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Distributed quadratic programming under Asynchronous and Lossy Communications via Newton-Raphson Consensus
Department of Information Engineering, University of Padova.
Department of Engineering for Innovation, University of Salento.
Department of Information Engineering, University of Padova.
Luleå tekniska universitet, Institutionen för system- och rymdteknik, Signaler och system.ORCID-id: 0000-0002-4310-7938
2015 (Engelska)Ingår i: 2015 European Control Conference (ECC): Linz, 15-17 July 2015, Piscataway, NJ: IEEE Communications Society, 2015, s. 2514-2520Konferensbidrag, Publicerat paper (Refereegranskat)
Abstract [en]

Quadratic optimization problems appear in several interesting estimation, learning and control tasks. To solve these problems in peer-to-peer networks it is necessary to design distributed optimization algorithms supporting directed, asynchronous and unreliable communication. This paper addresses this requirement by extending a promising distributed convex optimization algorithm, known as Newton-Raphson consensus, and originally designed for static and undirected communication. Specifically, we modify this algorithm so that it can cope with asynchronous, broadcast and unreliable lossy links, and prove that the optimization strategy correctly converge to the global optimum when the local cost functions are quadratic. We then support the intuition that this robustified algorithm converges to the true optimum also for general convex problems with dedicated numerical simulations.

Ort, förlag, år, upplaga, sidor
Piscataway, NJ: IEEE Communications Society, 2015. s. 2514-2520
Nationell ämneskategori
Reglerteknik
Forskningsämne
Reglerteknik
Identifikatorer
URN: urn:nbn:se:ltu:diva-28221DOI: 10.1109/ECC.2015.7330916Scopus ID: 2-s2.0-84963812605Lokalt ID: 1f1e4246-6840-4a71-9b2c-69cb992e9498ISBN: 978-3-9524269-3-7 (digital)OAI: oai:DiVA.org:ltu-28221DiVA, id: diva2:1001416
Konferens
European Control Conference : 15/07/2015 - 17/07/2015
Anmärkning
Godkänd; 2015; 20160617 (andbra)Tillgänglig från: 2016-09-30 Skapad: 2016-09-30 Senast uppdaterad: 2018-07-10Bibliografiskt granskad

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Varagnolo, Damiano

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