Distributed optimisation approach to least-squares solution of Sylvester equations

doi:10.1049/iet-cta.2019.1400

	Distributed optimisation approach to least-squares solution of Sylvester equations
	Deng, Wen 2,3; Zeng, Xianlin 1; Hong, Yiguang 2,3
刊名	IET CONTROL THEORY AND APPLICATIONS
	2020-12-17
卷号	14 期号:18 页码:2968-2976
关键词	least squares approximations distributed control stability distributed algorithms continuous time systems matrix algebra convex programming multi-robot systems convex optimisation distributed optimisation approach least-squares solution Sylvester equations distributed algorithms multiagent network problem setup interconnected system local information data matrices neighbour agents continuous-time algorithms optimisation problem
ISSN号	1751-8644
DOI	10.1049/iet-cta.2019.1400
英文摘要	In this study, the authors design distributed algorithms for solving the Sylvester equation AX+XB=C in the sense of least squares over a multi-agent network. In the problem setup, every agent in the interconnected system only has local information of some columns or rows of data matrices A, B and C, and exchanges information among neighbour agents. They propose algorithms with mainly focusing on a specific partition case, whose designs can be easily generalised to other partitions. Three distributed continuous-time algorithms aim at two cases for seeking a least-squares/regularisation solution from the viewpoint of optimisation. Due to the equivalence between an equilibrium point of each system under discussion and an optimal solution to the corresponding optimisation problem, the authors make use of semi-stability theory and methods in convex optimisation to prove convergence theorems of proposed algorithms that arrive at a least-squares/regularisation solution.
资助项目	NSFC[61733018] ; National Key Research and Development Program[2016YFB0901900]
WOS研究方向	Automation & Control Systems ; Engineering ; Instruments & Instrumentation
语种	英语
出版者	INST ENGINEERING TECHNOLOGY-IET
WOS记录号	WOS:000595801300025
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/52540]
专题	中国科学院数学与系统科学研究院
通讯作者	Zeng, Xianlin
作者单位	1.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Deng, Wen,Zeng, Xianlin,Hong, Yiguang. Distributed optimisation approach to least-squares solution of Sylvester equations[J]. IET CONTROL THEORY AND APPLICATIONS,2020,14(18):2968-2976.
APA	Deng, Wen,Zeng, Xianlin,&Hong, Yiguang.(2020).Distributed optimisation approach to least-squares solution of Sylvester equations.IET CONTROL THEORY AND APPLICATIONS,14(18),2968-2976.
MLA	Deng, Wen,et al."Distributed optimisation approach to least-squares solution of Sylvester equations".IET CONTROL THEORY AND APPLICATIONS 14.18(2020):2968-2976.