KMS Of Academy of mathematics and systems sciences, CAS
| Adaptive Exact Penalty Design for Constrained Distributed Optimization | |
| Zhou, Hongbing1; Zeng, Xianlin2; Hong, Yiguang3,4 | |
| 2019-11-01 | |
| Source Publication | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| ISSN | 0018-9286 |
| Volume | 64Issue:11Pages:4661-4667 |
| Abstract | 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. |
| Keyword | 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 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | 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 Research Area | Automation & Control Systems ; Engineering |
| WOS Subject | Automation & Control Systems ; Engineering, Electrical & Electronic |
| WOS ID | WOS:000495647600022 |
| Publisher | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/50640 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Hong, Yiguang |
| Affiliation | 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 |
| Recommended Citation 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. |
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