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Article: Smooth dynamics for distributed constrained optimization with heterogeneous delays
Title | Smooth dynamics for distributed constrained optimization with heterogeneous delays |
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Authors | |
Keywords | Distributed optimization Passivity Delays |
Issue Date | 2020 |
Publisher | Institute 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? |
Abstract | This 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 Identifier | http://hdl.handle.net/10722/284559 |
ISSN | 2023 Impact Factor: 2.4 2023 SCImago Journal Rankings: 1.597 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Li, M | - |
dc.contributor.author | Yamashita, S | - |
dc.contributor.author | Hatanaka, T | - |
dc.contributor.author | Chesi, G | - |
dc.date.accessioned | 2020-08-07T08:59:21Z | - |
dc.date.available | 2020-08-07T08:59:21Z | - |
dc.date.issued | 2020 | - |
dc.identifier.citation | IEEE Control Systems Letters, 2020, v. 4 n. 3, p. 626-631 | - |
dc.identifier.issn | 2475-1456 | - |
dc.identifier.uri | http://hdl.handle.net/10722/284559 | - |
dc.description.abstract | This 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.language | eng | - |
dc.publisher | Institute of Electrical and Electronics Engineers. The Journal's web site is located at https://ieeexplore.ieee.org/xpl/RecentIssue.jsp?punumber=7782633 | - |
dc.relation.ispartof | IEEE Control Systems Letters | - |
dc.rights | IEEE 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.subject | Distributed optimization | - |
dc.subject | Passivity | - |
dc.subject | Delays | - |
dc.title | Smooth dynamics for distributed constrained optimization with heterogeneous delays | - |
dc.type | Article | - |
dc.identifier.email | Chesi, G: chesi@eee.hku.hk | - |
dc.identifier.authority | Chesi, G=rp00100 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1109/LCSYS.2020.2989372 | - |
dc.identifier.scopus | eid_2-s2.0-85087425011 | - |
dc.identifier.hkuros | 312354 | - |
dc.identifier.volume | 4 | - |
dc.identifier.issue | 3 | - |
dc.identifier.spage | 626 | - |
dc.identifier.epage | 631 | - |
dc.identifier.isi | WOS:000537052700001 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 2475-1456 | - |