On distributed optimization under inequality constraints via Lagrangian primal-dual methods

被引：0
作者：
Zhu, Minghui [1 ]
Martinez, Sonia [1 ]
机构：
[1] Univ Calif San Diego, Dept Mech & Aerosp Engn, La Jolla, CA 92093 USA
来源：
2010 AMERICAN CONTROL CONFERENCE | 2010年
关键词：
SUBGRADIENT METHODS; CONSENSUS; NETWORKS; AGENTS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We consider a multi-agent convex optimization problem where agents are to minimize a sum of local objective functions subject to a global inequality constraint and a global constraint set. To deal with this, we devise a distributed primal-dual subgradient algorithm which is based on the characterization of the primal-dual optimal solutions as the saddle points of the Lagrangian function. This algorithm allows the agents to exchange information over networks with time-varying topologies and asymptotically agree on a pair of primal-dual optimal solutions and the optimal value.
引用
收藏
页码：4863 / 4868
页数：6
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