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Distributed Interval Optimization with Stochastic Zeroth-order Oracle

2019/04/30 by Yinghui Wang, Xianlin Zeng, Wang, Yinghui +5
Biochemistry, Genetics and Molecular Biology · Computer Science · Engineering · #Advanced Control Systems Optimization #Distributed Control Multi-Agent Systems #FOS: Mathematics #Gene Regulatory Network Analysis #Optimization and Control (math.OC)

paper · pdf · doi:10.48550/arxiv.1904.13070

openalex publication_date 2019/04/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we investigate a distributed interval optimization problem which is modeled with optimizing a sum of convex interval-valued objective functions subject to global convex constraints, corresponding to agents over a time-varying network. We first reformulate the distributed interval optimization problem as a distributed constrained optimization problem by scalarization. Then, we design a stochastic zeroth-order algorithm to solve the reformulated distributed problem, optimal solutions of which are also proved to be Pareto optimal solutions of the distributed interval optimization problem. Moreover, we construct the explicit convergence and the convergence rate in expectation of the given algorithm. Finally, a numerical example is given to illustrate the effectiveness of the proposed algorithm.

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