An Exact Penalty Method for Constrained Distributed Optimization
作者单位：Key Laboratory of Systems and ControlInstitute of Systems ScienceChinese Academy of Sciences
会议名称：《第36届中国控制会议》
会议日期：2017年
学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学]
基 金：supported by NSFC(61573344,61603378) Beijing Natural Science Foundation(4152057) China Postdoctoral Science Foundation(2015M581190)
关 键 词：Exact penalty method distributed algorithm non-smooth optimization continuous-time multi-agent systems
摘 要：This paper focuses on a distributed non-smooth constrained optimization problem,in which the non-smoothness means the continuity but *** optimization deals with optimizing a sum of objective functions,each function is known by one agent due to many reasons such as privacy and *** all the agent reach an global optimal by communicating through an interaction *** proposed an exact penalty algorithm for constrained distributed optimization,which has some good properties when we design a continuous-time *** we rigorously prove the efficiency of this *** also put a numerical example to show the efficacy of the proposed algorithm.