Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem
文献类型：期刊论文
| 作者 | Li, Xiuxian2; Xie, Lihua2; Hong, Yiguang1 |
| 刊名 | INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
 |
| 出版日期 | 2019-07-10 |
| 卷号 | 29期号:10页码:3252-3266 |
| 关键词 | continuous-time networks distributed convex optimization general monotropic optimization problems nonsmooth analysis |
| ISSN号 | 1049-8923 |
| DOI | 10.1002/rnc.4547 |
| 英文摘要 | 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. |
| 资助项目 | Major International (Regional) Joint Research Program of Natural Science Foundation of China[61720106011] ; National Natural Science Foundation of China[61733018] |
| WOS研究方向 | Automation & Control Systems ; Engineering ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000470837300029 |
| 出版者 | WILEY |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/35033]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Xie, Lihua |
| 作者单位 | 1.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing, Peoples R China 2.Nanyang Technol Univ, Sch Elect & Elect Engn, 50 Nanyang Ave, Singapore 639798, Singapore |
| 推荐引用方式 GB/T 7714 | Li, Xiuxian,Xie, Lihua,Hong, Yiguang. Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem[J]. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL,2019,29(10):3252-3266. |
| APA | Li, Xiuxian,Xie, Lihua,&Hong, Yiguang.(2019).Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem.INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL,29(10),3252-3266. |
| MLA | Li, Xiuxian,et al."Distributed continuous-time algorithm for a general nonsmooth monotropic optimization problem".INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL 29.10(2019):3252-3266. |
入库方式： OAI收割
来源：数学与系统科学研究院
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