Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach
文献类型：期刊论文
| 作者 | Zeng, Xianlin1; Yi, Peng2; Hong, Yiguang1
|
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2017-10-01 |
| 卷号 | 62期号:10页码:5227-5233 |
| 关键词 | Constrained distributed optimization continuous-time algorithms multi-agent systems nonsmooth analysis projected dynamical systems |
| ISSN号 | 0018-9286 |
| DOI | 10.1109/TAC.2016.2628807 |
| 英文摘要 | This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its local cost function and local constraint set, for the constrained optimization problem. Then we prove that all the agents of the algorithm can find the same optimal solution, and meanwhile, keep the states bounded while seeking the optimal solutions. We conduct a complete convergence analysis by employing nonsmooth Lyapunov functions for the stability analysis of differential inclusions. Finally, we provide a numerical example for illustration. |
| 资助项目 | NSFC[61603378] ; NSFC[61573344] ; Beijing Natural Science Foundation[4152057] ; Beijing Natural Science Foundation[2014CB845301/2] ; China Postdoctoral Science Foundation[2015M581190] |
| WOS研究方向 | Automation & Control Systems ; Engineering |
| 语种 | 英语 |
| WOS记录号 | WOS:000412429600025 |
| 出版者 | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/26705]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Zeng, Xianlin |
| 作者单位 | 1.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Univ Toronto, Dept Elect & Comp Engn, Toronto, ON, Canada |
| 推荐引用方式 GB/T 7714 | Zeng, Xianlin,Yi, Peng,Hong, Yiguang. Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2017,62(10):5227-5233. |
| APA | Zeng, Xianlin,Yi, Peng,&Hong, Yiguang.(2017).Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,62(10),5227-5233. |
| MLA | Zeng, Xianlin,et al."Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 62.10(2017):5227-5233. |
入库方式： OAI收割
来源：数学与系统科学研究院
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