We study a distributed approach for solving random convex programs (RCP) for the case in which problem constraints are distributed among nodes in a processor network. We devise a distributed algorithm that allows network nodes to reach consensus on problem solution by exchanging a local set of constraints at each iteration. We prove that the algorithm assures finite-time convergence to problem solution and we provide explicit bounds on the maximum number of constraints to be exchanged among nodes at each communication round. Numerical experiments confirm the theoretical derivation and show that a parallel implementation of the proposed approach speeds-up the solution of the RCP with respect to centralized computation.

A Distributed Algorithm for Random Convex Programming / Carlone, Luca; Srivastava, V.; Bullo, F.; Calafiore, Giuseppe Carlo. - STAMPA. - (2011), pp. 1-7. ((Intervento presentato al convegno International conference on NETwork Games, COntrol and OPtimization tenutosi a Parigi nel October 12-14.

A Distributed Algorithm for Random Convex Programming

CARLONE, LUCA;CALAFIORE, Giuseppe Carlo
2011

Abstract

We study a distributed approach for solving random convex programs (RCP) for the case in which problem constraints are distributed among nodes in a processor network. We devise a distributed algorithm that allows network nodes to reach consensus on problem solution by exchanging a local set of constraints at each iteration. We prove that the algorithm assures finite-time convergence to problem solution and we provide explicit bounds on the maximum number of constraints to be exchanged among nodes at each communication round. Numerical experiments confirm the theoretical derivation and show that a parallel implementation of the proposed approach speeds-up the solution of the RCP with respect to centralized computation.
9781467303835
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate

Caricamento pubblicazioni consigliate

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11583/2462625
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo