Saddle-point or primal-dual methods have recently attracted renewed interest as a systematic technique to design distributed algorithms, which solve convex optimization problems. When implemented online for streaming ...
详细信息
Saddle-point or primal-dual methods have recently attracted renewed interest as a systematic technique to design distributed algorithms, which solve convex optimization problems. When implemented online for streaming data or as dynamic feedback controllers, these algorithms become subject to disturbances and noise;convergence rates provide incomplete performance information, and quantifying input-output performance becomes more important. We analyze the input-output performance of the continuous-time saddle-point method applied to linearly constrained quadratic programs, providing explicit expressions for the saddle-point $\mathcal {H}_2$ norm under a relevant input-output configuration. We then proceed to derive analogous results for regularized and augmented versions of the saddle-point algorithm. We observe some rather peculiar effects-a modest amount of regularization significantly improves the transient performance, while augmentation does not necessarily offer improvement. We then propose a distributed dual version of the algorithm, which overcomes some of the performance limitations imposed by augmentation. Finally, we apply our results to a resource allocation problem to compare the input-output performance of various centralized and distributed saddle-point implementations and show that distributed algorithms may perform as well as their centralized counterparts.
The cultivation of innovative practical ability is an important direction of talent training in universities in the current education. Experimental teaching is an important chance for students to develop innovative ha...
详细信息
This paper proposes a new method for designing decentralised controllers of interconnected systems with a changing number of subsystems. When a new subsystem is added to an existing interconnected system, the control ...
详细信息
ISBN:
(纸本)9783952426937
This paper proposes a new method for designing decentralised controllers of interconnected systems with a changing number of subsystems. When a new subsystem is added to an existing interconnected system, the control station of this subsystem should be designed by the design agent of this new subsystem based only on local information and some gathered model information over the network. As the dynamics of the overall system depends upon all existing subsystems, the main difficulty of this design problem is to ensure the stability of the overall interconnected system based on limited information and, furthermore, to evaluate the overall input-output performance locally. The main results of this paper are conditions that can be used to analyse the overall system by means of a limited amount of model information. As a consequence, the new subsystem can be "plugged in", its design agent collects relevant model information over the network to check the conditions and the new control station "plays" together with the existing controllers. The method is illustrated by its application to a multizone furnace for crystal growth.
暂无评论