A Second-Order Multi-Agent Network for Bound-Constrained Distributed Optimization

作者：Liu, Qingshan^*; Wang, Jun

来源：IEEE Transactions on Automatic Control, 2015, 60(12): 3310-3315.

DOI：10.1109/TAC.2015.2416927

• Consensus
• distributed optimization
• Lyapunov function
• second-order multi-agent network

This technical note presents a second-order multi-agent network for distributed optimization with a sum of convex objective functions subject to bound constraints. In the multi-agent network, the agents connect each others locally as an undirected graph and know only their own objectives and constraints. The multi-agent network is proved to be able to reach consensus to the optimal solution under mild assumptions. Moreover, the consensus of the multi-agent network is converted to the convergence of a dynamical system, which is proved using the Lyapunov method. Compared with existing multi-agent networks for optimization, the second-order multi-agent network herein is capable of solving more general constrained distributed optimization problems. Simulation results on two numerical examples are presented to substantiate the performance and characteristics of the multi-agent network.

• 单位
  大连理工大学; 华中科技大学