Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach

doi:10.1109/TAC.2016.2628807

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	Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach
	Zeng, Xianlin 1; Yi, Peng 2; Hong, Yiguang1
刊名	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
	2017-10-01
卷号	62 期号:10 页码:5227-5233
关键词	Constrained distributed optimization continuous-time algorithms multi-agent systems nonsmooth analysis projected dynamical systems
ISSN号	0018-9286
DOI	10.1109/TAC.2016.2628807
英文摘要	This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its local cost function and local constraint set, for the constrained optimization problem. Then we prove that all the agents of the algorithm can find the same optimal solution, and meanwhile, keep the states bounded while seeking the optimal solutions. We conduct a complete convergence analysis by employing nonsmooth Lyapunov functions for the stability analysis of differential inclusions. Finally, we provide a numerical example for illustration.
资助项目	NSFC[61603378] ; NSFC[61573344] ; Beijing Natural Science Foundation[4152057] ; Beijing Natural Science Foundation[2014CB845301/2] ; China Postdoctoral Science Foundation[2015M581190]
WOS研究方向	Automation & Control Systems ; Engineering
语种	英语
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
WOS记录号	WOS:000412429600025
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/26705]
专题	系统科学研究所
通讯作者	Zeng, Xianlin
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Univ Toronto, Dept Elect & Comp Engn, Toronto, ON, Canada
推荐引用方式 GB/T 7714	Zeng, Xianlin,Yi, Peng,Hong, Yiguang. Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2017,62(10):5227-5233.
APA	Zeng, Xianlin,Yi, Peng,&Hong, Yiguang.(2017).Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,62(10),5227-5233.
MLA	Zeng, Xianlin,et al."Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 62.10(2017):5227-5233.