Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints

doi:10.1109/TCNS.2019.2915626

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	Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints
	Li, Xiuxian 1; Xie, Lihua 1; Hong, Yiguang 2
	2020-03-01
发表期刊	IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS
ISSN	2325-5870
卷号	7 期号:1 页码:74-84
摘要	This 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.
关键词	Continuous-time algorithms coupled inequality constraints distributed convex optimization multiagent networks nonsmooth analysis
DOI	10.1109/TCNS.2019.2915626
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[61633014] ; National Natural Science Foundation of China[61573344] ; National Natural Science Foundation of China[61733018]
WOS研究方向	Automation & Control Systems ; Computer Science
WOS类目	Automation & Control Systems ; Computer Science, Information Systems
WOS记录号	WOS:000521969000008
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/51056
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, Singapore 639798, Singapore 2.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式 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.