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

• Published in: IEEE transactions on automatic control Vol. 62; no. 10; pp. 5227 - 5233
• Main Authors: Zeng, Xianlin, Yi, Peng, Hong, Yiguang
• Format: Journal Article
• Language: English
• Published: IEEE 01.10.2017
• Subjects: Algorithm design and analysis; Constrained distributed optimization; continuous-time algorithms; Convergence; Cost function; Heuristic algorithms; Laplace equations; multi-agent systems; nonsmooth analysis; projected dynamical systems; Stability analysis

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 const...