.png){kind=icon}
返回
Distributed Multiproximal Algorithm for Nonsmooth Convex Optimization With Coupled Inequality Constraints
.png){kind=icon}
PRE
AI
DOI：10.1109/TAC.2023.3293521.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
This article studies a class of distributed nonsmooth convex optimization problems subject to local set constraints and coupled nonlinear inequality constraints. In particular, each local objective function consists of one differentiable convex function and multiple nonsmooth convex functions. By applying multiple proximal splittings and derivative feedback techniques, a new distributed continuous-time multiproximal algorithm is developed, whose dynamics satisfies Lipschitz continuity even if the considered problem is nonsmooth. Compared with previous results that rely on either the differentiability or strong convexity of local objective functions, the proposed algorithm can be applied to more general functions, which are only convex and not necessarily smooth. Moreover, in contrast to some results that require some specific initial conditions, the developed algorithm is free of initialization. The convergence analysis of the proposed algorithm is conducted by applying Lyapunov stability theory. It is shown that the states of all the agents achieve consensus at an optimal solution. Finally, a numerical example is presented to demonstrate the effectiveness of the proposed algorithm.
Keyword:
Coupled inequality constraint
distributed algorithm
nonsmooth convex optimization
proximal splitting
期刊
IF:
7
论文数:
1.3W
被引数:
6.7W
机构
引用论文
Distributed constrained optimal consensus of multi-agent systems多智能体系统的分布式约束最优一致性.png)
AUTOMATICA
AUTOMATICAIF5.9
PREAI
分享收藏Distributed Continuous-Time Convex Optimization With Time-Varying Cost Functions具有时变成本函数的分布式连续时间凸优化
OAAI
OAAI分享收藏Continuous-Time Distributed Subgradient Algorithm for Convex Optimization With General Constraints求解一般约束凸优化问题的连续时间分布次梯度算法OAAI
OAAI分享收藏Distributed Nonsmooth Optimization With Coupled Inequality Constraints via Modified Lagrangian Function基于修正拉格朗日函数的耦合不等式约束分布式非光滑优化OAAI
OAAI分享收藏
查看更多内容