中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
Adaptive Exact Penalty Design for Constrained Distributed Optimization

文献类型：期刊论文

作者Zhou, Hongbing3; Zeng, Xianlin2; Hong, Yiguang1,4
刊名IEEE TRANSACTIONS ON AUTOMATIC CONTROL
出版日期2019-11-01
卷号64期号:11页码:4661-4667
关键词Optimization Distributed algorithms Linear programming Convex functions Adaptive control Convergence Adaptive algorithms Adaptive algorithm convex and nondifferentiable function distributed optimization exact penalty method
ISSN号0018-9286
DOI10.1109/TAC.2019.2902612
英文摘要This paper focuses on a distributed convex optimization problem with set constraints, where the local objective functions are convex but not necessarily differentiable. We employ an exact penalty method for the constrained optimization problem to avoid the projection of subgradients to convex sets, which may result in problems about algorithm trajectories caused by maybe nonconvex differential inclusions and quite high computational cost. To effectively find a suitable gain of the penalty function online, we propose an adaptive distributed algorithm with the help of the adaptive control idea in order to achieve an exact solution without any a priori computation or knowledge of the objective functions. By virtue of convex and nonsmooth analysis, we give a rigorous proof for the convergence of the proposed continuous-time algorithm.
资助项目National Key Research and Development Program of China[2016YFB0901902] ; National Natural Science Foundation of China[61573344] ; National Natural Science Foundation of China[61733018] ; National Natural Science Foundation of China[61603378] ; China Postdoctoral Science Foundation[2017M620020]
WOS研究方向Automation & Control Systems ; Engineering
语种英语
WOS记录号WOS:000495647600022
出版者IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/50639]  
专题中国科学院数学与系统科学研究院
通讯作者Hong, Yiguang
作者单位1.Univ Chinese Acad Sci, Beijing 100190, Peoples R China
2.Beijing Inst Technol, Sch Automat, Key Lab Intelligent Control & Decis Complex Syst, Beijing 100081, Peoples R China
3.Nanyang Normal Univ, Sch Math & Stat, Nanyang 473061, Peoples R China
4.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Zhou, Hongbing,Zeng, Xianlin,Hong, Yiguang. Adaptive Exact Penalty Design for Constrained Distributed Optimization[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2019,64(11):4661-4667.
APA Zhou, Hongbing,Zeng, Xianlin,&Hong, Yiguang.(2019).Adaptive Exact Penalty Design for Constrained Distributed Optimization.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,64(11),4661-4667.
MLA Zhou, Hongbing,et al."Adaptive Exact Penalty Design for Constrained Distributed Optimization".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 64.11(2019):4661-4667.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。