自动化学报2024,Vol.50Issue(1) :66-75.DOI:10.16383/j.aas.c210808

基于有向图的分布式连续时间非光滑耦合约束凸优化分析

Distributed Continuous-time Non-smooth Convex Optimization Analysis With Coupled Constraints Over Directed Graphs

刘奕葶 马铭莙 付俊
自动化学报2024,Vol.50Issue(1) :66-75.DOI:10.16383/j.aas.c210808

基于有向图的分布式连续时间非光滑耦合约束凸优化分析

Distributed Continuous-time Non-smooth Convex Optimization Analysis With Coupled Constraints Over Directed Graphs

刘奕葶 1马铭莙 1付俊1
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作者信息

  • 1. 东北大学流程工业综合自动化国家重点实验室 沈阳 110819
  • 折叠

摘要

研究一类分布式优化问题,其目标是在满足耦合不等式约束和局部可行集约束的情况下使非光滑全局代价函数值最小.首先,对原有的分布式连续时间投影算法进行拓展,结合线性代数理论分析,设计一个适用于强连通加权平衡有向通信网络拓扑图的算法.其次,在局部代价函数和耦合不等式约束函数是非光滑凸函数的假设条件下,利用Moreau-Yosida函数正则化使目标函数和约束函数近似光滑可微.然后,根据强连通加权平衡有向图的分布式连续时间投影算法构造李雅普诺夫函数,证明该算法下的平衡解是分布式优化问题最优解,并对算法进行收敛性分析.最后,通过数值仿真验证算法的有效性.

Abstract

In this paper,we study a class of distributed optimization problems whose objective is to minimize the value of a non-smooth global cost function while satisfying the coupling inequality constraint and the local feasible set constraint.First,we extend the original distributed continuous-time projection algorithm with linear algebraic theory analysis to design an algorithm for strongly connected weighted-balanced directed communication network topology graphs.Second,under the assumption that the local cost function and the coupled inequality constraint function are non-smooth convex functions,we use the Moreau-Yosida function regularization to make the objective function and the constraint function approximately smooth and differentiable.Then,the Lyapunov function is con-structed according to the distributed continuous time projection algorithm of the strongly connected weighted equi-librium directed graph,the equilibrium solution under this algorithm is proved to be the optimal solution of the dis-tributed optimization problem,as well as the convergence analysis of the algorithm is performed.Finally,the effect-iveness of the algorithm is verified by numerical simulation.

关键词

多智能体网络/分布式优化/加权平衡有向图/耦合不等式约束

Key words

Multi-agent networks/distributed optimization/weight-balanced digraphs/coupled inequality con-straints

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基金项目

国家重点研发计划(2018AAA0101603)

出版年

2024
自动化学报
中国自动化学会 中国科学院自动化研究所

自动化学报

CSTPCD北大核心
影响因子:1.762
ISSN:0254-4156
参考文献量5
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