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Distributed optimization algorithm for discrete-time heterogeneous multi-agent systems with nonuniform stepsizes
Mo, L.; Li, J.; Huang, Jian
This paper is devoted to the distributed optimization problem of heterogeneous multi-agent systems, where the communication topology is jointly strongly connected and the dynamics of each agent is the first-order or second-order integrator. A new distributed algorithm is first designed for each agent based on the local objective function and the local neighbors' information that each agent can access. By a model transformation, the original closed-loop system is converted into a time-varying system and the system matrix of which is a stochastic matrix at any time. Then, by the properties of the stochastic matrix, it is proven that all agents' position states can converge to the optimal solution of a team objective function provided the union communication topology is strongly connected. Finally, the simulation results are provided to verify the effectiveness of the distributed algorithm proposed in this paper.
Keyword(s): Closed loop systems; Discrete time systems; Distributed control; Matrix algebra; Multi-agent systems; Optimisation; Stochastic processes; Time-varying systems; Communication topology; Nonuniform stepsizes; Discrete-time heterogeneous multiagent systems; Stochastic matrix; System matrix; Time-varying system; Local objective function; Distributed optimization algorithim; Optimization; Linear programming; Distributed algorithims; Laplace equations
Publication Date:
Type: Journal article
Peer-Reviewed: Yes
Language(s): English
Institution: University College Cork
Citation(s): Mo, L., Li, J. and Huang, J. (2019) 'Distributed Optimization Algorithm for Discrete-Time Heterogeneous Multi-Agent Systems With Nonuniform Stepsizes', IEEE Access, 87303-87312. (7pp.) DOI: 10.1109/ACCESS.2019.2925414
Publisher(s): Institute of Electrical and Electronics Engineers Inc.
File Format(s): application/pdf
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First Indexed: 2019-09-27 07:21:27 Last Updated: 2019-10-01 06:30:11