Please use this identifier to cite or link to this item:
https://hdl.handle.net/10356/86220
Title: | Distributed continuous-time algorithms for nonsmooth extended monotropic optimization problems | Authors: | Zeng, Xianlin Yi, Peng Hong, Yiguang Xie, Lihua |
Keywords: | Engineering::Electrical and electronic engineering Distributed Algorithms Extended Monotropic Optimization |
Issue Date: | 2018 | Source: | Zeng, X., Yi, P., Hong, Y., & Xie, L. (2018). Distributed Continuous-Time Algorithms for Nonsmooth Extended Monotropic Optimization Problems. SIAM Journal on Control and Optimization, 56(6), 3973-3993. doi:10.1137/17M1118609 | Series/Report no.: | SIAM Journal on Control and Optimization | Abstract: | This paper studies distributed algorithms for the nonsmooth extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered nonsmooth objective function is the sum of local objective functions assigned to agents in a multiagent network, with local set constraints and affine equality constraints. Each agent only knows its local objective function, local set constraint, and the information exchanged between neighbors. To solve the constrained convex optimization problem, we propose two novel distributed continuous-time subgradient-based algorithms, with projected output feedback and derivative feedback, respectively. Moreover, we prove the convergence of proposed algorithms to the optimal solutions under some mild conditions and analyze convergence rates, with the help of the techniques of variational inequalities, decomposition methods, and differential inclusions. Finally, we give an example to illustrate the efficacy of the proposed algorithms. | URI: | https://hdl.handle.net/10356/86220 http://hdl.handle.net/10220/49275 |
ISSN: | 0363-0129 | DOI: | 10.1137/17M1118609 | Schools: | School of Electrical and Electronic Engineering | Rights: | © 2018 SIAM. All rights reserved. This paper was published in SIAM Journal on Control and Optimization and is made available with permission of SIAM. | Fulltext Permission: | open | Fulltext Availability: | With Fulltext |
Appears in Collections: | EEE Journal Articles |
Files in This Item:
File | Description | Size | Format | |
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DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR.pdf | 1.84 MB | Adobe PDF | View/Open |
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