Distributed continuous‐time constrained convex optimization with general time‐varying cost functions. (22nd December 2020)

• Record Type: Journal Article
• Authors: Huang, Bomin; Zou, Yao; Meng, Ziyang
• Other Names: Wan Yan guestEditor.; Yang Tao guestEditor.; Yuan Ye guestEditor.; Lewis Frank L. guestEditor.
• Is Part Of: International journal of robust and nonlinear control. Volume 31:Number 6(2021)
• Page Start: 2222
• Page End: 2236
• Publication Date: 2020-12-22
• Subjects: constraint set -- distributed convex optimization -- time‐varying cost function; Automatic control -- Periodicals; Control theory -- Periodicals; Nonlinear systems -- Periodicals; 629.836
• DOI: 10.1002/rnc.5383
• Languages: English
• ISSNs: 1049-8923

Abstract

Abstract: The distributed time‐varying constrained convex optimization problem over a connected undirected network topology is studied in this article. The proposed distributed optimization algorithm is composed of a projection map term, a consensus term, and a gradient term, and is feasible for any initial condition. We first show that the states of the optimization algorithm uniformly converge to a neighborhood of the constraint set while an approximate global consensus is achieved. Then the states are proven to uniformly converge to a neighborhood of the time‐varying optimal trajectory. The theoretical results are validated by some simulations.