网络化分布式凸优化算法研究进展

A survey of distributed convex optimization algorithms over networks

中文关键词  分布式优化、网络化算法、通信网络机构、多自主体系统

英文关键词  Distributed optimization  networked algorithms  network structure  multi-agent system

中文摘要

      分布式优化是指利用网络化多自主体之间的协作来求解的一类优化问题, 其在大规模数值计算、机器学习、资源分配、传感器网络等方面具有重要的研究意义和应用价值. 自主体之间的协作通常基于代数图来描述, 且图的结构对分布式优化算法的设计与性能有显著影响. 本文针对凸优化问题, 基于平衡图和非平衡图的情形, 简要讨论了分布式优化算法的最新研究进展, 并对今后的发展趋势和应用进行展望.

英文摘要

      The distributed optimization problem is cooperatively solved by a network of agents, which has significant applications in the large-scale numerical computation, machine learning, scheduling, sensor networks and etc. The interaction among agents is usually described by an algebraic graph, whose structure greatly affects the design and analysis of distributed optimization algorithms. This work focuses on the convex optimization problem and reviews the-state-of-the-art research on distributed optimization algorithms under both balanced graphs and unbalanced graphs, respectively. We also provide some remarks on the future directions and applications of distributed optimization.