A Continuous-Time Distributed Algorithm for Solving a Class of Decomposable Nonconvex Quadratic Programming

In this paper, a continuous-time distributed algorithm is presented to solve a class of decomposable quadratic programming problems. In the quadratic programming, even if the objective function is nonconvex, the algorithm can still perform well under an extra condition combining with the objective,...

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Published in:Journal of Artificial Intelligence and Soft Computing Research Vol. 8; no. 4; pp. 283 - 291
Main Authors: Zhao, Yan, Liu, Qingshan
Format: Journal Article
Language:English
Published: Warsaw De Gruyter Open 01.10.2018
De Gruyter Brill Sp. z o.o., Paradigm Publishing Services
Subjects:
Algorithms
consensus
Decomposable nonconvex quadratic programming
Decomposition
Lyapunov method
multi-agent network
Multiagent systems
Optimization
Quadratic programming
ISSN:2083-2567, 2083-2567, 2449-6499
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Abstract In this paper, a continuous-time distributed algorithm is presented to solve a class of decomposable quadratic programming problems. In the quadratic programming, even if the objective function is nonconvex, the algorithm can still perform well under an extra condition combining with the objective, constraint and coupling matrices. Inspired by recent advances in distributed optimization, the proposed continuous-time algorithm described by multi-agent network with consensus is designed and analyzed. In the network, each agent only accesses the local information of its own and from its neighbors, then all the agents in a connected network cooperatively find the optimal solution with consensus.
AbstractList In this paper, a continuous-time distributed algorithm is presented to solve a class of decomposable quadratic programming problems. In the quadratic programming, even if the objective function is nonconvex, the algorithm can still perform well under an extra condition combining with the objective, constraint and coupling matrices. Inspired by recent advances in distributed optimization, the proposed continuous-time algorithm described by multi-agent network with consensus is designed and analyzed. In the network, each agent only accesses the local information of its own and from its neighbors, then all the agents in a connected network cooperatively find the optimal solution with consensus.
Author Zhao, Yan
Liu, Qingshan
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  givenname: Yan
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  fullname: Zhao, Yan
  organization: School of Common Courses, Wannan Medical College Wuhu 241000, China
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  givenname: Qingshan
  surname: Liu
  fullname: Liu, Qingshan
  organization: School of Mathematics, Southeast University Nanjing 210096, China
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Snippet In this paper, a continuous-time distributed algorithm is presented to solve a class of decomposable quadratic programming problems. In the quadratic...
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SubjectTerms Algorithms
consensus
Decomposable nonconvex quadratic programming
Decomposition
Lyapunov method
multi-agent network
Multiagent systems
Optimization
Quadratic programming
Title A Continuous-Time Distributed Algorithm for Solving a Class of Decomposable Nonconvex Quadratic Programming
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