Presentation | 2020-11-25 Distributed convex optimization with inequality constraints over directed graphs based on row stochasticity Hiroaki Sakuma, Naoki Hayashi, Shigemasa Takai, |
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PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | Distributed optimization is a method in which agents exchange information on the network to obtain the optimal solution when they know only a part of the constraints and the objective function of the optimization problem. Most of the existing distributed convex optimization algorithms with inequality constraints have been proven in situations where the weight matrix of the graph is a doubly stochastic matrix, but this is not always a feasible situation. In this paper, we propose a distributed convex optimization algorithm based on row stochasticity of the weight matrix that takes into account global inequality constraints over directed graphs. We show convergence to the optimal solution for the proposed algorithm and perform numerical experiments. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | distributed optimization / directed graph / primal-dual perturbation method / row stochastic matrix |
Paper # | CAS2020-22,MSS2020-14 |
Date of Issue | 2020-11-18 (CAS, MSS) |
Conference Information | |
Committee | MSS / CAS / IPSJ-AL |
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Conference Date | 2020/11/25(2days) |
Place (in Japanese) | (See Japanese page) |
Place (in English) | Online |
Topics (in Japanese) | (See Japanese page) |
Topics (in English) | |
Chair | Shigemasa Takai(Osaka Univ.) / Yasuhiro Takashima(Univ. of Kitakyushu) |
Vice Chair | Atsuo Ozaki(Osaka Inst. of Tech.) / Hiroki Sato(Sony LSI Design) |
Secretary | Atsuo Ozaki(Setsunan Univ.) / Hiroki Sato(Hokkaido Univ.) / (Yamanashi Univ.) |
Assistant | Naoki Hayashi(Osaka Univ.) / Motoi Yamaguchi(TECHNOPRO) / Yohei Nakamura(Hitachi) |
Paper Information | |
Registration To | Technical Committee on Mathematical Systems Science and its applications / Technical Committee on Circuits and Systems / Special Interest Group on Algorithms |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Distributed convex optimization with inequality constraints over directed graphs based on row stochasticity |
Sub Title (in English) | |
Keyword(1) | distributed optimization |
Keyword(2) | directed graph |
Keyword(3) | primal-dual perturbation method |
Keyword(4) | row stochastic matrix |
1st Author's Name | Hiroaki Sakuma |
1st Author's Affiliation | Osaka University(Osaka Univ.) |
2nd Author's Name | Naoki Hayashi |
2nd Author's Affiliation | Osaka University(Osaka Univ.) |
3rd Author's Name | Shigemasa Takai |
3rd Author's Affiliation | Osaka University(Osaka Univ.) |
Date | 2020-11-25 |
Paper # | CAS2020-22,MSS2020-14 |
Volume (vol) | vol.120 |
Number (no) | CAS-245,MSS-246 |
Page | pp.pp.16-21(CAS), pp.16-21(MSS), |
#Pages | 6 |
Date of Issue | 2020-11-18 (CAS, MSS) |