Adaptive Exact Penalty Design for Constrained Distributed Optimization

doi:10.1109/TAC.2019.2902612

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	Adaptive Exact Penalty Design for Constrained Distributed Optimization
	Zhou, Hongbing 1; Zeng, Xianlin 2; Hong, Yiguang 3,4
	2019-11-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	64 期号:11 页码:4661-4667
摘要	This paper focuses on a distributed convex optimization problem with set constraints, where the local objective functions are convex but not necessarily differentiable. We employ an exact penalty method for the constrained optimization problem to avoid the projection of subgradients to convex sets, which may result in problems about algorithm trajectories caused by maybe nonconvex differential inclusions and quite high computational cost. To effectively find a suitable gain of the penalty function online, we propose an adaptive distributed algorithm with the help of the adaptive control idea in order to achieve an exact solution without any a priori computation or knowledge of the objective functions. By virtue of convex and nonsmooth analysis, we give a rigorous proof for the convergence of the proposed continuous-time algorithm.
关键词	Optimization Distributed algorithms Linear programming Convex functions Adaptive control Convergence Adaptive algorithms Adaptive algorithm convex and nondifferentiable function distributed optimization exact penalty method
DOI	10.1109/TAC.2019.2902612
收录类别	SCI
语种	英语
资助项目	National Key Research and Development Program of China[2016YFB0901902] ; National Natural Science Foundation of China[61573344] ; National Natural Science Foundation of China[61733018] ; National Natural Science Foundation of China[61603378] ; China Postdoctoral Science Foundation[2017M620020]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000495647600022
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/50640
专题	中国科学院数学与系统科学研究院
通讯作者	Hong, Yiguang
作者单位	1.Nanyang Normal Univ, Sch Math & Stat, Nanyang 473061, Peoples R China 2.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China 3.Chinese Acad Sci, Inst 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	Zhou, Hongbing,Zeng, Xianlin,Hong, Yiguang. Adaptive Exact Penalty Design for Constrained Distributed Optimization[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2019,64(11):4661-4667.
APA	Zhou, Hongbing,Zeng, Xianlin,&Hong, Yiguang.(2019).Adaptive Exact Penalty Design for Constrained Distributed Optimization.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,64(11),4661-4667.
MLA	Zhou, Hongbing,et al."Adaptive Exact Penalty Design for Constrained Distributed Optimization".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 64.11(2019):4661-4667.