Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach

This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its local cost function and local constraint set, for the const...

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Vydané v:	IEEE transactions on automatic control Ročník 62; číslo 10; s. 5227 - 5233
Hlavní autori:	Zeng, Xianlin, Yi, Peng, Hong, Yiguang
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	IEEE 01.10.2017
Predmet:	Algorithm design and analysis Constrained distributed optimization continuous-time algorithms Convergence Cost function Heuristic algorithms Laplace equations multi-agent systems nonsmooth analysis projected dynamical systems Stability analysis
ISSN:	0018-9286, 1558-2523
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Popis
Shrnutí:	This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its local cost function and local constraint set, for the constrained optimization problem. Then we prove that all the agents of the algorithm can find the same optimal solution, and meanwhile, keep the states bounded while seeking the optimal solutions. We conduct a complete convergence analysis by employing nonsmooth Lyapunov functions for the stability analysis of differential inclusions. Finally, we provide a numerical example for illustration.
ISSN:	0018-9286 1558-2523
DOI:	10.1109/TAC.2016.2628807