论文标题
新颖的分布式算法设计,用于在重量平衡的挖掘上分配非平滑资源
Novel Distributed Algorithms Design for Nonsmooth Resource Allocation on Weight-Balanced Digraphs
论文作者
论文摘要
在本文中,研究了牢固连接和重量平衡的挖掘物上的分布式资源分配问题,在此过程中,每个代理的决策都被限制在满足耦合的网络资源限制和异质性一般凸集集中。此外,本地成本功能可能是不平滑的。为了达到非平滑资源分配问题的确切最佳,提出了一种基于梯度下降方案和差异化投影运算符的新型连续时间分布式算法。在设定值的Lasalle不变性原理和非平滑分析的帮助下,证明该算法渐近地收敛于全局最佳分配。此外,对于不涉及局部约束并且成本函数与Lipschitz梯度可区分的情况,该算法与确切的最佳解决方案的收敛性是指数级的。最后,通过模拟示例说明了所提出的算法的有效性。
In this paper, the distributed resource allocation problem on strongly connected and weight-balanced digraphs is investigated, where the decisions of each agent are restricted to satisfy the coupled network resource constraints and heterogeneous general convex sets. Moreover, the local cost function can be non-smooth. In order to achieve the exact optimum of the nonsmooth resource allocation problem, a novel continuous-time distributed algorithm based on the gradient descent scheme and differentiated projection operators is proposed. With the help of the set-valued LaSalle invariance principle and nonsmooth analysis, it is demonstrated that the algorithm converges asymptotically to the global optimal allocation. Moreover, for the situation where local constraints are not involved and the cost functions are differentiable with Lipschitz gradients, the convergence of the algorithm to the exact optimal solution is exponentially fast. Finally, the effectiveness of the proposed algorithms is illustrated by simulation examples.