Primal-dual algorithm for distributed constrained optimization
文献类型：期刊论文
| 作者 | Lei, Jinlong; Chen, Han-Fu ; Fang, Hai-Tao
|
| 刊名 | SYSTEMS & CONTROL LETTERS
 |
| 出版日期 | 2016-10-01 |
| 卷号 | 96页码:110-117 |
| 关键词 | Distributed constrained optimization Primal-dual algorithm Augmented Lagrange method Multi-agent network |
| ISSN号 | 0167-6911 |
| DOI | 10.1016/j.sysconle.2016.07.009 |
| 英文摘要 | The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local constraints assigned to the agents. Based on the augmented Lagrange method, a distributed primal-dual algorithm with a projection operation included is proposed to solve the problem. It is shown that with appropriately chosen constant step size,,the local estimates derived at all agents asymptotically reach a consensus at an optimal solution. In addition, the value of the cost function at the time-averaged estimate converges with rate O(1/k) to the optimal value for the unconstrained problem. By these properties, the proposed primal-dual algorithm is distinguished from the existing algorithms for distributed constrained optimization. The theoretical analysis is justified by numerical simulations. (C) 2016 Elsevier B.V. All rights reserved. |
| 资助项目 | NSFC[61273193] ; NSFC[61120106011] ; NSFC[61134013] ; NSFC[61573345] ; 973 program of China[2014CB845301] ; National Center for Mathematics and Interdisciplinary Sciences, Chinese Academy of Sciences[Y629091ZZ2] |
| WOS研究方向 | Automation & Control Systems ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000384788100016 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/23698]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Lei, Jinlong |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Syst & Control, Beijing 100864, Peoples R China |
| 推荐引用方式 GB/T 7714 | Lei, Jinlong,Chen, Han-Fu,Fang, Hai-Tao. Primal-dual algorithm for distributed constrained optimization[J]. SYSTEMS & CONTROL LETTERS,2016,96:110-117. |
| APA | Lei, Jinlong,Chen, Han-Fu,&Fang, Hai-Tao.(2016).Primal-dual algorithm for distributed constrained optimization.SYSTEMS & CONTROL LETTERS,96,110-117. |
| MLA | Lei, Jinlong,et al."Primal-dual algorithm for distributed constrained optimization".SYSTEMS & CONTROL LETTERS 96(2016):110-117. |
入库方式： OAI收割
来源：数学与系统科学研究院
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