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Title: Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem
Authors: Li, Xiuxian
Xie, Lihua
Hong, Yiguang
Keywords: Engineering::Electrical and electronic engineering
Issue Date: 2019
Source: Li, X., Xie, L. & Hong, Y. (2019). Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem. International Journal of Robust and Nonlinear Control, 29(10), 3252-3266.
Journal: International Journal of Robust and Nonlinear Control
Abstract: This paper investigates a general monotropic optimization problem for continuous-time networks, where the global objective function is a sum of local objective functions that are only known to individual agent, and general constraints are taken into account, including local inequality constraints, global equality constraint, and local feasible constraints. In addition, all functions involved in the objective functions and inequality constraints are not necessarily differentiable. To solve the problem, a distributed continuous-time algorithm is designed using subgradient projections, and it is shown that the proposed algorithm is well defined in the sense that the existence of its solutions can be guaranteed. Furthermore, it is proved that the algorithm converges to an optimal solution for the general monotropic optimization problem. Finally, a simulation example is provided for validating the theoretical result.
ISSN: 1049-8923
DOI: 10.1002/rnc.4547
Rights: © 2019 John Wiley & Sons, Ltd. All rights reserved.
Fulltext Permission: none
Fulltext Availability: No Fulltext
Appears in Collections:EEE Journal Articles

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