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Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints
Li, Xiuxian1; Xie, Lihua1; Hong, Yiguang2
2020-03-01
Source PublicationIEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS
ISSN2325-5870
Volume7Issue:1Pages:74-84
AbstractThis paper studies distributed convex optimization problems over continuous-time multiagent networks subject to two types of constraints, i.e., local feasible set constraints and coupled inequality constraints, where all involved functions are not necessarily differentiable, only assumed to be convex. In order to solve this problem, a modified primal-dual continuous-time algorithm is proposed by projections on local feasible sets. With the aid of constructing a proper Lyapunov function candidate, the existence of solutions of the algorithm in the Caratheodory sense and the convergence of the algorithm to an optimal solution for the distributed optimization problem are established. Additionally, a sufficient condition is provided for making the algorithm fully distributed. Finally, the theoretical result is corroborated by a simulation example.
KeywordContinuous-time algorithms coupled inequality constraints distributed convex optimization multiagent networks nonsmooth analysis
DOI10.1109/TCNS.2019.2915626
Indexed BySCI
Language英语
Funding ProjectNational Natural Science Foundation of China[61633014] ; National Natural Science Foundation of China[61573344] ; National Natural Science Foundation of China[61733018]
WOS Research AreaAutomation & Control Systems ; Computer Science
WOS SubjectAutomation & Control Systems ; Computer Science, Information Systems
WOS IDWOS:000521969000008
PublisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/51056
Collection中国科学院数学与系统科学研究院
Corresponding AuthorXie, Lihua
Affiliation1.Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore
2.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Li, Xiuxian,Xie, Lihua,Hong, Yiguang. Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints[J]. IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS,2020,7(1):74-84.
APA Li, Xiuxian,Xie, Lihua,&Hong, Yiguang.(2020).Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints.IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS,7(1),74-84.
MLA Li, Xiuxian,et al."Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints".IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS 7.1(2020):74-84.
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