NDLI: Distributed optimisation design for solving the Stein equation with constraints

Content Provider	IET Digital Library
Author	Chen, Guanpu Zeng, Xianlin Hong, Yiguang
Abstract	In this study, the authors consider distributed computation of the Stein equations with set constraints, where each agent or node knows a few rows or columns of coefficient matrices. By formulating an equivalent distributed optimisation problem, they propose a projection-based algorithm to seek least-squares solutions to the constrained Stein equation over a multi-agent system network. Then, they rigorously prove the convergence of the proposed algorithm to a least-squares solution for any initial condition, and moreover, provide a simplified distributed algorithm with an exponential convergence rate for the case without constraints.
Starting Page	2492
Ending Page	2499
Page Count	8
ISSN	17518644
Volume Number	13
e-ISSN	17518652
Issue Number	Issue 15, Oct (2019)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-cta/13/15
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-cta.2019.0140
Journal	IET Control Theory & Applications
Publisher Date	2019-07-02
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Coefficient Matrices Columns Concave Programming Constrained Stein Equation Convergence Distributed Optimisation Design Equivalent Distributed Optimisation Problem Gradient Method Least Squares Approximation Least-squares Solution Linear Algebra Matrix Algebra Multi-agent System Multiagent System Network Numerical Analysis Optimisation Optimisation Technique Projection-based Algorithm Rows Set Constraint Simplified Distributed Algorithm Statistics Stein Equation
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Human-Computer Interaction Electrical and Electronic Engineering Computer Science Applications

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