提出新算法解决分布式稀疏控制器设计难题,兼顾收敛性与实际效果。
Douglas-Rachford Splitting for Group-Sparse Feedback Linear-Quadratic Control
- 用Douglas-Rachford分裂法处理带ℓ₀惩罚的非凸非光滑优化问题
- 在特定条件下证明算法收敛至全局最优解,数值实验验证有效性
- 适合研究分布式控制、稀疏优化的科研人员参考
本文通过统一优化框架研究具有固定通信拓扑的分布式线性二次问题(DFT-LQ)和稀疏反馈线性二次问题(SF-LQ)。二者均被建模为带有ℓ₀-惩罚项的仿射约束下非凸、非光滑优化问题。针对该问题,首先分析Douglas-Rachford(DR)分裂算法的应用,在生成迭代点位于固定光滑流形的局部条件下,证明了算法收敛至驻点;进一步证明该驻点即为对应DFT-LQ问题的全局最小值。为突破光滑流形假设限制,提出投影次梯度下降算法,实现无需依赖流形结构的全局收敛。该算法可作为预热机制,有效引导迭代点进入有利初始区域,使DR分裂算法的收敛理论得以完全适用。数值实验表明所提方法在分布式组稀疏控制器设计中具有效果。
原文摘要 · Abstract (English)
In this paper, we study the distributed linear quadratic problem with fixed communication topology (DFT-LQ) and the sparse feedback linear quadratic (SF-LQ) problem through a unified optimization framework. Specifically, both problems are formulated as a nonconvex, nonsmooth optimization problem equipped with an $\ell_0$-penalty under affine constraints. To solve this problem, we first investigate the application of the Douglas-Rachford (DR) splitting algorithm. Under the local condition that the generated iterates remain on a fixed smooth manifold, we establish the convergence of the DR splitting to a stationary point. Furthermore, we characterize this stationary point as the global minimizer of a corresponding DFT-LQ problem. To bypass the restriction of the smooth manifold assumption, we introduce a projected subgradient descent algorithm that achieves global convergence without relying on smooth-manifold structures. This algorithm may serve as a warm-start mechanism that effectively drives the iterates toward the desired smooth manifolds, thereby establishing a favorable initialization where the convergence theory of the DR splitting algorithm becomes fully applicable. Numerical experiments shed light on the effectiveness of the proposed methods in distributed group-sparse controller design.
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