TY - JOUR

T1 - Partially Observed Distributed Optimization under Unknown–But–Bounded Disturbances

AU - Ерофеева, Виктория Александровна

AU - Кижаева, Наталья Александровна

PY - 2023/6/30

Y1 - 2023/6/30

N2 - In this paper, we consider non-stationary distributed optimization with partially observed parameters with acceleration based on the estimate sequence proposed by Y. Nesterov. We formulate this partial observability as time-varying communication matrix defined for each parameter separately. We propose the new distributed algorithm combining the accelerated Simultaneous Perturbation Stochastic Approximation (SPSA) and the described communication scheme as well as show its theoretical properties. The simulation validates the proposed algorithm in multi-sensor multi-target tracking problem over delayed channels.

AB - In this paper, we consider non-stationary distributed optimization with partially observed parameters with acceleration based on the estimate sequence proposed by Y. Nesterov. We formulate this partial observability as time-varying communication matrix defined for each parameter separately. We propose the new distributed algorithm combining the accelerated Simultaneous Perturbation Stochastic Approximation (SPSA) and the described communication scheme as well as show its theoretical properties. The simulation validates the proposed algorithm in multi-sensor multi-target tracking problem over delayed channels.

KW - Communication constraints

KW - Computational constraints

KW - Distributed optimization

KW - Disturbances

KW - Estimation

KW - Networked systems

UR - https://www.mendeley.com/catalogue/eabc7de5-8364-3be7-9914-95dbafd19b1f/

U2 - 10.35470/2226-4116-2023-12-1-16-22

DO - 10.35470/2226-4116-2023-12-1-16-22

M3 - Article

VL - 12

SP - 16

EP - 22

JO - Cybernetics and Physics

JF - Cybernetics and Physics

SN - 2223-7038

IS - 1

ER -