This paper investigates the distributed computation of the well-known linear matrix equation in the form of AXB = F, with the matrices A, B, X, and F of appropriate dimensions, over multi-agent networks from an optimization perspective. In this paper, we consider the standard distributed matrix-information structures, where each agent of the considered multi-agent network has access to one of the sub-block matrices of A, B, and F. To be specific, we first propose different decomposition methods to reformulate the matrix equations in standard structures as distributed constrained optimization problems by introducing substitutional variables; we show that the solutions of the reformulated distributed optimization problems are equivalent to least squares solutions to the original matrix equations; and we design distributed continuous-time algorithms for the constrained optimization problems, even by using augmented matrices and a derivative feedback technique. With help of the semi-stability analysis, we prove the convergence of the algorithms to a least squares solution to the matrix equation for any initial condition. Distributed Computation of Linear Matrix Equations: An Optimization Perspective

# Document worth reading: “Distributed Computation of Linear Matrix Equations: An Optimization Perspective”

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