Distributed primal–dual stochastic subgradient algorithms for multi‐agent optimization under inequality constraints

We consider the multi‐agent optimization problem where multiple agents try to cooperatively optimize the sum of their local convex objective functions, subject to global inequality constraints and a convex constraint set over a network. Through characterizing the primal and dual optimal solutions as the saddle points of the associated Lagrangian function, which can be evaluated with stochastic errors, we propose the distributed primal–dual stochastic subgradient algorithms for two cases: (i) the time model is synchronous and (ii) the time model is asynchronous. In the first case, we obtain bounds on the convergence properties of the algorithm for a diminishing step size. In the second case, for a constant step size, we establish some error bounds on the algorithm's performance. In particular, we prove that the error bounds scale as in the number of n agents. Copyright © 2012 John Wiley & Sons, Ltd.     

多智能体系统的多步近似次梯度随机投影优化算法

基于切换网络下带有随机时延和随机通讯噪声的多智能体系统模型,提出分布式多步近似次梯度随机投影算法,并对算法的收敛性进行分析.首先,利用网络扩维的方法将含随机时延的通讯网络转化为无时延网络;其次,提出近似次梯度概念,并设计多步近似次梯度随机批量投影算法,批量随机投影可以避免在实际问题中整体约束集合不易获得而导致投影算子不...     

多个体切换网络分布式量化次梯度优化算法

由于已有的分布式次梯度算法大多基于理想的假设：网络拓扑是有向平衡的,构成网络的个体间通信的是各个个体某个状态变量的完全精确的信息。针对更一般的非平衡切换网络以及实际生活中网络通道的带宽限制,提出一种基于有限量化信息通信的切换网络分布式量化次梯度优化算法。在非平衡切换网络中,通过设计具有有限量化水平的一致量化器使所有信息在发送之前都经过量化,利用非二次李雅普诺夫函数方法,证明了所提出的多个体分布式量化次梯度优化算法的收敛性。最后仿真实例验证了所提算法的有效性,而且通过调节量化水平参数,在相同的带宽条件下,可提高信息传输速率,使网络中的个体更快地达到一致。该方法弱化了对刻画网络拓扑的邻接矩阵的假设及对网络带宽的要求,更具实用性。     

分布式累加梯度算法在目标定位问题中的应用

通过对基于能量目标定位问题的分析,建立声源能量衰退模型,并把定位问题转化为非线性最小二乘问题,引入分布式累加梯度算法来求解目标函数的最优值。由于目标函数是严格凸函数,使得算法无论初始点如何选取总能较快地收敛到目标位置,算法执行仅需要相邻传感器信息,是一种分布式算法。数值实验表明：分布式累加梯度算法不仅收敛速度快,而且定位更精准。     

基于梯度估计的多智能体系统有限时间分布式优化

现有多智能体系统分布式优化算法大多具有渐近收敛速度,且要求系统的网络拓扑图为无向图或有向平衡图,在实际应用中具有一定的保守性.本文研究了具有强连通拓扑的多智能体系统有限时间分布式优化问题.首先,基于非光滑分析和Lyapunov稳定性理论设计了一个有限时间分布式梯度估计器.然后,基于该梯度估计器提出了一种适用于强连通有向图的有限时间分布式优化算法,实现了多智能体系统中智能体的状态在有限时间内一致收敛到全局最优状态值.与现有的有限时间分布式优化算法相比,新提出的有限时间优化算法适用于具有强连通拓扑的多智能体系统,放宽了系统对网络拓扑结构的要求.此外,本文基于Nussbaum函数方法对上述优化算法进行了拓展解决了含有未知高频增益符号的多智能体系统分布式优化问题.最后,通过仿真实例对提出的分布式优化算法的有效性进行了验证.     

Incremental subgradient method for nonsmooth convex optimization with fixed point constraints

This paper proposes an incremental subgradient method for solving the problem of minimizing the sum of nondifferentiable, convex objective functions over the intersection of fixed point sets of nonexpansive mappings in a real Hilbert space. The proposed algorithm can work in nonsmooth optimization over constraint sets onto which projections cannot be always implemented, whereas the conventional incremental subgradient method can be applied only when a constraint set is simple in the sense that the projection onto it can be easily implemented. We first study its convergence for a constant step size. The analysis indicates that there is a possibility that the algorithm with a small constant step size approximates a solution to the problem. Next, we study its convergence for a diminishing step size and show that there exists a subsequence of the sequence generated by the algorithm which weakly converges to a solution to the problem. Moreover, we show the whole sequence generated by the algorithm with a diminishing step size strongly converges to the solution to the problem under certain assumptions. We also give examples of real applied problems which satisfy the assumptions in the convergence theorems and numerical examples to support the convergence analyses.     

分布式数据库中查询处理的新方法研究

在分布式数据库系统中,由于数据的分布和冗余,使得分布式查询处理增加了许多新的内容和复杂性,通过分析现有分布式数据库查询处理技术,根据应用实际提出一种新的查询处理方法,该方法通过将常用查询结果存储在本地来减少查询时的数据传输量,从而缩短了响应时间.实验证明了该方法是有效的.     

基于视频排队长度管理的小步增减绿信比优化方法

针对高峰期间交叉口各进口道排队不均衡或溢出的现象，提出了一种基于视频排队长度管理的小步增减绿信比方法。首先，判断红灯结束时的排队状态及绿灯结束时的排队长度等级；然后，计算各个相位绿灯时间的增减量；最后，以均衡各进口道排队长度为目标，实现各相位绿灯时间与各进口道排队长度的动态平衡。实验结果表明，所提优化方法能有效地均衡各个进口道的排队长度，降低交叉口的通行延误和交通拥堵。当相位绿信比与排队长度不匹配时，该优化方法能快速进行绿信比调整，以适应排队长度的变化。     

Human respiration rate estimation using ultra-wideband distributed cognitive radar system

It has been shown that remote monitoring of pulmonary activity can be achieved using ultra-wideband (UWB) systems,which shows promise in home healthcare, rescue, and security applications. In this paper, we first present a multi-ray propagation model for UWB signal, which is traveling through the human thorax and is reflected on the air/dry-skin/fat/muscle interfaces. A geometry-based statistical channel model is then developed for simulating the reception of UWB signals in the indoor propagation environment. This model enables replication of time-varying multipath profiles due to the displacement of a human chest. Subsequently,a UWB distributed cognitive radar system (UWB-DCRS) is developed for the robust detection of chest cavity motion and the accurate estimation of respiration rate. The analytical framework can serve as a basis in the planning and evaluation of future measurement programs. We also provide a case study on how the antenna beamwidth affects the estimation of respiration rate based on the proposed propagation models and system architecture.     

CORBA的分布式处理机制

随着CORBA技术在各个领域应用的扩展,许多开发人员迫切希望了解CORBA对象分布计算的细节,从而提高系统开发的效率,针对这种需要,文中参照RPC的3层体系结构,从基本编程结构,远程调用结构和底层通信结构3个层面揭示了CORBA内部的分布式处理机制,最后系统总结了CORBA这种面向对象的远程过程调用结构。     

分布式文件系统中元数据操作的优化研究

分析了PVFS2中的元数据操作流程,以remove操作为例,通过测试发现其瓶颈之处,提出一种将判断过程放置到服务器端来减少通信次数的优化方法,这些方法同样可以应用于其他元数据操作。在PVFS2中实现了该优化方法,并将其同原来的remove操作耗时进行了对比,结果表明,该元数据操作的性能提高了10%左右。     

Optimization with respect to covariance sequence parameters

A general problem involving optimization of a covariance sequence is considered in the paper. One difficulty with this class of problems is to ensure that the covariance sequence is nonnegative definite (in other words, realizable). It is suggested that this difficulty can be overcome by reformulating the optimization problem in terms of the partial autocorrelation coefficients (PAC). One need only constrain these coefficients to lie in the range (−1, 1) to guarantee that the corresponding covariance sequence is nonnegative definite. The synthesis of a signal realizing the optimizing covariance sequence is also discussed. Special emphasis is given to the case when some of the PACs are either +1 or −1.     

Formal methods integration for the specification of dependable distributed systems

This paper describes a real-world case study in the specification and analysis of dependable distributed systems. The case study is an automated transport system with safety requirements. In order to manage the complexity of the problem of specifying the dynamic behavior of the whole system, a compositional approach is used, based on the integration of the trace logic of the Communicating Sequential Processes (CSP) theory, and stochastic Petri nets (SPNs). It is argued that the integration of different formal methods is a useful approach in the definition of practical engineering methodologies for the specification, design and analysis of complex dependable distributed systems.     

一种新的谱估计算法

给出不作相关参数估计的谱分析算法，本算法的用自适应算法，二次型共轭梯度算法，解前后向预测构成的矩阵方程，计算机模拟表面新算法是一种快速，稳定而有效的算法，它有高分辨，短数据和宽频带特性。     

基于增量学习和阈值优化的自适应信息过滤研究

为了适应实时在线的网络信息过滤需求,提出了一种新的自适应过滤模型。在系统的初始化阶段,运用增量学习方法对附加的少量伪相关文档进行学习,采用改进的文档词频方法来抽取特征词,以此扩展需求模板,提高模板准确度。在系统测试阶段,以系统效能指标最优为目标,提出了将概率模型和文档正例分布统计方法相结合来实现阈值优化的新算法。     

Experimental study on population-based incremental learning algorithms for dynamic optimization problems

Evolutionary algorithms have been widely used for stationary optimization problems. However, the environments of real world problems are often dynamic. This seriously challenges traditional evolutionary algorithms. In this paper, the application of population-based incremental learning (PBIL) algorithms, a class of evolutionary algorithms, for dynamic problems is investigated. Inspired by the complementarity mechanism in nature a Dual PBIL is proposed, which operates on two probability vectors that are dual to each other with respect to the central point in the genotype space. A diversity maintaining technique of combining the central probability vector into PBIL is also proposed to improve PBILs adaptability in dynamic environments. In this paper, a new dynamic problem generator that can create required dynamics from any binary-encoded stationary problem is also formalized. Using this generator, a series of dynamic problems were systematically constructed from several benchmark stationary problems and an experimental study was carried out to compare the performance of several PBIL algorithms and two variants of standard genetic algorithm. Based on the experimental results, we carried out algorithm performance analysis regarding the weakness and strength of studied PBIL algorithms and identified several potential improvements to PBIL for dynamic optimization problems.

Real‐time Kalman filtering based on distributed measurements

A kind of real‐time Kalman filtering problem is discussed for systems with distributed multichannel measurements. Recursive filters are presented for two cases with correlated and uncorrelated measurement noises. An optimal algorithm is constructed using projection theory in Hilbert space according to a first‐come‐first‐served scheme. An update is generated whenever a new measurement arrives at a central unit. Therefore, the algorithm has the practical advantages of flexibility and the easiness for real‐time implementation. Copyright © 2012 John Wiley & Sons, Ltd.