Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem

This paper investigates a general monotropic optimization problem for continuous-time networks, where the global objective function is a sum of local objective functions that are only known to individual agent, and general constraints are taken into account, including local inequality constraints, g...

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Bibliographic Details
Main Authors: Li, Xiuxian, Xie, Lihua, Hong, Yiguang
Other Authors: School of Electrical and Electronic Engineering
Format: Journal Article
Language:English
Published: 2021
Subjects:
Online Access:https://hdl.handle.net/10356/150036
Description
Summary:This paper investigates a general monotropic optimization problem for continuous-time networks, where the global objective function is a sum of local objective functions that are only known to individual agent, and general constraints are taken into account, including local inequality constraints, global equality constraint, and local feasible constraints. In addition, all functions involved in the objective functions and inequality constraints are not necessarily differentiable. To solve the problem, a distributed continuous-time algorithm is designed using subgradient projections, and it is shown that the proposed algorithm is well defined in the sense that the existence of its solutions can be guaranteed. Furthermore, it is proved that the algorithm converges to an optimal solution for the general monotropic optimization problem. Finally, a simulation example is provided for validating the theoretical result.