Projected Primal-Dual Dynamics for Distributed Constrained Nonsmooth Convex Optimization

• Published in: IEEE transactions on cybernetics Vol. 50; no. 4; pp. 1776 - 1782
• Main Authors: Zhu, Yanan, Yu, Wenwu, Wen, Guanghui, Chen, Guanrong
• Format: Journal Article
• Language: English
• Published: United States IEEE 01.04.2020; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Constraints; Convergence; Convex analysis; Convex functions; Convexity; Cybernetics; Distributed convex optimization; Dynamic stability; Dynamics; Heuristic algorithms; Indexes; Linear programming; multiagent networks; Multiagent systems; nonsmooth analysis; Optimization; primal–dual dynamics; Stability analysis; Topology

A distributed nonsmooth convex optimization problem subject to a general type of constraint, including equality and inequality as well as bounded constraints, is studied in this paper for a multiagent network with a fixed and connected communication topology. To collectively solve such a complex opt...