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 proceedingConference 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 languageEnglish
Title of host publication2015 European Control Conference, ECC 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1486-1491
Number of pages6
ISBN (Electronic)9783952426937
DOIs
Publication statusPublished - Nov 16 2015
Externally publishedYes
EventEuropean Control Conference, ECC 2015 - Linz, Austria
Duration: Jul 15 2015Jul 17 2015

Publication series

Name2015 European Control Conference, ECC 2015

Other

OtherEuropean Control Conference, ECC 2015
CountryAustria
CityLinz
Period7/15/157/17/15

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering

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