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

Soomin Lee, Angelia Nedich

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

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 languageEnglish (US)
Title of host publication2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages6874-6879
Number of pages6
ISBN (Print)9781467357173
DOIs
StatePublished - 2013
Externally publishedYes
Event52nd IEEE Conference on Decision and Control, CDC 2013 - Florence, Italy
Duration: Dec 10 2013Dec 13 2013

Other

Other52nd IEEE Conference on Decision and Control, CDC 2013
CountryItaly
CityFlorence
Period12/10/1312/13/13

Fingerprint

Distributed Optimization
Random Projection
Gossip
Projection Algorithm
Convex optimization
Constrained optimization
Model predictive control
Error Bounds
Communication
Model Predictive Control
Constrained Optimization
Convex Optimization
Control Problem
Optimization Problem
Simulation

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Cite this

Lee, S., & Nedich, 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). [6760978] 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; Nedich, Angelia.

2013 IEEE 52nd Annual Conference on Decision and Control, CDC 2013. Institute of Electrical and Electronics Engineers Inc., 2013. p. 6874-6879 6760978.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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