Distributed Continuous-Time Gradient-Based Algorithm for Constrained Optimization

摘要：

　　In this paper,we consider distributed algorithm based on a continuous-time multi-agent system to solve constrained optimization problem.The global optimization objective function is taken as the sum of agents individual objective functions under a group of convex inequality function constraints.Because the local objective functions cannot be explicitly known by all the agents,the problem has to be solved in a distributed manner with the cooperation between agents.Here we propose a continuous-time distributed gradient dynamics based on the KKT condition and Lagrangian multiplier methods to solve the optimization problem.We show that all the agents asymptotically converge to the same optimal solution with the help of a constructed Lyapunov function and a LaSalle invariance principle of hybrid systems.

关键词： Distributed optimization continuous-time optimization algorithm constrained optimization Lagrangian multiplier method multi-agent systems

作者: Peng Yi Yiguang Hong

作者单位: Key Lab of Systems and Control,Academy of Mathematics and Systems Science Chinese Academy of Sciences,Beijing 100190,P.R.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: 1563-1567

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）