A Distributed Network System for Nonsmooth Coupled-Constrained Optimization

Wang, X; Yang, S; Guo, Z; Wen, S; Huang, T

A Distributed Network System for Nonsmooth Coupled-Constrained Optimization

Wang, X Yang, S Guo, Z Wen, S

Huang, T

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Publisher:: Institute of Electrical and Electronics Engineers (IEEE)
Publication Type:: Journal Article
Citation:: IEEE Transactions on Network Science and Engineering, 2022, 9, (5), pp. 3691-3700
Issue Date:: 2022-01-01

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Field	Value	Language
dc.contributor.author	Wang, X
dc.contributor.author	Yang, S
dc.contributor.author	Guo, Z
dc.contributor.author	Wen, S https://orcid.org/0000-0001-8077-7001
dc.contributor.author	Huang, T
dc.date.accessioned	2023-03-09T22:32:17Z
dc.date.available	2023-03-09T22:32:17Z
dc.date.issued	2022-01-01
dc.identifier.citation	IEEE Transactions on Network Science and Engineering, 2022, 9, (5), pp. 3691-3700
dc.identifier.issn	2334-329X
dc.identifier.issn	2327-4697
dc.identifier.uri	http://hdl.handle.net/10453/166901
dc.description.abstract	This paper addresses a class of distributed nonsmooth optimization problems whose objective function is a sum of convex local objective functions subjected to local set constraints and heterogeneous coupled constraints, including inequality and equality ones. To settle the problem, based on the consensus protocol for the Lagrangian multipliers of coupled constraints, we propose a distributed multi-agent network system with projected output feedback, which is different from the common projected primal-dual subgradient flow. It is proved that the output vector of the system is convergent to the optimal solution of the optimization problem from any initial state over connected communication networks. Finally, the effectiveness of the system is illustrated via two numerical examples.
dc.language	en
dc.publisher	Institute of Electrical and Electronics Engineers (IEEE)
dc.relation.ispartof	IEEE Transactions on Network Science and Engineering
dc.relation.isbasedon	10.1109/TNSE.2022.3178107
dc.rights	info:eu-repo/semantics/closedAccess
dc.title	A Distributed Network System for Nonsmooth Coupled-Constrained Optimization
dc.type	Journal Article
utslib.citation.volume	9
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Engineering and Information Technology
pubs.organisational-group	/University of Technology Sydney/Strength - AAII - Australian Artificial Intelligence Institute
utslib.copyright.status	closed_access	*
dc.date.updated	2023-03-09T22:32:16Z
pubs.issue	5
pubs.publication-status	Published
pubs.volume	9
utslib.citation.issue	5

Abstract:

This paper addresses a class of distributed nonsmooth optimization problems whose objective function is a sum of convex local objective functions subjected to local set constraints and heterogeneous coupled constraints, including inequality and equality ones. To settle the problem, based on the consensus protocol for the Lagrangian multipliers of coupled constraints, we propose a distributed multi-agent network system with projected output feedback, which is different from the common projected primal-dual subgradient flow. It is proved that the output vector of the system is convergent to the optimal solution of the optimization problem from any initial state over connected communication networks. Finally, the effectiveness of the system is illustrated via two numerical examples.

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http://hdl.handle.net/10453/166901