Distributed constrained optimization protocol via an exact penalty method

Izumi Masubuchi; Takayuki Wada; Toru Asai; Nguyen Thi Hoai Linh; Yuzo Ohta; Yasumasa Fujisaki

doi:10.1109/ECC.2015.7330749

Distributed constrained optimization protocol via an exact penalty method

Izumi Masubuchi, Takayuki Wada, Toru Asai, Nguyen Thi Hoai Linh, Yuzo Ohta, Yasumasa Fujisaki

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

1 Citation (Scopus)

Abstract

The purpose of this paper is to propose a protocol for distributed multi-agent optimization problem to minimize the average of objective functions of the agents in the network with satisfying constraints of each agent. The exact penalty method is applied to distributed optimization via a linear protocol, with employing two step-size parameters for the objective function and the constraint function of each agent. The proposed protocol works only with the decision variables and does not need additional variables such as dual variables. A proof of the convergence of the proposed protocol is provided as well as the boundedness under mild assumptions. The protocol is also illustrated by a numerical example.

Original language	English
Title of host publication	2015 European Control Conference, ECC 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1486-1491
Number of pages	6
ISBN (Electronic)	9783952426937
DOIs	https://doi.org/10.1109/ECC.2015.7330749
Publication status	Published - Nov 16 2015
Externally published	Yes
Event	European Control Conference, ECC 2015 - Linz, Austria Duration: Jul 15 2015 → Jul 17 2015

Publication series

Name	2015 European Control Conference, ECC 2015

Other

Other	European Control Conference, ECC 2015
Country/Territory	Austria
City	Linz
Period	7/15/15 → 7/17/15

All Science Journal Classification (ASJC) codes

Control and Systems Engineering

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10.1109/ECC.2015.7330749

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Masubuchi, I., Wada, T., Asai, T., Linh, N. T. H., Ohta, Y., & Fujisaki, Y. (2015). Distributed constrained optimization protocol via an exact penalty method. In 2015 European Control Conference, ECC 2015 (pp. 1486-1491). [7330749] (2015 European Control Conference, ECC 2015). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ECC.2015.7330749

Distributed constrained optimization protocol via an exact penalty method. / Masubuchi, Izumi; Wada, Takayuki; Asai, Toru et al.
2015 European Control Conference, ECC 2015. Institute of Electrical and Electronics Engineers Inc., 2015. p. 1486-1491 7330749 (2015 European Control Conference, ECC 2015).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Masubuchi, I, Wada, T, Asai, T, Linh, NTH, Ohta, Y & Fujisaki, Y 2015, Distributed constrained optimization protocol via an exact penalty method. in 2015 European Control Conference, ECC 2015., 7330749, 2015 European Control Conference, ECC 2015, Institute of Electrical and Electronics Engineers Inc., pp. 1486-1491, European Control Conference, ECC 2015, Linz, Austria, 7/15/15. https://doi.org/10.1109/ECC.2015.7330749

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abstract = "The purpose of this paper is to propose a protocol for distributed multi-agent optimization problem to minimize the average of objective functions of the agents in the network with satisfying constraints of each agent. The exact penalty method is applied to distributed optimization via a linear protocol, with employing two step-size parameters for the objective function and the constraint function of each agent. The proposed protocol works only with the decision variables and does not need additional variables such as dual variables. A proof of the convergence of the proposed protocol is provided as well as the boundedness under mild assumptions. The protocol is also illustrated by a numerical example.",

author = "Izumi Masubuchi and Takayuki Wada and Toru Asai and Linh, {Nguyen Thi Hoai} and Yuzo Ohta and Yasumasa Fujisaki",

note = "Funding Information: This work is supported by the Japan Science and Technology Agency, CREST Publisher Copyright: {\textcopyright} 2015 EUCA.; European Control Conference, ECC 2015 ; Conference date: 15-07-2015 Through 17-07-2015",

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doi = "10.1109/ECC.2015.7330749",

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AU - Fujisaki, Yasumasa

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N2 - The purpose of this paper is to propose a protocol for distributed multi-agent optimization problem to minimize the average of objective functions of the agents in the network with satisfying constraints of each agent. The exact penalty method is applied to distributed optimization via a linear protocol, with employing two step-size parameters for the objective function and the constraint function of each agent. The proposed protocol works only with the decision variables and does not need additional variables such as dual variables. A proof of the convergence of the proposed protocol is provided as well as the boundedness under mild assumptions. The protocol is also illustrated by a numerical example.

AB - The purpose of this paper is to propose a protocol for distributed multi-agent optimization problem to minimize the average of objective functions of the agents in the network with satisfying constraints of each agent. The exact penalty method is applied to distributed optimization via a linear protocol, with employing two step-size parameters for the objective function and the constraint function of each agent. The proposed protocol works only with the decision variables and does not need additional variables such as dual variables. A proof of the convergence of the proposed protocol is provided as well as the boundedness under mild assumptions. The protocol is also illustrated by a numerical example.

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Distributed constrained optimization protocol via an exact penalty method

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