IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Online ISSN : 1745-1337
Print ISSN : 0916-8508
Special Section on Mathematical Systems Science and its Applications
Consensus-Based Quantized Algorithm for Convex Optimization with Smooth Cost Functions
Naoki HAYASHIYuichi KAJIYAMAShigemasa TAKAI
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2020 Volume E103.A Issue 2 Pages 435-442

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Abstract

This paper proposes a distributed algorithm over quantized communication networks for unconstrained optimization with smooth cost functions. We consider a multi-agent system whose local communication is represented by a fixed and connected graph. Each agent updates a state and an auxiliary variable for the estimates of the optimal solution and the average gradient of the entire cost function by a consensus-based optimization algorithm. The state and the auxiliary variable are sent to neighbor agents through a uniform quantizer. We show a convergence rate of the proposed algorithm with respect to the errors between the cost at the time-averaged state and the optimal cost. Numerical examples show that the estimated solution by the proposed quantized algorithm converges to the optimal solution.

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© 2020 The Institute of Electronics, Information and Communication Engineers
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