Adaptive step size selection in distributed optimization with observation noise and unknown stochastic target variation

DOI10.1016/j.automatica.2021.109940zbMath1478.93745OpenAlexW3207759593MaRDI QIDQ2059330

Masoud H. Nazari, George Yin, Siyu Xie, L. Y. Wang

Publication date: 14 December 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109940

zbMATH Keywords

constrained optimizationdistributed algorithmstep size selectionnoisy observationtarget variation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Networked control (93B70)

Cites Work

• A necessary and sufficient condition for stability of LMS-based consensus adaptive filters
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• Consensus and Cooperation in Networked Multi-Agent Systems
• Analysis of adaptive step-size SA algorithms for parameter tracking
• Distributed Subgradient Methods for Multi-Agent Optimization
• Coordination of groups of mobile autonomous agents using nearest neighbor rules
• Distributed Continuous-Time Convex Optimization With Time-Varying Cost Functions
• Unnamed Item

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