DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS

doi:10.1137/17M1118609

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	DISTRIBUTED CONTINUOUS-TIME ALGORITHMS FOR NONSMOOTH EXTENDED MONOTROPIC OPTIMIZATION PROBLEMS
	Zeng, Xianlin 1; Yi, Peng 2; Hong, Yiguang3 ; Xie, Lihua 4
刊名	SIAM JOURNAL ON CONTROL AND OPTIMIZATION
	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
DOI	10.1137/17M1118609
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
出版者	SIAM PUBLICATIONS
WOS记录号	WOS:000453785900003
内容类型	期刊论文
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.