Distributed continuous-time nonsmooth convex optimization with coupled inequality constraints
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 conve...
| Principais autores: | , , |
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| Outros Autores: | |
| Formato: | Journal Article |
| Idioma: | English |
| Publicado em: |
2021
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| Assuntos: | |
| Acesso em linha: | https://hdl.handle.net/10356/154200 |
| _version_ | 1826118364908486656 |
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| author | Li, Xiuxian Xie, Lihuan Hong, Y. |
| author2 | School of Electrical and Electronic Engineering |
| author_facet | School of Electrical and Electronic Engineering Li, Xiuxian Xie, Lihuan Hong, Y. |
| author_sort | Li, Xiuxian |
| collection | NTU |
| description | 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 Carathéodory 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. |
| first_indexed | 2024-10-01T04:42:32Z |
| format | Journal Article |
| id | ntu-10356/154200 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T04:42:32Z |
| publishDate | 2021 |
| record_format | dspace |
| spelling | ntu-10356/1542002021-12-31T13:52:30Z Distributed continuous-time nonsmooth convex optimization with coupled inequality constraints Li, Xiuxian Xie, Lihuan Hong, Y. School of Electrical and Electronic Engineering Engineering::Electrical and electronic engineering Continuous-Time Algorithms Coupled Inequality Constraints 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 Carathéodory 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. Nanyang Technological University This work was supported in part by a WASPNTU Joint Research Project and in part by the National Natural Science Foundation of China under Grant 61633014, Grant 61573344, and Grant 61733018. Recommended by Associate Editor G. Como. 2021-12-16T02:31:01Z 2021-12-16T02:31:01Z 2020 Journal Article Li, X., Xie, L. & Hong, Y. (2020). Distributed continuous-time nonsmooth convex optimization with coupled inequality constraints. IEEE Transactions On Control of Network Systems, 7(1), 74-84. https://dx.doi.org/10.1109/TCNS.2019.2915626 2325-5870 https://hdl.handle.net/10356/154200 10.1109/TCNS.2019.2915626 2-s2.0-85077734030 1 7 74 84 en 61633014 61573344 61733018 IEEE Transactions on Control of Network Systems © 2019 IEEE. All rights reserved. |
| spellingShingle | Engineering::Electrical and electronic engineering Continuous-Time Algorithms Coupled Inequality Constraints Li, Xiuxian Xie, Lihuan Hong, Y. Distributed continuous-time nonsmooth convex optimization with coupled inequality constraints |
| title | Distributed continuous-time nonsmooth convex optimization with coupled inequality constraints |
| title_full | Distributed continuous-time nonsmooth convex optimization with coupled inequality constraints |
| title_fullStr | Distributed continuous-time nonsmooth convex optimization with coupled inequality constraints |
| title_full_unstemmed | Distributed continuous-time nonsmooth convex optimization with coupled inequality constraints |
| title_short | Distributed continuous-time nonsmooth convex optimization with coupled inequality constraints |
| title_sort | distributed continuous time nonsmooth convex optimization with coupled inequality constraints |
| topic | Engineering::Electrical and electronic engineering Continuous-Time Algorithms Coupled Inequality Constraints |
| url | https://hdl.handle.net/10356/154200 |
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