Improving Rate of Convergence via Gain Adaptation in Multi-Agent Distributed ADMM Framework

Towfiq Rahman, Zhihua Qu, Toru Namerikawa

研究成果: Article査読

2 被引用数 (Scopus)

抄録

In this paper, the Alternating Direction Method of Multipliers (ADMM) is investigated for distributed optimization problems in a networked multi-agent system. In particular, a new adaptive-gain ADMM algorithm is derived in a closed form and under the standard convex property in order to greatly speed up convergence of ADMM-based distributed optimization. Using Lyapunov direct approach, the proposed solution embeds control gains into weighted network matrix among the agents and uses those weights as adaptive penalty gains in the augmented Lagrangian. It is shown that the proposed closed loop gain adaptation scheme significantly improves the convergence time of underlying ADMM optimization. Convergence analysis is provided and simulation results are included to demonstrate the effectiveness of the proposed scheme.

本文言語English
論文番号9075189
ページ(範囲)80480-80489
ページ数10
ジャーナルIEEE Access
8
DOI
出版ステータスPublished - 2020

ASJC Scopus subject areas

  • コンピュータ サイエンス(全般)
  • 材料科学(全般)
  • 工学(全般)

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