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Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach
Zeng, Xianlin1; Yi, Peng2; Hong, Yiguang1
2017-10-01
Source PublicationIEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN0018-9286
Volume62Issue:10Pages:5227-5233
AbstractThis 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.
KeywordConstrained distributed optimization continuous-time algorithms multi-agent systems nonsmooth analysis projected dynamical systems
DOI10.1109/TAC.2016.2628807
Language英语
Funding ProjectNSFC[61603378] ; NSFC[61573344] ; Beijing Natural Science Foundation[4152057] ; Beijing Natural Science Foundation[2014CB845301/2] ; China Postdoctoral Science Foundation[2015M581190]
WOS Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000412429600025
PublisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/26706
Collection系统科学研究所
Corresponding AuthorZeng, Xianlin
Affiliation1.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
2.Univ Toronto, Dept Elect & Comp Engn, Toronto, ON, Canada
Recommended Citation
GB/T 7714
Zeng, Xianlin,Yi, Peng,Hong, Yiguang. Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2017,62(10):5227-5233.
APA Zeng, Xianlin,Yi, Peng,&Hong, Yiguang.(2017).Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,62(10),5227-5233.
MLA Zeng, Xianlin,et al."Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 62.10(2017):5227-5233.
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