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...
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2021
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/150036 |
| _version_ | 1811676236799279104 |
|---|---|
| author | Li, Xiuxian Xie, Lihua Hong, Yiguang |
| author2 | School of Electrical and Electronic Engineering |
| author_facet | School of Electrical and Electronic Engineering Li, Xiuxian Xie, Lihua Hong, Yiguang |
| author_sort | Li, Xiuxian |
| collection | NTU |
| description | 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. |
| first_indexed | 2024-10-01T02:18:16Z |
| format | Journal Article |
| id | ntu-10356/150036 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T02:18:16Z |
| publishDate | 2021 |
| record_format | dspace |
| spelling | ntu-10356/1500362021-05-31T03:04:41Z Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem Li, Xiuxian Xie, Lihua Hong, Yiguang School of Electrical and Electronic Engineering Engineering::Electrical and electronic engineering Continuous‐time Networks Distributed Convex Optimization 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. 2021-05-31T03:04:41Z 2021-05-31T03:04:41Z 2019 Journal Article Li, X., Xie, L. & Hong, Y. (2019). Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem. International Journal of Robust and Nonlinear Control, 29(10), 3252-3266. https://dx.doi.org/10.1002/rnc.4547 1049-8923 0000-0002-4938-0468 0000-0002-7137-4136 https://hdl.handle.net/10356/150036 10.1002/rnc.4547 2-s2.0-85064550322 10 29 3252 3266 en International Journal of Robust and Nonlinear Control © 2019 John Wiley & Sons, Ltd. All rights reserved. |
| spellingShingle | Engineering::Electrical and electronic engineering Continuous‐time Networks Distributed Convex Optimization Li, Xiuxian Xie, Lihua Hong, Yiguang Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem |
| title | Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem |
| title_full | Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem |
| title_fullStr | Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem |
| title_full_unstemmed | Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem |
| title_short | Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem |
| title_sort | distributed continuous time algorithm for a general nonsmooth monotropic optimization problem |
| topic | Engineering::Electrical and electronic engineering Continuous‐time Networks Distributed Convex Optimization |
| url | https://hdl.handle.net/10356/150036 |
| work_keys_str_mv | AT lixiuxian distributedcontinuoustimealgorithmforageneralnonsmoothmonotropicoptimizationproblem AT xielihua distributedcontinuoustimealgorithmforageneralnonsmoothmonotropicoptimizationproblem AT hongyiguang distributedcontinuoustimealgorithmforageneralnonsmoothmonotropicoptimizationproblem |