Distributed Adaptive Convex Optimization on Directed Graphs via Continuous-Time Algorithms

• Published in: IEEE transactions on automatic control Vol. 63; no. 5; pp. 1434 - 1441
• Main Authors: Li, Zhenhong, Ding, Zhengtao, Sun, Junyong, Li, Zhongkui
• Format: Journal Article
• Language: English
• Published: IEEE 01.05.2018
• Subjects: Adaptive control; Algorithm design and analysis; consensus control; Convergence; Couplings; distributed convex optimization; Eigenvalues and eigenfunctions; Heuristic algorithms; Linear programming; Optimization

This note considers the distributed optimization problem on directed graphs with nonconvex local objective functions and the unknown network connectivity. A new adaptive algorithm is proposed to minimize a differentiable global objective function. By introducing dynamic coupling gains and updating t...