Title
Distributed Continuous-Time Nonsmooth Convex Optimization With Coupled Inequality Constraints
Abstract
This paper studies distributed convex optimization problems over continuous-time multiagent networks subject to two types of constraints, i.e., local feasible set constraints and coupled inequality constraints, where all involved functions are not necessarily differentiable, only assumed to be convex. In order to solve this problem, a modified primal-dual continuous-time algorithm is proposed by projections on local feasible sets. With the aid of constructing a proper Lyapunov function candidate, the existence of solutions of the algorithm in the Carathéodory sense and the convergence of the algorithm to an optimal solution for the distributed optimization problem are established. Additionally, a sufficient condition is provided for making the algorithm fully distributed. Finally, the theoretical result is corroborated by a simulation example.
Year
DOI
Venue
2020
10.1109/TCNS.2019.2915626
IEEE Transactions on Control of Network Systems
Keywords
DocType
Volume
Optimization,Linear programming,Convex functions,Control systems,Heuristic algorithms,Standards,Eigenvalues and eigenfunctions
Journal
7
Issue
ISSN
Citations 
1
2325-5870
4
PageRank 
References 
Authors
0.38
0
3
Name
Order
Citations
PageRank
Xiuxian Li1163.66
Lihua Xie25686405.63
Yiguang Hong33274217.75