标题：Continuous-time distributed convex optimization with set constraints
作者：Liu, Shuai ;Qiu, Zhirong ;Xie, Lihua
作者机构：[Liu, Shuai ] School of Control Science and Engineering, Shandong University, Jinan, China;[Liu, Shuai ;Qiu, Zhirong ;Xie, Lihua ] School of EEE, Nany 更多
会议名称：19th IFAC World Congress on International Federation of Automatic Control, IFAC 2014
会议日期：24 August 2014 through 29 August 2014
来源：IFAC Proceedings Volumes (IFAC-PapersOnline)
关键词：Convex optimization; Distributed; Gradient; Multi-agent system; Set constraint
摘要：We study a distributed convex optimization problem with set constraints. The objective function is a summation of strictly convex functions. Based on a multi-agent system formulation, we consider that each node is with continuous-time dynamics and can only access its local objective function. Meanwhile, each node is subject to a common convex set constraint. The nodes can exchange local information with their neighbor nodes. A distributed gradient-based control protocol is applied to each node. It is shown that when the nodes are connected as an undirected graph and the time-varying gains of the gradients satisfy a persistence condition, the states of all the nodes will converge to the unique optimal point subject to the set constraints. Numerical examples are provided to demonstrate the results. © IFAC.