1. A distributed algorithm for solving quadratic optimization problems.
- Author
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Jahvani, Mohammad and Guay, Martin
- Subjects
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DISTRIBUTED computing , *MULTIAGENT systems , *TELECOMMUNICATION systems , *PROBLEM solving , *ALGORITHMS , *DISTRIBUTED algorithms - Abstract
Unconstrained quadratic optimization problems are a common mathematical challenge encountered in various domains. These problems involve optimizing quadratic functions without explicit constraints. In a distributed computing environment, solving these optimization problems collectively among multiple computational nodes is a complex and crucial task. This paper introduces a distributed algorithm within a multi-agent framework that aims to find the global minimizer for such problems. The proposed algorithm demonstrates exponential convergence, assuming a static and connected communication network. Additionally, numerical simulations are conducted to support the theoretical findings. • A distributed algorithm is devised to solve the convex quadratic optimization problem. • The algorithm leverages the concept of strong duality in its development. • The technique solves QP over undirected multi-agent networks without exchanging minimizer estimates. • The algorithm achieves rapid, exponential convergence towards the global optimizer. • Simulation studies confirm the theoretical claims. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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