Solving Specified-Time Distributed Optimization Problem via Sampled-Data-Based Algorithm

被引:16
作者
Zhou, Jialing [1 ]
Lv, Yuezu [2 ]
Wen, Changyun [3 ]
Wen, Guanghui [4 ]
机构
[1] Nanjing Univ Sci & Technol, Sch Automat, Nanjing 210094, Peoples R China
[2] Beijing Inst Technol, Adv Res Inst Multidisciplinary Sci, Beijing 10081, Peoples R China
[3] Nanyang Technol Univ, Sch Elect & Elect Engn, Nanyang Ave, Singapore 639798, Singapore
[4] Southeast Univ, Sch Math, Nanjing 211189, Peoples R China
来源
IEEE TRANSACTIONS ON NETWORK SCIENCE AND ENGINEERING | 2022年 / 9卷 / 04期
基金
中国国家自然科学基金; 中国博士后科学基金;
关键词
Optimization; Topology; Symmetric matrices; Resource management; Laplace equations; Convergence; Eigenvalues and eigenfunctions; Directed graph; distributed resource allocation; multi-agent network; sampled-data communication; specified-time distributed optimization; ECONOMIC-DISPATCH; RESOURCE-ALLOCATION; CONVEX-OPTIMIZATION; CONSENSUS; COORDINATION; CONVERGENCE;
D O I
10.1109/TNSE.2022.3169151
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
Despite significant advances on distributed continuous-time optimization of multi-agent networks, there is still lack of an efficient algorithm to achieve the goal of distributed optimization at a pre-specified time, especially for the case with unbalanced directed topologies. Herein, a new out-degree based design structure is proposed for connected agents with directed topologies to collectively minimize the sum of individual objective functions and keep satisfying an equality constraint. With the designed algorithm, the settling time of distributed optimization can be exactly predefined. The specified selection of such a settling time is independent of not only the initial conditions of agents, but also the algorithm parameters and the communication topologies. Furthermore, the proposed algorithm can realize specified-time optimization by exchanging information among neighbors only at discrete sampling instants and thus reduces the communication burden. In addition, the equality constraint is always satisfied during the whole process, which makes the proposed algorithm applicable to online solving distributed optimization problems such as energy resource allocation. For the special case of undirected communication topologies, a reduced-order algorithm is also designed. Finally, the effectiveness of the theoretical analysis is justified by numerical simulations.
引用
收藏
页码:2747 / 2758
页数:12
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