A proposal on centralised and distributed optimisation via proportional–integral–derivative controllers (PID) control perspective

Author:

Liu Jiaxu1ORCID,Chen Song1,Cai Shengze2,Xu Chao2

Affiliation:

1. School of Mathematical Sciences Zhejiang University Hangzhou China

2. The State Key Laboratory of Industrial Control Technology Institute of Cyber‐Systems and Control Zhejiang University Hangzhou China

Abstract

AbstractMotivated by the excellent performance of proportional–integral–derivative controllers (PIDs) in the field of control, the authors injected the philosophy of PID into optimisation and introduced two types of novel PID optimisers from a continuous‐time view, which benefit from the idea that discrete‐time optimisation algorithm can be modelled as a continuous dynamical system/controlled system. For centralised optimisation, the authors discuss the idea of the first‐order PID optimiser and the second‐order accelerated PID optimiser. Furthermore, this framework is extended into distributed optimisation settings, and a distributed PID optimiser is proposed. Finally, some numerical examples are given to verify our ideas.

Funder

National Key Research and Development Program of China

National Natural Science Foundation of China

Publisher

Institution of Engineering and Technology (IET)

Subject

Artificial Intelligence,Computational Theory and Mathematics,Computer Networks and Communications,Hardware and Architecture,Human-Computer Interaction,Information Systems

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3. A differential equation for modeling Nesterov’s accelerated gradient method: theory and insights;Su W.;Adv. Neural Inf. Process. Syst.,2014

4. A variational perspective on accelerated methods in optimization;Andre W.;Proc. Natl. Acad. Sci. USA,2016

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