Distributed constrained optimization using a projected differential inclusion

Xianlin Zeng; Peng Yi; Jie Chen

doi:10.1109/RCAR.2018.8621846

Distributed constrained optimization using a projected differential inclusion

Xianlin Zeng
, Peng Yi
, Jie Chen

Beijing Institute of Technology
Washington University St. Louis

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

This paper designs a distributed algorithm for large-scale constrained optimization problems, where the agents cooperate with each other based on local information and communication information. The objective functions may be nonmsooth and the variable is subject to set constraints. This paper proposes a distributed continuous-time solver based on stability theory and optimization theory. The designed projected differential inclusion has solutions even though it is nonconvex and its convergence to one of solutions to the optimization problem is proved rigorously. The projected differential design may also be applied to other more general optimization problems and the methodology is illustrated through a numerical simulation.

Original language	English
Title of host publication	2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	337-342
Number of pages	6
ISBN (Electronic)	9781538668689
DOIs	https://doi.org/10.1109/RCAR.2018.8621846
State	Published - 2 Jul 2018
Externally published	Yes
Event	2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018 - Kandima, Maldives Duration: 1 Aug 2018 → 5 Aug 2018

Publication series

Name	2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018

Conference

Conference	2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018
Country/Territory	Maldives
City	Kandima
Period	1/08/18 → 5/08/18

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10.1109/RCAR.2018.8621846

Cite this

Zeng, X., Yi, P., & Chen, J. (2018). Distributed constrained optimization using a projected differential inclusion. In 2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018 (pp. 337-342). Article 8621846 (2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/RCAR.2018.8621846

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title = "Distributed constrained optimization using a projected differential inclusion",

abstract = "This paper designs a distributed algorithm for large-scale constrained optimization problems, where the agents cooperate with each other based on local information and communication information. The objective functions may be nonmsooth and the variable is subject to set constraints. This paper proposes a distributed continuous-time solver based on stability theory and optimization theory. The designed projected differential inclusion has solutions even though it is nonconvex and its convergence to one of solutions to the optimization problem is proved rigorously. The projected differential design may also be applied to other more general optimization problems and the methodology is illustrated through a numerical simulation.",

author = "Xianlin Zeng and Peng Yi and Jie Chen",

note = "Publisher Copyright: {\textcopyright} 2018 IEEE.; 2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018 ; Conference date: 01-08-2018 Through 05-08-2018",

year = "2018",

month = jul,

day = "2",

doi = "10.1109/RCAR.2018.8621846",

language = "英语",

series = "2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018",

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Zeng, X, Yi, P & Chen, J 2018, Distributed constrained optimization using a projected differential inclusion. in 2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018., 8621846, 2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018, Institute of Electrical and Electronics Engineers Inc., pp. 337-342, 2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018, Kandima, Maldives, 1/08/18. https://doi.org/10.1109/RCAR.2018.8621846

Distributed constrained optimization using a projected differential inclusion. / Zeng, Xianlin; Yi, Peng; Chen, Jie.
2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018. Institute of Electrical and Electronics Engineers Inc., 2018. p. 337-342 8621846 (2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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N2 - This paper designs a distributed algorithm for large-scale constrained optimization problems, where the agents cooperate with each other based on local information and communication information. The objective functions may be nonmsooth and the variable is subject to set constraints. This paper proposes a distributed continuous-time solver based on stability theory and optimization theory. The designed projected differential inclusion has solutions even though it is nonconvex and its convergence to one of solutions to the optimization problem is proved rigorously. The projected differential design may also be applied to other more general optimization problems and the methodology is illustrated through a numerical simulation.

AB - This paper designs a distributed algorithm for large-scale constrained optimization problems, where the agents cooperate with each other based on local information and communication information. The objective functions may be nonmsooth and the variable is subject to set constraints. This paper proposes a distributed continuous-time solver based on stability theory and optimization theory. The designed projected differential inclusion has solutions even though it is nonconvex and its convergence to one of solutions to the optimization problem is proved rigorously. The projected differential design may also be applied to other more general optimization problems and the methodology is illustrated through a numerical simulation.

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Zeng X, Yi P, Chen J. Distributed constrained optimization using a projected differential inclusion. In 2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018. Institute of Electrical and Electronics Engineers Inc. 2018. p. 337-342. 8621846. (2018 IEEE International Conference on Real-Time Computing and Robotics, RCAR 2018). doi: 10.1109/RCAR.2018.8621846

Distributed constrained optimization using a projected differential inclusion

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