论文标题
分布式连续时间优化具有随时间变化的目标函数和不平等约束
Distributed Continuous-Time Optimization with Time-Varying Objective Functions and Inequality Constraints
论文作者
论文摘要
本文致力于分布式的连续时间优化问题，并具有随时间变化的目标函数和随时间变化的非线性不平等约束。与大多数研究的分布式优化问题不同于时间不变的目标函数和约束，本文的最佳解决方案是时间变化并形成轨迹。为了最大程度地减少仅使用本地信息和本地交互的时间变化的本地约束函数，我们提出了一个由滑动模式部分和基于Hessian的优化部分组成的分布式控制算法。在合适的假设下研究了所提出的算法降级算法与最佳溶液的渐近收敛性。通过模拟示例证明了所提出的方案的有效性。
This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with time-invariant objective functions and constraints, the optimal solution in this paper is time varying and forms a trajectory. To minimize the global time-varying objective function subject to time-varying local constraint functions using only local information and local interaction, we present a distributed control algorithm that consists of a sliding-mode part and a Hessian-based optimization part. The asymptotical convergence of the proposed algorithm to the optimal solution is studied under suitable assumptions. The effectiveness of the proposed scheme is demonstrated through a simulation example.
