Distributed Optimization With Nonconvex Velocity Constraints, Nonuniform Position Constraints, and Nonuniform Stepsizes

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Publication:5223768

DOI10.1109/TAC.2018.2872195zbMATH Open1482.90153arXiv1906.05982OpenAlexW2893086598WikidataQ129182882 ScholiaQ129182882MaRDI QIDQ5223768FDOQ5223768


Authors: Peng Lin, Wei Ren, Chunhua Yang, Weihua Gui Edit this on Wikidata


Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex velocity constraints and nonuniform stepsizes are proposed in the absence and the presence of nonuniform position constraints by introducing a switching mechanism to guarantee all agents' position states to remain in a bounded region. The algorithm gains need not to be predesigned and can be selected by each agent using its own and neighbours' information. By a model transformation, the original nonlinear time-varying system is converted into a linear time-varying one with a nonlinear error term. Based on the properties of stochastic matrices, it is shown that the optimization problem can be solved as long as the communication topologies are jointly strongly connected and balanced. Numerical examples are given to show the obtained theoretical results.


Full work available at URL: https://arxiv.org/abs/1906.05982







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