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Article: Smooth dynamics for distributed constrained optimization with heterogeneous delays

TitleSmooth dynamics for distributed constrained optimization with heterogeneous delays
Authors
KeywordsDistributed optimization
Passivity
Delays
Issue Date2020
PublisherInstitute of Electrical and Electronics Engineers. The Journal's web site is located at https://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=7782633
Citation
IEEE Control Systems Letters, 2020, v. 4 n. 3, p. 626-631 How to Cite?
AbstractThis letter investigates the distributed constrained optimization problem under inter-agent communication delays from the perspective of passivity. First, we propose a continuous-time algorithm for distributed constrained optimization with general convex objective functions. The asymptotic stability under general convexity is guaranteed by the phase lead compensation. The inequality constraints are handled by adopting a projection-free generalized Lagrangian, whose primal-dual gradient dynamics preserves passivity and smoothness, enabling the application of the LaSalle's invariance principle in the presence of delays. Then, we incorporate the scattering transformation into the proposed algorithm to enhance the robustness against unknown and heterogeneous communication delays. Finally, a numerical example of a matching problem is provided to illustrate the results.
Persistent Identifierhttp://hdl.handle.net/10722/284559
ISSN
2023 Impact Factor: 2.4
2023 SCImago Journal Rankings: 1.597
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorLi, M-
dc.contributor.authorYamashita, S-
dc.contributor.authorHatanaka, T-
dc.contributor.authorChesi, G-
dc.date.accessioned2020-08-07T08:59:21Z-
dc.date.available2020-08-07T08:59:21Z-
dc.date.issued2020-
dc.identifier.citationIEEE Control Systems Letters, 2020, v. 4 n. 3, p. 626-631-
dc.identifier.issn2475-1456-
dc.identifier.urihttp://hdl.handle.net/10722/284559-
dc.description.abstractThis letter investigates the distributed constrained optimization problem under inter-agent communication delays from the perspective of passivity. First, we propose a continuous-time algorithm for distributed constrained optimization with general convex objective functions. The asymptotic stability under general convexity is guaranteed by the phase lead compensation. The inequality constraints are handled by adopting a projection-free generalized Lagrangian, whose primal-dual gradient dynamics preserves passivity and smoothness, enabling the application of the LaSalle's invariance principle in the presence of delays. Then, we incorporate the scattering transformation into the proposed algorithm to enhance the robustness against unknown and heterogeneous communication delays. Finally, a numerical example of a matching problem is provided to illustrate the results.-
dc.languageeng-
dc.publisherInstitute of Electrical and Electronics Engineers. The Journal's web site is located at https://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=7782633-
dc.relation.ispartofIEEE Control Systems Letters-
dc.rightsIEEE Control Systems Letters. Copyright © Institute of Electrical and Electronics Engineers.-
dc.rights©2020 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.-
dc.subjectDistributed optimization-
dc.subjectPassivity-
dc.subjectDelays-
dc.titleSmooth dynamics for distributed constrained optimization with heterogeneous delays-
dc.typeArticle-
dc.identifier.emailChesi, G: chesi@eee.hku.hk-
dc.identifier.authorityChesi, G=rp00100-
dc.description.naturepostprint-
dc.identifier.doi10.1109/LCSYS.2020.2989372-
dc.identifier.scopuseid_2-s2.0-85087425011-
dc.identifier.hkuros312354-
dc.identifier.volume4-
dc.identifier.issue3-
dc.identifier.spage626-
dc.identifier.epage631-
dc.identifier.isiWOS:000537052700001-
dc.publisher.placeUnited States-
dc.identifier.issnl2475-1456-

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