Solving a system of linear equations: From centralized to distributed algorithms

摘要

For a wide range of control engineering applications, the problem of solving a system of linear equations is often encountered and has been well studied. Traditionally, this problem has been mainly solved in a centralized manner. However, for applications related to large-scale complex networked systems, centralized algorithms are often subjected to some practical issues due to limited computational power and communication bandwidth. As a promising and viable alternative, distributed algorithms can effectively address the issues associated with centralized algorithms by solving the problem efficiently in a multi-agent setting that accords with the distributed nature of networked systems. Distributed algorithms decompose the entire problem into many sub-problems that are solved by individual agents in a cooperative manner. In this survey paper, we provide a detailed overview of the state of the art relevant to distributed algorithms for solving a system of linear equations. We will first review basic distributed algorithms including both discrete-time and continuous-time algorithms. Then we will discuss the extended algorithms to achieve communication efficiency. Furthermore, we will also introduce distributed algorithms to obtain the minimum-norm solution for a system of linear equations with multiple solutions, as well as the least-squares solution when there is no solution. Finally, the relationship of distributed algorithms for solving a system of linear equations to the existing distributed optimization algorithms is discussed. (C) 2019 Elsevier Ltd. All rights reserved.