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DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS
Zeng, Xianlin1; Yi, Peng2; Hong, Yiguang3; Xie, Lihua4
2018
Source PublicationSIAM JOURNAL ON CONTROL AND OPTIMIZATION
ISSN0363-0129
Volume56Issue:6Pages:3973-3993
AbstractThis paper studies distributed algorithms for the nonsmooth extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered nonsmooth objective function is the sum of local objective functions assigned to agents in a multiagent network, with local set constraints and affine equality constraints. Each agent only knows its local objective function, local set constraint, and the information exchanged between neighbors. To solve the constrained convex optimization problem, we propose two novel distributed continuous-time subgradient-based algorithms, with projected output feedback and derivative feedback, respectively. Moreover, we prove the convergence of proposed algorithms to the optimal solutions under some mild conditions and analyze convergence rates, with the help of the techniques of variational inequalities, decomposition methods, and differential inclusions. Finally, we give an example to illustrate the efficacy of the proposed algorithms.
Keywordextended monotropic optimization distributed algorithms nonsmooth convex functions decomposition methods differential inclusions
DOI10.1137/17M1118609
Language英语
Funding ProjectNSFC[61603378] ; NSFC[61733018] ; NSFC[61573344] ; National Key Research and Development Program of China[2016YFB0901900] ; China Postdoctoral Science Foundation[2017M620020] ; China Postdoctoral Science Foundation[2018T110051]
WOS Research AreaAutomation & Control Systems ; Mathematics
WOS SubjectAutomation & Control Systems ; Mathematics, Applied
WOS IDWOS:000453785900003
PublisherSIAM PUBLICATIONS
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/31821
Collection系统科学研究所
Affiliation1.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China
2.Washington Univ, Dept Elect & Syst Engn, St Louis, MO 63130 USA
3.Univ Chinese Acad Sci, Chinese Acad Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
4.Nanyang Technol Univ, Sch Elect & Elect Engn, 50 Nanyang Ave, Singapore 639798, Singapore
Recommended Citation
GB/T 7714
Zeng, Xianlin,Yi, Peng,Hong, Yiguang,et al. DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2018,56(6):3973-3993.
APA Zeng, Xianlin,Yi, Peng,Hong, Yiguang,&Xie, Lihua.(2018).DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,56(6),3973-3993.
MLA Zeng, Xianlin,et al."DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 56.6(2018):3973-3993.
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