Smooth Dynamics for Distributed Constrained Optimization with Heterogeneous Delays

DOI10.1109/LCSYS.2020.2989372arXiv2002.12584MaRDI QIDQ6335757FDOQ6335757

Authors: Mengmou Li, Shunya Yamashita, Takeshi Hatanaka, Graziano Chesi 

Publication date: 28 February 2020

Abstract: This work 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.

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