Distributed optimisation design for solving the Stein equation with constraints
Guanpu Chen, Xianlin Zeng, Yiguang Hong · IET Control Theory and Applications · 2019
In this study, the authors consider distributed computation of the Stein equations with set constraints, where each agent or node knows a few rows or columns of coefficient matrices. By formulating an equivalent distributed optimisation problem, they propose a projection‐based algorithm to seek least‐squares solutions to the constrained Stein equation over a multi‐agent system network. Then, they rigorously prove the convergence of the proposed algorithm to a least‐squares solution for any initial condition, and moreover, provide a simplified distributed algorithm with an exponential convergence rate for the case without constraints.