Skip to main content
Log in

Distributed Solving Linear Algebraic Equations with Switched Fractional Order Dynamics

  • Published:
Journal of Systems Science and Complexity Aims and scope Submit manuscript

Abstract

This paper proposes a novel distributed optimization algorithm with fractional order dynamics to solve linear algebraic equations. Firstly, the authors proposed “Consensus + Projection” flow with fractional order dynamics, which has more design freedom and the potential to obtain a better convergent performance than that of conventional first order algorithms. Moreover, the authors prove that the proposed algorithm is convergent under certain iteration order and step-size. Furthermore, the authors develop iteration order switching scheme with initial condition design to improve the convergence performance of the proposed algorithm. Finally, the authors illustrate the effectiveness of the proposed method with several numerical examples.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Hui Q, Haddad W M, and Bhat S P, Semistability, finite-time stability, differential inclusions, and discontinuous dynamical systems having a continuum of equilibria, IEEE Transactions on Automatic Control, 2009, 54(10): 2465–2470.

    Article  MathSciNet  MATH  Google Scholar 

  2. Chen C T, Introduction to the linear algebraic method for control system design, IEEE Control Systems Magazine, 1987, 7(5): 36–42.

    Article  Google Scholar 

  3. Zhu S Y, Chen C L, Xu J M, et al., Mitigating quantization effects on distributed sensor fusion: A least squares approach, IEEE Transactions on Signal Processing, 2018, 66(13): 3459–3474.

    Article  MathSciNet  MATH  Google Scholar 

  4. Braunstein A, Muntoni A P, Pagnani A, et al., Compressed sensing reconstruction using expectation propagation, Journal of Physics A: Mathematical and Theoretical, 2020, 53(18): 184001.

    Article  MathSciNet  MATH  Google Scholar 

  5. Dafchahi F N, A new refinement of Jacobi method for solution of linear system equations Ax = b, International Journal of Contemporary Mathematical Sciences, 2008, 3(17): 819–827.

    MathSciNet  MATH  Google Scholar 

  6. Vatti V and Gonfa G G, Refinement of generalized Jacobi (RGJ) method for solving system of linear equations, International Journal of Contemporary Mathematical Sciences, 2011, 6(3): 109–116.

    MathSciNet  MATH  Google Scholar 

  7. Hurt J, Some stability theorems for ordinary difference equations, SIAM Journal on Numerical Analysis, 1967, 4(4): 582–596.

    Article  MathSciNet  MATH  Google Scholar 

  8. Ortega J M and Rockoff M L, Nonlinear difference equations and Gauss-Seidel type iterative methods, SIAM Journal on Numerical Analysis, 1966, 3(3): 497–513.

    Article  MathSciNet  MATH  Google Scholar 

  9. Wen Z W, Yin W T, and Zhang Y, Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm, Mathematical Programming Computation, 2012, 4(4): 333–361.

    Article  MathSciNet  MATH  Google Scholar 

  10. Allahviranloo T, Successive over relaxation iterative method for fuzzy system of linear equations, Applied Mathematics and Computation, 2005, 162(1): 189–196.

    Article  MathSciNet  MATH  Google Scholar 

  11. Yi P and Hong Y G, Distributed cooperative optimization and its applications, Scientia Sinica Mathematica, 2016, 46(10): 1547–1564.

    MATH  Google Scholar 

  12. Yang T, Yi X L, Wu J F, et al., A survey of distributed optimization, Annual Reviews in Control, 2019, 47: 278–305.

    Article  MathSciNet  Google Scholar 

  13. Shi W, Ling Q, Wu G, et al., Extra: An exact first-order algorithm for decentralized consensus optimization, SIAM Journal on Optimization, 2015, 20(2): 944–966.

    Article  MathSciNet  MATH  Google Scholar 

  14. Cheng S S, Liang S, and Fan Y, Distributed solving Sylvester equations with fractional order dynamics, Control Theory and Technology, 2021, 19(2): 249–259.

    Article  MathSciNet  MATH  Google Scholar 

  15. Mo L P, Liu X D, Cao X B, et al., Distributed second-order continuous-time optimization via adaptive algorithm with nonuniform gradient gains, Journal of Systems Science and Complexity, 2020, 33(6): 1914–1932.

    Article  MathSciNet  MATH  Google Scholar 

  16. Wang J X, Fu K L, Gu Y, et al., Convergence of distributed gradient-tracking-based optimization algorithms with random graphs, Journal of Systems Science and Complexity, 2021, 34(4): 1438–1453.

    Article  MathSciNet  MATH  Google Scholar 

  17. Yi P and Li L, Distributed nonsmooth convex optimization over Markovian switching random networks with two step-sizes, Journal of Systems Science and Complexity, 2021, 34(1): 1–21.

    MathSciNet  MATH  Google Scholar 

  18. Liang S, Zeng X L, and Hong Y G, Distributed nonsmooth optimization with coupled inequality constraints via modified Lagrangian function, IEEE Transactions on Automatic Control, 2017, 63(6): 1753–1759.

    Article  MathSciNet  MATH  Google Scholar 

  19. Zeng X L, Yi P, and Hong Y G, Distributed continuous-time algorithm for constrained convex optimizations via nonsmooth analysis approach, IEEE Transactions on Automatic Control, 2016, 62(10): 5227–5233.

    Article  MathSciNet  MATH  Google Scholar 

  20. Yuan D M, Hong Y G, Daniel W C H, et al., Optimal distributed stochastic mirror descent for strongly convex optimization, Automatica, 2018, 90: 196–203.

    Article  MathSciNet  MATH  Google Scholar 

  21. Wang Y H, Zhao W X, Hong Y G, et al., Distributed subgradient-free stochastic optimization algorithm for nonsmooth convex functions over time-varying networks, SIAM Journal on Control and Optimization, 57(4): 2821–2842.

  22. Benner P and Breiten T, On optimality of approximate low rank solutions of large-scale matrix equations, Systems & Control Letters, 2014, 67: 55–64.

    Article  MathSciNet  MATH  Google Scholar 

  23. Mou S S, Liu J, and Morse A S, A distributed algorithm for solving a linear algebraic equation, IEEE Transactions on Automatic Control, 2015, 63(11): 2863–2878.

    Article  MathSciNet  MATH  Google Scholar 

  24. Liu J, Mou S S, and Morse A S, Asynchronous distributed algorithms for solving linear algebraic equations, IEEE Transactions on Automatic Control, 2017, 63(2): 372–385.

    Article  MathSciNet  MATH  Google Scholar 

  25. Lei J L, Yi P, Shi G D, et al., Distributed algorithms with finite data rates that solve linear equations, SIAM Journal on Optimization, 2020, 30(2): 1191–1222.

    Article  MathSciNet  MATH  Google Scholar 

  26. Shi G D, Anderson B D O, and Helmke U, Network flows that solve linear equations, IEEE Transactions on Automatic Control, 2017, 62(6): 2659–2674.

    Article  MathSciNet  MATH  Google Scholar 

  27. Deng W, Zeng X L, and Hong Y G, Distributed computation for solving the Sylvester equation based on optimization, IEEE Control Systems Letters, 2019, 4(2): 414–419.

    Article  MathSciNet  Google Scholar 

  28. Zeng X L, Liang S, Hong Y G, et al., Distributed computation of linear matrix equations: An optimization perspective, IEEE Transactions on Automatic Control, 2018, 64(5): 1858–1873.

    Article  MathSciNet  MATH  Google Scholar 

  29. Bhaya A and Kaszkurewicz E, Steepest descent with momentum for quadratic functions is a version of the conjugate gradient method, Neural Networks, 2004, 17(1): 65–71.

    Article  MATH  Google Scholar 

  30. Muehlebach M and Jordan M, A dynamical systems perspective on Nesterov acceleration, International Conference on Machine Learning, PMLR, 2019.

  31. Su W J, Boyd S, and Candès E J, A differential equation for modeling Nesterov’s accelerated gradient method: Theory and insights, Journal of Machine Learning Research, 2016, 17: 1–43.

    MathSciNet  MATH  Google Scholar 

  32. Wei Y H, Gao Q, Cheng S S, et al., Description and analysis of the time domain response of nabla discrete fractional order systems, Asian Journal of Control, 2020, 23(4): 1911–1922.

    Article  MathSciNet  Google Scholar 

  33. Wang Y and Liang S, Two-DOF lifted LMI conditions for robust D-stability of polynomial matrix polytopes, International Journal of Control, Automation and Systems, 11(3): 636–642.

  34. Li Y L, Meng X, Zheng B C, et al., Parameter identification of fractional order linear system based on Haar wavelet operational matrix, ISA Transactions, 2015, 59: 79–84.

    Article  Google Scholar 

  35. Wei Y H and Chen Y Q, Converse Lyapunov theorem for nabla asymptotic stability without conservativeness, IEEE Transactions on Systems, Man, and Cybernetics: Systems, DOI: https://doi.org/10.1109/TSMC.2021.3051639, 2021.

  36. Wei Y H, Lyapunov stability theory for nonlinear nabla fractional order systems, IEEE Transactions on Circuits and Systems II: Express Briefs, DOI: https://doi.org/10.1109/TCSII.2021.3063914, 2021.

  37. Lu J G and Chen G R, Robust stability and stabilization of fractional order interval systems: An LMI approach, IEEE Transactions on Automatic Control, 2009, 54(6): 1294–1299.

    Article  MathSciNet  MATH  Google Scholar 

  38. Chen L P, He Y G, Chai Y, et al., New results on stability and stabilization of a class of nonlinear fractional order systems, Nonlinear Dynamics, 2014, 75(4): 633–641.

    Article  MathSciNet  MATH  Google Scholar 

  39. Wei Y Q, Liu D Y, Boutat D, et al., Modulating functions based model-free fractional order differentiators using a sliding integration window, Automatica, 2021, 130: 109679.

    Article  MathSciNet  MATH  Google Scholar 

  40. Sheng H, Chen Y Q, and Qiu T S, Fractional Processes and Fractional-order Signal Processing: Techniques and Applications, Springer Science & Business Media, Berlin, 2011.

    MATH  Google Scholar 

  41. Alieva T and Bastiaans M J, On fractional Fourier transform moments, IEEE Signal Processing Letters, 2000, 7(11): 320–323.

    Article  Google Scholar 

  42. Li H S, Luo Y, and Chen Y Q, A fractional order proportional and derivative (FOPD) motion controller: Tuning rule and experiments, IEEE Transactions on Control Systems Technology, 2009, 18(2): 516–520.

    Article  Google Scholar 

  43. Cheng S S, Wei Y H, Chen Y Q, et al., A universal modified LMS algorithm with iteration order hybrid switching, ISA Transactions, 2017, 67: 67–75.

    Article  Google Scholar 

  44. Podlubny I, Fractional Differential Equations: An Introduction to Fractional Derivatives, Fractional Differential Equations, to Methods of Their Solution and Some of Their Applications, Elsevier, Academic Press, San Diego, 1998.

    MATH  Google Scholar 

  45. Chen Y Q, Vinagre B M, and Podlubny I, Continued fraction expansion approaches to discretizing fractional order derivatives-an expository review, Nonlinear Dynamics, 2004, 38(1): 155–170.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Songsong Cheng.

Additional information

This work was supported by the National Natural Science Foundation of China under Grant Nos. 62103003, 62073001, and 61973002, the Anhui Provincial Key Research and Development Project under Grant 2022i01020013, the University Synergy Innovation Program of Anhui Province under Grant No. GXXT-2021-010, the Anhui Provincial Natural Science Foundation under Grant No. 2008085J32, the National Postdoctoral Program for Innovative Talents under Grant No. BX20180346, and the General Financial Grant from the China Postdoctoral Science Foundation under Grant No. 2019M660834.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Yu, W., Cheng, S. & He, S. Distributed Solving Linear Algebraic Equations with Switched Fractional Order Dynamics. J Syst Sci Complex 36, 613–631 (2023). https://doi.org/10.1007/s11424-023-1350-6

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11424-023-1350-6

Keywords

Navigation