9月9日 Minyue Fu: A Fast Converging Distributed Algorithm for Solving Linear Systems with Diagonal Dominance(曹锡华数学论坛)

时间:2019-09-01浏览:51设置


讲座题目:A Fast  Converging Distributed Algorithm for Solving Linear Systems with Diagonal   Dominance

主讲人:Prof. Minyue Fu

主持人:李韬  教授

开始时间:2019-09-09 10:30:00   结束时间:2019-09-09   11:30:00

讲座地址:闵行校区数学楼102

主办单位:数学科学学院

  

报告人简介:

Minyue Fu received the B.Sc. degree in  electrical engineering from the University of Science and Technology of  China, Hefei, China, in 1982, and the M.S. and Ph.D. degrees in electrical  engineering from the University of Wisconsin-Madison, Madison, WI, USA. in  1983 and 1987, respectively. From 1987 to 1989, he was an Assistant Professor in the Department of Electrical and Computer Engineering, Wayne State University, USA. He joined the Department of Electrical and Computer Engineering at the University of Newcastle, Australia, in 1989, where he is a Chair Professor of Electrical Engineering. He has been Visiting Professors at  the University of Iowa, USA, Nanyang Technological University, Singapore and  Tokyo University, Tokyo, Japan. He has held ChangJiang Visiting Professorship  at Shandong University, Jinan, China, and Distinguished Professorship at  Zhejiang University and Guangdong University of Technology, China. He has  been an Associate Editor for the IEEE Transactions on Automatic Control,   Automatica, IEEE Transactions on Signal Processing, and the Journal of  Optimization and Engineering. His main research interests include control  systems, signal processing, and communications. His current research projects   include networked control systems, distributed control, smart electricity  networks, and super-precision positioning control systems.

Prof. Minyue Fu is a Fellow of IEEE, Fellow of Institute of Engineers Australia, and Fellow of Chinese Association of   Automation. 


报告内容:

In this talk, we present a new distributed   algorithm for solving linear systems associated with a sparse graph under a  generalized diagonal dominance assumption. The algorithm runs iteratively on each  node of the graph, with low complexities on local information exchange   between neighboring nodes, local computation and local storage. For an   acyclic graph under the condition of diagonal dominance, the algorithm is  shown to converge to the correct solution in a finite number of iterations,  equaling the diameter of the graph. For a loopy graph, the algorithm is shown   to converge to the correct solution asymptotically. Simulations verify that   the proposed algorithm significantly outperforms the classical Jacobi method  and a recent distributed linear system solver based on average consensus and   orthogonal projection.  If time   permits, we will discuss variants of this algorithm for solving two related   problems: average consensus and distributed least squares.     

  


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