A Lie bracket approximation approach to distributed optimization over directed graphs

DOI10.1016/J.AUTOMATICA.2019.108691MaRDI QIDQ2288690zbMATH OpenOpenAlexFDO

Authors Simon Michalowsky, Bahman Gharesifard, Christian Ebenbauer

Publication date 20 January 2020

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.05486

zbMATH Keywords

directed graphsdistributed optimizationLie bracketssaddle-point dynamics

Mathematics Subject Classification ID

Directed graphs (digraphs), tournaments (05C20) Topological methods (93B24) Networked control (93B70)

Abstract: We consider a group of computation units trying to cooperatively solve a distributed optimization problem with shared linear equality and inequality constraints. Assuming that the computation units are communicating over a network whose topology is described by a time-invariant directed graph, by combining saddle-point dynamics with Lie bracket approximation techniques we derive a methodology that allows to design distributed continuous-time optimization algorithms that solve this problem under minimal assumptions on the graph topology as well as on the structure of the constraints. We discuss several extensions as well as special cases in which the proposed procedure becomes particularly simple.

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Cited in

(3)

• ISS-like properties in Lie-bracket approximations and application to extremum seeking
• A Lie bracket approximation approach to distributed optimization over directed graphs
• Nonsmooth optimization by Lie bracket approximations into random directions

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