Adaptive Exact Penalty Design for Constrained Distributed Optimization

doi:10.1109/TAC.2019.2902612

	Adaptive Exact Penalty Design for Constrained Distributed Optimization
	Zhou, Hongbing 1; Zeng, Xianlin 4; Hong, Yiguang 2,3
刊名	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
	2019-11-01
卷号	64 期号:11 页码:4661-4667
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
ISSN号	0018-9286
DOI	10.1109/TAC.2019.2902612
英文摘要	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.
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
语种	英语
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
WOS记录号	WOS:000495647600022
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/50639]
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.Univ Chinese Acad Sci, Beijing 100190, Peoples R China 3.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 4.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, 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.