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DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS

文献类型：期刊论文

作者Zeng, Xianlin1; Yi, Peng2; Hong, Yiguang3; Xie, Lihua4
刊名SIAM JOURNAL ON CONTROL AND OPTIMIZATION
出版日期2018
卷号56期号:6页码:3973-3993
关键词extended monotropic optimization distributed algorithms nonsmooth convex functions decomposition methods differential inclusions
ISSN号0363-0129
DOI10.1137/17M1118609
英文摘要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.
资助项目NSFC[61603378] ; NSFC[61733018] ; NSFC[61573344] ; National Key Research and Development Program of China[2016YFB0901900] ; China Postdoctoral Science Foundation[2017M620020] ; China Postdoctoral Science Foundation[2018T110051]
WOS研究方向Automation & Control Systems ; Mathematics
语种英语
WOS记录号WOS:000453785900003
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/31820]  
专题系统科学研究所
通讯作者Zeng, Xianlin
作者单位1.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China
2.Washington Univ, Dept Elect & Syst Engn, St Louis, MO 63130 USA
3.Univ Chinese Acad Sci, Chinese Acad Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
4.Nanyang Technol Univ, Sch Elect & Elect Engn, 50 Nanyang Ave, Singapore 639798, Singapore
推荐引用方式
GB/T 7714		 Zeng, Xianlin,Yi, Peng,Hong, Yiguang,et al. DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2018,56(6):3973-3993.
APA Zeng, Xianlin,Yi, Peng,Hong, Yiguang,&Xie, Lihua.(2018).DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS.SIAM JOURNAL ON CONTROL AND OPTIMIZATION,56(6),3973-3993.
MLA Zeng, Xianlin,et al."DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS".SIAM JOURNAL ON CONTROL AND OPTIMIZATION 56.6(2018):3973-3993.

入库方式： OAI收割

来源：数学与系统科学研究院

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