Stochastic Event-Triggered Algorithm for Distributed Convex Optimisation
This paper investigates the problem of distributed convex optimisation under constrained communication. A novel stochastic event-triggering algorithm is shown to solve the problem asymptotically to any arbitrarily small error without exhibiting Zeno behaviour. A systematic design of the stochastic e...
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| Veröffentlicht in: | IEEE transactions on control of network systems Jg. 10; H. 3; S. 1 - 12 |
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| Sprache: | Englisch |
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IEEE
01.09.2023
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
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| ISSN: | 2325-5870, 2372-2533 |
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| Abstract | This paper investigates the problem of distributed convex optimisation under constrained communication. A novel stochastic event-triggering algorithm is shown to solve the problem asymptotically to any arbitrarily small error without exhibiting Zeno behaviour. A systematic design of the stochastic event processes is then derived from the analysis on optimality and communication rate with the help of a meta-optimisation problem. Lastly, a numerical example on distributed classification is provided to visualise the performance of the proposed algorithm in terms of convergence in optimisation error and average communication rate with comparison to other algorithms in the literature. We show that the proposed algorithm is highly effective in reducing communication rates compared with algorithms proposed in the literature. |
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| AbstractList | This article investigates the problem of distributed convex optimization under constrained communication. A novel stochastic event-triggering algorithm is shown to solve the problem asymptotically to any arbitrarily small error without exhibiting Zeno behavior. A systematic design of the stochastic event processes is then derived from the analysis on the optimality and communication rate with the help of a meta-optimization problem. Finally, a numerical example on distributed classification is provided to visualize the performance of the proposed algorithm in terms of convergence in optimization error and average communication rate with comparison to other algorithms in the literature. We show that the proposed algorithm is highly effective in reducing communication rates compared with algorithms proposed in the literature. This paper investigates the problem of distributed convex optimisation under constrained communication. A novel stochastic event-triggering algorithm is shown to solve the problem asymptotically to any arbitrarily small error without exhibiting Zeno behaviour. A systematic design of the stochastic event processes is then derived from the analysis on optimality and communication rate with the help of a meta-optimisation problem. Lastly, a numerical example on distributed classification is provided to visualise the performance of the proposed algorithm in terms of convergence in optimisation error and average communication rate with comparison to other algorithms in the literature. We show that the proposed algorithm is highly effective in reducing communication rates compared with algorithms proposed in the literature. |
| Author | Huang, Mengyu Shi, Ling Johansson, Karl Henrik Tsang, Kam Fai Elvis |
| Author_xml | – sequence: 1 givenname: Kam Fai Elvis orcidid: 0000-0001-9746-524X surname: Tsang fullname: Tsang, Kam Fai Elvis organization: Division of Decision and Control Systems, KTH Royal Institute of Technology, Stockholm, Sweden – sequence: 2 givenname: Mengyu orcidid: 0000-0002-2671-2095 surname: Huang fullname: Huang, Mengyu organization: Department of Electronic and Computer Engineering, Hong Kong University of Science and Technology, Hong Kong – sequence: 3 givenname: Ling orcidid: 0000-0002-6771-8258 surname: Shi fullname: Shi, Ling organization: Department of Electronic and Computer Engineering, Hong Kong University of Science and Technology, Hong Kong – sequence: 4 givenname: Karl Henrik orcidid: 0000-0001-9940-5929 surname: Johansson fullname: Johansson, Karl Henrik organization: Division of Decision and Control Systems, KTH Royal Institute of Technology, Stockholm, Sweden |
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| SubjectTerms | Algorithms Convexity Distributed Optimisation Event-Triggered Control Networked Control Systems Optimization |
| Title | Stochastic Event-Triggered Algorithm for Distributed Convex Optimisation |
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