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Distributed dual consensus algorithm for time-varying optimization with coupled equality constraint

Author

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  • Yue, Yuanyuan
  • Liu, Qingshan

Abstract

This paper introduces a distributed continuous-time algorithm that utilizes dual consensus to tackle the optimization problem involving time-varying (TV) local objective functions and TV coupled equality constraint. Here, the local objective functions can be any strongly convex functions. The optimum solution is represented by a trajectory rather than a fixed point, owing to the dynamic nature of the objective functions and the constraint. The initial step involves converting the studied problem into an equivalent saddle-point problem. Subsequently, we provide the optimal conditions for this transformed problem. Then a distributed continuous-time algorithm based on dual consensus is provided, guaranteeing that all agents possess the capability to discover and follow the optimal TV trajectories. It is noticeable that there are no limitations imposed on the information regarding local objective functions and the coupled equality constraint except for the strongly convexity of local objective functions. In addition, two simulation instances and the comparisons with state-of-the-art methods are performed in order to validate the proposed algorithm.

Suggested Citation

  • Yue, Yuanyuan & Liu, Qingshan, 2024. "Distributed dual consensus algorithm for time-varying optimization with coupled equality constraint," Applied Mathematics and Computation, Elsevier, vol. 474(C).
    • Handle: RePEc:eee:apmaco:v:474:y:2024:i:c:s009630032400184x
    DOI: 10.1016/j.amc.2024.128712
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