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Continuous-time distributed optimization with strictly pseudoconvex objective functions

delete2022-01-01
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PRE
AI
H
Hang Xu
K
Kaihong Lu *
DOI:10.1016/j.jfranklin.2021.11.034delete
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Abstract

Abstract

En 中文
In this paper, the distributed optimization problem is investigated by employing a continuous-time multi-agent system. The objective of agents is to cooperatively minimize the sum of local objective functions subject to a convex set. Unlike most of the existing works on distributed convex optimization, here we consider the case where the objective function is pseudoconvex. In order to solve this problem, we propose a continuous-time distributed project gradient algorithm. When running the presented algorithm, each agent uses only its own objective function and its own state information and the relative state information between itself and its adjacent agents to update its state value. The communication topology is represented by a time-varying digraph. Under mild assumptions on the graph and the objective function, it shows that the multi-agent system asymptotically reaches consensus and the consensus state is the solution to the optimization problem. Finally, several simulations are carried out to verify the correctness of our theoretical achievements. (C) 2021 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
Keywords:
NEURODYNAMIC APPROACH
CONVEX-OPTIMIZATION
MULTIAGENT SYSTEMS
ALGORITHM
CONSENSUS
TRACKING

Journal

J
Journal of the Franklin Institute-Engineering and Applied Mathematics
IF:
3.7
Papers:
6.3K
Citations:
1.5W

Organization

J
Jiangsu University
Scholars:
4.0W
Papers: 2.8W
Citations: 5.5W