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Distributed Multi-Step Subgradient Random Projection Algorithm over Switching Graphs with Random Time Delay

机译:随机时滞切换图的分布式多步次梯度随机投影算法

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Based on the multi-agent system model over switching network with random communication delay, we propose a distributed multi-step subgradient random projection algorithm and analyze the convergence and convergence rate of the proposed algorithm. The multi-step subgradient of agents is a combination of the subgradient at current time and all the historical subgradient. Batch random projection is utilized in proposed algorithm to improve the accuracy of random projection. To simplify the process of convergence analysis we propose a method of system expansion to replace the random communication delay. The final numerical simulation results show that the multi-step subgradient random projection algorithm has a faster convergence speed than the traditional subgradient algorithm.
机译:基于具有随机通信延迟的交换网络上的多智能体系统模型,我们提出了一种分布式多步次梯度随机投影算法,并分析了该算法的收敛性和收敛速度。代理的多步骤子梯度是当前时间的子梯度和所有历史子梯度的组合。提出的算法利用批处理随机投影来提高随机投影的精度。为了简化收敛分析的过程,我们提出了一种系统扩展的方法来代替随机通信延迟。最终的数值仿真结果表明,多步次梯度随机投影算法具有比传统次梯度算法更快的收敛速度。

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