Distributed continuous-time optimization for convex problems with coupling linear inequality constraints

Oleg O. Khamisov ()
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Oleg O. Khamisov: Skolkovo Institute of Science and Technology

Computational Management Science, 2024, vol. 21, issue 1, No 21, 20 pages

Abstract: Abstract In this paper we propose a novel distributed continuous-time algorithm aimed to solve optimization problems with cost function being a sum of local strictly convex multidimensional functions associated to individual agents. Additionally, the problems can have coupled equality and inequality constraints. We prove global asymptotic convergence of the algorithm for a connected graph topology. In order to investigate its practical implementation, we analyze convergence when Euler method is applied to represent discrete-time communication. Finally, we support our results with numerical experiments of the developed approach application for power balancing in New England power system.

Keywords: Distributed optimization; Convex optimization; Multi-agent systems; Constraints-coupled optimization (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10287-024-00501-6

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