Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem

doi:10.1002/rnc.4547

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	Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem
	Li, Xiuxian 1; Xie, Lihua 1; Hong, Yiguang 2
	2019-07-10
发表期刊	INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
ISSN	1049-8923
卷号	29 期号:10 页码:3252-3266
摘要	This 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.
关键词	continuous-time networks distributed convex optimization general monotropic optimization problems nonsmooth analysis
DOI	10.1002/rnc.4547
语种	英语
资助项目	Major International (Regional) Joint Research Program of Natural Science Foundation of China[61720106011] ; National Natural Science Foundation of China[61733018]
WOS研究方向	Automation & Control Systems ; Engineering ; Mathematics
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic ; Mathematics, Applied
WOS记录号	WOS:000470837300029
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/35034
专题	中国科学院数学与系统科学研究院
通讯作者	Xie, Lihua
作者单位	1.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
推荐引用方式 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.