Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints | |
Li, Weijian1; Zeng, Xianlin3; Hong, Yiguang2; Ji, Haibo1 | |
刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL |
2021-02-01 | |
卷号 | 66期号:2页码:745-752 |
关键词 | Distributed matrix computation distributed optimization linear equality constraints nuclear norm minimization |
ISSN号 | 0018-9286 |
DOI | 10.1109/TAC.2020.2981930 |
英文摘要 | This article aims at a distributed design to minimize the nuclear norm (the sum of all singular values) under linear equality constraints over a multiagent network. The problem is reformulated as a distributed trace norm minimization problem by introducing substitutional variables. A distributed projected primal-dual algorithm is proposed for the reformulation. It is shown that the algorithm converges to an optimal solution with a rate of O(1/t). Numerical simulations on three classical problems, including linear matrix equality constraints, cardinality minimization, and low-rank matrix completion, are carried out for illustration. |
资助项目 | National Key Research and Development Program[2016YFB0901900] ; National Natural Science Foundation of China[61733018] ; Beijing Institute of Technology Research Fund Program for Young Scholars |
WOS研究方向 | Automation & Control Systems ; Engineering |
语种 | 英语 |
出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
WOS记录号 | WOS:000613403900019 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/58116] |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Hong, Yiguang |
作者单位 | 1.Univ Sci & Technol China, Dept Automat, Hefei 230027, Peoples R China 2.Chinese Acad Sci, Key Lab Syst & Control, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China |
推荐引用方式 GB/T 7714 | Li, Weijian,Zeng, Xianlin,Hong, Yiguang,et al. Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2021,66(2):745-752. |
APA | Li, Weijian,Zeng, Xianlin,Hong, Yiguang,&Ji, Haibo.(2021).Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,66(2),745-752. |
MLA | Li, Weijian,et al."Distributed Design for Nuclear Norm Minimization of Linear Matrix Equations With Constraints".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 66.2(2021):745-752. |
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