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Distributed Nonsmooth Optimization With Coupled Inequality Constraints via Modified Lagrangian Function
Liang, Shu1; Zeng, Xianlin2; Hong, Yiguang3,4
2018-06-01
Source PublicationIEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN0018-9286
Volume63Issue:6Pages:1753-1759
AbstractThis note considers a distributed convex optimization problem with nonsmooth cost functions and coupled nonlinear inequality constraints. To solve the problem, we first propose a modified Lagrangian function containing local multipliers and a nonsmooth penalty function. Then, we construct a distributed continuous-time algorithm by virtue of a projected primal-dual sub-gradient dynamics. Based on the nonsmooth analysis and Lyapunov function, we obtain the existence of the solution to the nonsmooth algorithm and its convergence.
KeywordCoupled constraint distributed optimization modified Lagrangian function nonsmooth analysis primal-dual dynamics
DOI10.1109/TAC.2017.2752001
Language英语
Funding ProjectNational Key Research and Development Program of China[2016YFB0901902] ; National Natural Science Foundation of China[61333001] ; National Natural Science Foundation of China[61573344] ; National Natural Science Foundation of China[61603378]
WOS Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000433367600016
PublisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
Citation statistics
Cited Times:4[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/30306
Collection系统科学研究所
Affiliation1.Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China
2.Beijing Inst Technol, Sch Automat, Beijing 100081, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
4.Univ Chinese Acad Sci, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Liang, Shu,Zeng, Xianlin,Hong, Yiguang. Distributed Nonsmooth Optimization With Coupled Inequality Constraints via Modified Lagrangian Function[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2018,63(6):1753-1759.
APA Liang, Shu,Zeng, Xianlin,&Hong, Yiguang.(2018).Distributed Nonsmooth Optimization With Coupled Inequality Constraints via Modified Lagrangian Function.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,63(6),1753-1759.
MLA Liang, Shu,et al."Distributed Nonsmooth Optimization With Coupled Inequality Constraints via Modified Lagrangian Function".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 63.6(2018):1753-1759.
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