Distributed Continuous-Time Convex Optimization With Time-Varying Cost Functions

• Published in: IEEE transactions on automatic control Vol. 62; no. 4; pp. 1590 - 1605
• Main Authors: Rahili, Salar, Wei Ren
• Format: Journal Article
• Language: English
• Published: IEEE 01.04.2017
• Subjects: Approximation algorithms; Continuous-time optimization; Convex functions; Cost function; distributed optimization; Eigenvalues and eigenfunctions; Heuristic algorithms; multi-agent systems; time-varying cost functions; Trajectory
• ISSN: 0018-9286; 1558-2523
• DOI: 10.1109/TAC.2016.2593899

In this paper, a time-varying distributed convex optimization problem is studied for continuous-time multi-agent systems. The objective is to minimize the sum of local time-varying cost functions, each of which is known to only an individual agent, through local interaction. Here, the optimal point is time varying and creates an optimal trajectory. Control algorithms are designed for the cases of single-integrator and double-integrator dynamics. In both cases, a centralized approach is first introduced to solve the optimization problem. Then, this problem is solved in a distributed manner and a discontinuous algorithm based on the signum function is proposed in each case. In the case of single-integrator (respectively, double-integrator) dynamics, each agent relies only on its own position and the relative positions (respectively, positions and velocities) between itself and its neighbors. A gain adaption scheme is introduced in both algorithms to eliminate certain global information requirement. To relax the restricted assumption imposed on feasible cost functions, an estimator based algorithm using the signum function is proposed, where each agent uses dynamic average tracking as a tool to estimate the centralized control input. As a tradeoff, the estimator-based algorithm necessitates communication between neighbors. Then, in the case of double-integrator dynamics, the proposed algorithms are further extended. Two continuous algorithms based on, respectively, a time-varying and a fixed boundary layer are proposed as continuous approximations of the signum function. To account for interagent collision for physical agents, a distributed convex optimization problem with swarm tracking behavior is introduced for both single-integrator and double-integrator dynamics. It is shown that the center of the agents tracks the optimal trajectory, the connectivity of the agents is maintained, and interagent collision is avoided.