A novel method for distributed optimization with globally coupled constraints based on multi-agent systems

A continuous-time distributed algorithm based on multi-agent systems is proposed to solve the convex nonsmooth optimization with globally coupled constraints in this paper. Firstly, the relationship of equivalence between the equilibrium and the optimal solution of the system is proved by using the...

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Bibliographic Details
Published inNeurocomputing (Amsterdam) Vol. 487; pp. 289 - 299
Main Authors Ge, Yiyang, Mei, Xuehui, Jiang, Haijun, Qiu, Jianlong, Yu, Zhiyong
Format Journal Article
LanguageEnglish
Published Elsevier B.V 28.05.2022
Subjects
Coupled constraints
Distributed optimization
Multi-agent systems
Distributed optimization
Coupled constraints
Multi-agent systems
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Summary:A continuous-time distributed algorithm based on multi-agent systems is proposed to solve the convex nonsmooth optimization with globally coupled constraints in this paper. Firstly, the relationship of equivalence between the equilibrium and the optimal solution of the system is proved by using the properties of projection operator and saddle point. In addition, the stability of the algorithm is analyzed by means of Lie derivative and set-valued LaSalle’s invariance principle. In particular, the trajectory of the proposed algorithm from any initial point can converge to the global optimal solution. Finally, the effectiveness of the designed algorithm is verified by numerical simulations.
ISSN:0925-2312
1872-8286
DOI:10.1016/j.neucom.2021.11.014