Distributed Nonsmooth Optimization With Coupled Inequality Constraints via Modified Lagrangian Function

doi:10.1109/TAC.2017.2752001

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	Distributed Nonsmooth Optimization With Coupled Inequality Constraints via Modified Lagrangian Function
	Liang, Shu 1; Zeng, Xianlin 2; Hong, Yiguang3,4
	2018-06-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	63 期号:6 页码:1753-1759
摘要	This 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.
关键词	Coupled constraint distributed optimization modified Lagrangian function nonsmooth analysis primal-dual dynamics
DOI	10.1109/TAC.2017.2752001
语种	英语
资助项目	National 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研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000433367600016
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/30306
专题	系统科学研究所
通讯作者	Liang, Shu
作者单位	1.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
推荐引用方式 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.