论文标题
DOT和DOP:线性收敛算法,用于查找多代理操作员的固定点
DOT and DOP: Linearly Convergent Algorithms for Finding Fixed Points of Multi-Agent Operators
论文作者
论文摘要
本文通过有指示且不平衡的多代理网络调查了全球运营商的分布式固定点发现问题,在该网络中,全局运算符具有果氧化型跨性别,并且仅适用于每个代理人。解决了两种情况,也就是说,全局运算符是可分离的,可分开。在第一种情况下,全球运营商是本地运营商的总和,这些运营商被认为是Lipschitz,每个本地操作员都是私人的。为了处理这种情况,提出并严格分析了一种分布式(或分散的)算法,称为分布式(或分散的)算法,称为分布式的准空间操作员跟踪算法(DOT),并且表明,算法可以表明,在线性正常的情况下,在线性正常的情况下,算法可以融合到全球范围的固定点,该固定速度与线性正常的效果相比,该算法可以在线性较差的情况下进行弱化,而该算法可以在线性弱的情况下进行。优化文献。在第二种情况下,全球运营商由一组本地块运算符组成,这些块运算符是Lipschitz,只能由每个代理才能访问。在此设置中,开发了一种分布式算法,称为分布式对准操作员播放算法(DOP),并显示在线性规律性条件下是线性收敛到全局运算符的固定点。以上研究的问题为许多有趣的问题提供了一个统一的框架。作为示例,拟议的DOT和DOP被利用以在部分否定信息下处理分布式优化和多玩家游戏。最后,提出了数值示例以证实理论结果。
This paper investigates the distributed fixed point finding problem for a global operator over a directed and unbalanced multi-agent network, where the global operator is quasinonexpansive and only partially accessible to each individual agent. Two cases are addressed, that is, the global operator is sum separable and block separable. For this first case, the global operator is the sum of local operators, which are assumed to be Lipschitz, and each local operator is privately known to each individual agent. To deal with this scenario, a distributed (or decentralized) algorithm, called Distributed quasi-averaged Operator Tracking algorithm (DOT), is proposed and rigorously analyzed, and it is shown that the algorithm can converge to a fixed point of the global operator at a linear rate under a linear regularity condition, which is strictly weaker than the strong convexity assumption on cost functions in existing convex optimization literature. For the second scenario, the global operator is composed of a group of local block operators which are Lipschitz and can be accessed only by each individual agent. In this setup, a distributed algorithm, called Distributed quasiaveraged Operator Playing algorithm (DOP), is developed and shown to be linearly convergent to a fixed point of the global operator under the linear regularity condition. The above studied problems provide a unified framework for many interesting problems. As examples, the proposed DOT and DOP are exploited to deal with distributed optimization and multi-player games under partial-decision information. Finally, numerical examples are presented to corroborate the theoretical results.