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Distributed Continuous-Time Optimization: Nonuniform Gradient Gains, Finite-Time Convergence, and Convex Constraint Set.
- Source :
-
IEEE Transactions on Automatic Control . May2017, Vol. 62 Issue 5, p2239-2253. 15p. - Publication Year :
- 2017
-
Abstract
- In this paper, a distributed optimization problem with general differentiable convex objective functions is studied for continuous-time multi-agent systems with single-integrator dynamics. The objective is for multiple agents to cooperatively optimize a team objective function formed by a sum of local objective functions with only local interaction and information while explicitly taking into account nonuniform gradient gains, finite-time convergence, and a common convex constraint set. First, a distributed nonsmooth algorithm is introduced for a special class of convex objective functions that have a quadratic-like form. It is shown that all agents reach a consensus in finite time while minimizing the team objective function asymptotically. Second, a distributed algorithm is presented for general differentiable convex objective functions, in which the interaction gains of each agent can be self-adjusted based on local states. A corresponding condition is then given to guarantee that all agents reach a consensus in finite time while minimizing the team objective function asymptotically. Third, a distributed optimization algorithm with state-dependent gradient gains is given for general differentiable convex objective functions. It is shown that the distributed continuous-time optimization problem can be solved even though the gradient gains are not identical. Fourth, a distributed tracking algorithm combined with a distributed estimation algorithm is given for general differentiable convex objective functions. It is shown that all agents reach a consensus while minimizing the team objective function in finite time. Fifth, as an extension of the previous results, a distributed constrained optimization algorithm with nonuniform gradient gains and a distributed constrained finite-time optimization algorithm are given. It is shown that both algorithms can be used to solve a distributed continuous-time optimization problem with a common convex constraint set. Numerical examples are included to illustrate the obtained theoretical results. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 00189286
- Volume :
- 62
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Automatic Control
- Publication Type :
- Periodical
- Accession number :
- 122814248
- Full Text :
- https://doi.org/10.1109/TAC.2016.2604324