切换网络分布式次梯度优化算法

摘要

研究了切换网络的多个体分布式次梯度优化算法.在有向切换网络是周期强连通的且对应的邻接矩阵是随机的而非双随机的条件下,利用非二次李雅普诺夫函数方法证明了所提多个体分布式次梯度优化算法的收敛性.最后,通过仿真实例验证了所提算法的有效性.%This paper studied the distributed subgradient algorithm for mult-agent optimization problem over switched networks.By using the non-quadratic Lyapunov function method,we proved that the convergence of the proposed distributed optimization algorithm can still be guaranteed under the condition that the directed switched network is periodically strongly connected and the corresponding adjacency matrix is stochastic rather than doubly stochastic.Finally,a simulation example was given to demonstrate the effectiveness of the proposed optimization algorithm.