Distributed optimization with equality and inequality constraints with delayed information of feasibility

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

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This paper proposes a protocol for a distributed optimization problem in multi-agent networks with equality and inequality constraints. Instead of computing dual optimizations as in previous protocols that can handle constraints, the proposed protocol utilizes additional data of information on past fulfillment of the constraints. Since equality constraints no longer enjoy techniques exploiting strict feasibility of inequality constraints, problems with equality constraints can never be solved by simply extending methods for inequality constraints. To develop a protocol, this paper introduces two diminishing parameters, one of which controls step sizes of decision variables moving to an optimum, while the other specifies the error bound of the equality constraints in each step of iteration. Appropriate choices of these parameters lead to a proof of consensus and convergence of the proposed protocol. A computational example is provided that illustrates the new protocol.

Original languageEnglish
Title of host publication2015 10th Asian Control Conference
Subtitle of host publicationEmerging Control Techniques for a Sustainable World, ASCC 2015
EditorsHazlina Selamat, Hafiz Rashidi Haruna Ramli, Ahmad Athif Mohd Faudzi, Ribhan Zafira Abdul Rahman, Asnor Juraiza Ishak, Azura Che Soh, Siti Anom Ahmad
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781479978625
DOIs
Publication statusPublished - Sep 8 2015
Externally publishedYes
Event10th Asian Control Conference, ASCC 2015 - Kota Kinabalu, Malaysia
Duration: May 31 2015Jun 3 2015

Publication series

Name2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015

Other

Other10th Asian Control Conference, ASCC 2015
CountryMalaysia
CityKota Kinabalu
Period5/31/156/3/15

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering

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