimization: Error bound

Soomin Lee, Angelia Nedić

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

4 Scopus citations

Abstract

Ahstract- We consider a fully distributed constrained convex optimization problem over a multi-agent network. We discuss an asynchronous gossip-based random projection (GRP) algorithm that solves the distributed problem using only local communication and computation. We analyze its error bound for a constant stepsize and provide simulation results on a distributed robust model predictive control problem.

Original language	English (US)
Title of host publication	2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	6874-6879
Number of pages	6
ISBN (Print)	9781467357173
DOIs	https://doi.org/10.1109/CDC.2013.6760978
State	Published - 2013
Externally published	Yes
Event	52nd IEEE Conference on Decision and Control, CDC 2013 - Florence, Italy Duration: Dec 10 2013 → Dec 13 2013

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	52nd IEEE Conference on Decision and Control, CDC 2013
Country/Territory	Italy
City	Florence
Period	12/10/13 → 12/13/13

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC.2013.6760978

Cite this

Lee, S., & Nedić, A. (2013). Gossip-based random projection algorithm for distributed optimization: Error bound. In 2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013 (pp. 6874-6879). Article 6760978 (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2013.6760978

Gossip-based random projection algorithm for distributed optimization: Error bound. / Lee, Soomin; Nedić, Angelia.
2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013. Institute of Electrical and Electronics Engineers Inc., 2013. p. 6874-6879 6760978 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Lee, S & Nedić, A 2013, Gossip-based random projection algorithm for distributed optimization: Error bound. in 2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013., 6760978, Proceedings of the IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers Inc., pp. 6874-6879, 52nd IEEE Conference on Decision and Control, CDC 2013, Florence, Italy, 12/10/13. https://doi.org/10.1109/CDC.2013.6760978

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abstract = "Ahstract- We consider a fully distributed constrained convex optimization problem over a multi-agent network. We discuss an asynchronous gossip-based random projection (GRP) algorithm that solves the distributed problem using only local communication and computation. We analyze its error bound for a constant stepsize and provide simulation results on a distributed robust model predictive control problem.",

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AB - Ahstract- We consider a fully distributed constrained convex optimization problem over a multi-agent network. We discuss an asynchronous gossip-based random projection (GRP) algorithm that solves the distributed problem using only local communication and computation. We analyze its error bound for a constant stepsize and provide simulation results on a distributed robust model predictive control problem.

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ER -

Gossip-based random projection algorithm for distributed optimization: Error bound

Abstract

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