Open AccessDistributed optimisation design for solving the Stein equation with constraints
Author(s) -
Chen Guanpu,
Zeng Xianlin,
Hong Yiguang
Publication year - 2019
Publication title -
iet control theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.059
H-Index - 108
eISSN - 1751-8652
pISSN - 1751-8644
DOI - 10.1049/iet-cta.2019.0140
Subject(s) - convergence (economics) , rate of convergence , projection (relational algebra) , mathematics , computation , mathematical optimization , set (abstract data type) , exponential function , distributed algorithm , node (physics) , least squares function approximation , computer science , algorithm , key (lock) , mathematical analysis , statistics , computer security , structural engineering , estimator , engineering , economics , programming language , economic growth
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.