Distributed Continuous-time Optimization Based on Lagrangian Functions

摘要：

　　Distributed optimization is an emerging research topic.Agents in the network solve the problem by exchanging information which depicts peoples consideration on a optimization problem in real lives.In this paper,we introduce two algorithms in continuous-time to solve distributed optimization problems with equality constraints where the cost function is expressed as a sum of functions and where each function is associated to an agent.We firstly construct a continuous dynamic system by utilizing the Lagrangian function and then show that the algorithm is locally convergent and globally stable under certain conditions.Then,we modify the Lagrangian function and re-construct the dynamic system to prove that the new algorithm will be convergent under more relaxed conditions.At last,we present some simulations to prove our theoretical results.

关键词： Constrained Optimization Distributed Optimization Lagrangian Function Continuous-Time

作者: Lu Cao Weisheng Chen

作者单位: School of Mathematics and Statistics,Xidian University Xian,710126,China

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 5796-5801

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）