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Smooth Dynamics for Distributed Constrained Optimization with Heterogeneous Delays

Li, M and Yamashita, S and Hatanaka, T and Chesi, G Smooth Dynamics for Distributed Constrained Optimization with Heterogeneous Delays. (Unpublished)

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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.

Item Type: Article
Uncontrolled Keywords: math.OC math.OC
Subjects: UNSPECIFIED
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 15 Mar 2021 20:12
Last Modified: 22 Jul 2021 06:27
DOI: 10.1109/LCSYS.2020.2989372