Distributed Optimization Algorithms on Structurally Balanced Signed Networks

Wen Du, Yusheng Wei, Mingjun Du
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Abstract

In this paper, we consider the distributed optimization problem under structurally balanced signed graph. First, we convert the original distributed optimization problem into a conditional minimum problem under the condition that the graph is structurally balanced. Our goal is to find the saddle points of augmented Lagrange function. Inspired by the Lagrange multiplier method, we present our algorithms for both undirected graph and digraph, and show that our algorithms asymptotically converge to the global minimizer. Particularly, our algorithms for digraph can not only handle the weight balanced case but the weight unbalanced case. We show that the unsigned graph is a special case of our signed graph cases. Finally, theoretical results are illustrated by numerical simulations.
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结构平衡签名网络的分布式优化算法
研究结构平衡符号图下的分布优化问题。首先,在图结构平衡的条件下,将原分布优化问题转化为条件最小问题。我们的目标是找到增广拉格朗日函数的鞍点。受拉格朗日乘子方法的启发,我们给出了无向图和有向图的算法,并证明了我们的算法渐近收敛于全局最小值。特别地,我们的有向图算法不仅可以处理权值平衡的情况,而且可以处理权值不平衡的情况。我们证明无符号图是有符号图的一种特殊情况。最后,通过数值模拟对理论结果进行了验证。
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