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Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem
Li, Xiuxian1; Xie, Lihua1; Hong, Yiguang2
2019-07-10
Source PublicationINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
ISSN1049-8923
Volume29Issue:10Pages:3252-3266
AbstractThis paper investigates a general monotropic optimization problem for continuous-time networks, where the global objective function is a sum of local objective functions that are only known to individual agent, and general constraints are taken into account, including local inequality constraints, global equality constraint, and local feasible constraints. In addition, all functions involved in the objective functions and inequality constraints are not necessarily differentiable. To solve the problem, a distributed continuous-time algorithm is designed using subgradient projections, and it is shown that the proposed algorithm is well defined in the sense that the existence of its solutions can be guaranteed. Furthermore, it is proved that the algorithm converges to an optimal solution for the general monotropic optimization problem. Finally, a simulation example is provided for validating the theoretical result.
Keywordcontinuous-time networks distributed convex optimization general monotropic optimization problems nonsmooth analysis
DOI10.1002/rnc.4547
Language英语
Funding ProjectMajor International (Regional) Joint Research Program of Natural Science Foundation of China[61720106011] ; National Natural Science Foundation of China[61733018]
WOS Research AreaAutomation & Control Systems ; Engineering ; Mathematics
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic ; Mathematics, Applied
WOS IDWOS:000470837300029
PublisherWILEY
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/35034
Collection中国科学院数学与系统科学研究院
Affiliation1.Nanyang Technol Univ, Sch Elect & Elect Engn, 50 Nanyang Ave, Singapore 639798, Singapore
2.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing, Peoples R China
Recommended Citation
GB/T 7714
Li, Xiuxian,Xie, Lihua,Hong, Yiguang. Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem[J]. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL,2019,29(10):3252-3266.
APA Li, Xiuxian,Xie, Lihua,&Hong, Yiguang.(2019).Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem.INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL,29(10),3252-3266.
MLA Li, Xiuxian,et al."Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem".INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL 29.10(2019):3252-3266.
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