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

Soomin Lee, Angelia Nedić

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

3 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 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 - Jan 1 2013
Event52nd IEEE Conference on Decision and Control, CDC 2013 - Florence, Italy
Duration: Dec 10 2013Dec 13 2013

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

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

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ASJC Scopus subject areas

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

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). [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