On Distributed Convex Optimization Under Inequality and Equality Constraints

被引:609
作者
Zhu, Minghui [1 ]
Martinez, Sonia [1 ]
机构
[1] Univ Calif San Diego, Dept Mech & Aerosp Engn, La Jolla, CA 92093 USA
关键词
Cooperative control; distributed optimization; multi-agent systems; CONSENSUS; ALGORITHMS; FLOW;
D O I
10.1109/TAC.2011.2167817
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 general multi-agent convex optimization problem where the agents are to collectively minimize a global objective function subject to a global inequality constraint, a global equality constraint, and a global constraint set. The objective function is defined by a sum of local objective functions, while the global constraint set is produced by the intersection of local constraint sets. In particular, we study two cases: one where the equality constraint is absent, and the other where the local constraint sets are identical. We devise two distributed primal-dual subgradient algorithms based on the characterization of the primal-dual optimal solutions as the saddle points of the Lagrangian and penalty functions. These algorithms can be implemented over networks with dynamically changing topologies but satisfying a standard connectivity property, and allow the agents to asymptotically agree on optimal solutions and optimal values of the optimization problem under the Slater's condition.
引用
收藏
页码:151 / 164
页数:14
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