CUED Publications database

Generalized Lagrange Multiplier Method and KKT Conditions With an Application to Distributed Optimization

Li, M (2019) Generalized Lagrange Multiplier Method and KKT Conditions With an Application to Distributed Optimization. IEEE Transactions on Circuits and Systems II: Express Briefs, 66. pp. 252-256. ISSN 1549-7747

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Abstract

The Lagrange multiplier method is widely used for solving constrained optimization problems. In this brief, the classic Lagrangians are generalized to a wider class of functions that satisfies the strong duality between primal and dual problems. Then the generalized Karush-Kuhn-Tucker conditions for this generalized Lagrange multiplier method are derived. This useful method has applications in optimization problems and designs of consensus protocols, which is demonstrated by proposing a new continuous-time algorithm and its distributed version for optimization. The convergence advantages of the distributed algorithm are shown in a simulation example.

Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 01 Mar 2021 20:13
Last Modified: 02 Sep 2021 06:01
DOI: 10.1109/TCSII.2018.2842085