KMS Of Academy of mathematics and systems sciences, CAS
| DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS | |
Zeng, Xianlin1; Yi, Peng2; Hong, Yiguang3 ; Xie, Lihua4
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| 2018 | |
| Source Publication | SIAM JOURNAL ON CONTROL AND OPTIMIZATION
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| ISSN | 0363-0129 |
| Volume | 56Issue:6Pages:3973-3993 |
| Abstract | This 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. |
| Keyword | extended monotropic optimization distributed algorithms nonsmooth convex functions decomposition methods differential inclusions |
| DOI | 10.1137/17M1118609 |
| Language | 英语 |
| Funding Project | NSFC[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 Area | Automation & Control Systems ; Mathematics |
| WOS Subject | Automation & Control Systems ; Mathematics, Applied |
| WOS ID | WOS:000453785900003 |
| Publisher | SIAM PUBLICATIONS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/31821 |
| Collection | 系统科学研究所 |
| Corresponding Author | Zeng, Xianlin |
| Affiliation | 1.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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