Distributed Nonsmooth Optimization with Consensus and Inequality Constraints via Distributed Smooth Proximal-Splitting Algorithm

Yue Wei; Hao Fang; Lihua Dou; Qingkai Yang

doi:10.1109/ICCA51439.2020.9264474

Distributed Nonsmooth Optimization with Consensus and Inequality Constraints via Distributed Smooth Proximal-Splitting Algorithm

Yue Wei, Hao Fang, Lihua Dou, Qingkai Yang

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2 Citations (Scopus)

Abstract

This paper investigates a class of distributed nonsmooth optimization problems with consensus and inequality constraints. Each local cost function contains a smooth convex function and two nonsmooth convex functions. Moreover, consensus needs to be achieved at the optimal solution of these problems. With the help of splitting method, a distributed smooth proximal-splitting algorithm is proposed in this paper. The convergence analysis of this algorithm is conducted by employing Lyapunov stability theory and the property of proximal operator. Combining with simulation results, it is shown that the multi-agent system steered by the proposed algorithm can reach consensus on the optimal point while satisfying inequality constraints.

Original language	English
Title of host publication	2020 IEEE 16th International Conference on Control and Automation, ICCA 2020
Publisher	IEEE Computer Society
Pages	552-557
Number of pages	6
ISBN (Electronic)	9781728190938
DOIs	https://doi.org/10.1109/ICCA51439.2020.9264474
Publication status	Published - 9 Oct 2020
Externally published	Yes
Event	16th IEEE International Conference on Control and Automation, ICCA 2020 - Virtual, Sapporo, Hokkaido, Japan Duration: 9 Oct 2020 → 11 Oct 2020

Publication series

Name	IEEE International Conference on Control and Automation, ICCA
Volume	2020-October
ISSN (Print)	1948-3449
ISSN (Electronic)	1948-3457

Conference

Conference	16th IEEE International Conference on Control and Automation, ICCA 2020
Country/Territory	Japan
City	Virtual, Sapporo, Hokkaido
Period	9/10/20 → 11/10/20

Access to Document

10.1109/ICCA51439.2020.9264474

Cite this

Wei, Y., Fang, H., Dou, L., & Yang, Q. (2020). Distributed Nonsmooth Optimization with Consensus and Inequality Constraints via Distributed Smooth Proximal-Splitting Algorithm. In 2020 IEEE 16th International Conference on Control and Automation, ICCA 2020 (pp. 552-557). Article 9264474 (IEEE International Conference on Control and Automation, ICCA; Vol. 2020-October). IEEE Computer Society. https://doi.org/10.1109/ICCA51439.2020.9264474

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title = "Distributed Nonsmooth Optimization with Consensus and Inequality Constraints via Distributed Smooth Proximal-Splitting Algorithm",

abstract = "This paper investigates a class of distributed nonsmooth optimization problems with consensus and inequality constraints. Each local cost function contains a smooth convex function and two nonsmooth convex functions. Moreover, consensus needs to be achieved at the optimal solution of these problems. With the help of splitting method, a distributed smooth proximal-splitting algorithm is proposed in this paper. The convergence analysis of this algorithm is conducted by employing Lyapunov stability theory and the property of proximal operator. Combining with simulation results, it is shown that the multi-agent system steered by the proposed algorithm can reach consensus on the optimal point while satisfying inequality constraints.",

author = "Yue Wei and Hao Fang and Lihua Dou and Qingkai Yang",

note = "Publisher Copyright: {\textcopyright} 2020 IEEE.; 16th IEEE International Conference on Control and Automation, ICCA 2020 ; Conference date: 09-10-2020 Through 11-10-2020",

year = "2020",

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doi = "10.1109/ICCA51439.2020.9264474",

language = "English",

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Wei, Y, Fang, H, Dou, L & Yang, Q 2020, Distributed Nonsmooth Optimization with Consensus and Inequality Constraints via Distributed Smooth Proximal-Splitting Algorithm. in 2020 IEEE 16th International Conference on Control and Automation, ICCA 2020., 9264474, IEEE International Conference on Control and Automation, ICCA, vol. 2020-October, IEEE Computer Society, pp. 552-557, 16th IEEE International Conference on Control and Automation, ICCA 2020, Virtual, Sapporo, Hokkaido, Japan, 9/10/20. https://doi.org/10.1109/ICCA51439.2020.9264474

Distributed Nonsmooth Optimization with Consensus and Inequality Constraints via Distributed Smooth Proximal-Splitting Algorithm. / Wei, Yue; Fang, Hao; Dou, Lihua et al.
2020 IEEE 16th International Conference on Control and Automation, ICCA 2020. IEEE Computer Society, 2020. p. 552-557 9264474 (IEEE International Conference on Control and Automation, ICCA; Vol. 2020-October).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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T1 - Distributed Nonsmooth Optimization with Consensus and Inequality Constraints via Distributed Smooth Proximal-Splitting Algorithm

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AU - Yang, Qingkai

PY - 2020/10/9

Y1 - 2020/10/9

N2 - This paper investigates a class of distributed nonsmooth optimization problems with consensus and inequality constraints. Each local cost function contains a smooth convex function and two nonsmooth convex functions. Moreover, consensus needs to be achieved at the optimal solution of these problems. With the help of splitting method, a distributed smooth proximal-splitting algorithm is proposed in this paper. The convergence analysis of this algorithm is conducted by employing Lyapunov stability theory and the property of proximal operator. Combining with simulation results, it is shown that the multi-agent system steered by the proposed algorithm can reach consensus on the optimal point while satisfying inequality constraints.

AB - This paper investigates a class of distributed nonsmooth optimization problems with consensus and inequality constraints. Each local cost function contains a smooth convex function and two nonsmooth convex functions. Moreover, consensus needs to be achieved at the optimal solution of these problems. With the help of splitting method, a distributed smooth proximal-splitting algorithm is proposed in this paper. The convergence analysis of this algorithm is conducted by employing Lyapunov stability theory and the property of proximal operator. Combining with simulation results, it is shown that the multi-agent system steered by the proposed algorithm can reach consensus on the optimal point while satisfying inequality constraints.

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DO - 10.1109/ICCA51439.2020.9264474

M3 - Conference contribution

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T3 - IEEE International Conference on Control and Automation, ICCA

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BT - 2020 IEEE 16th International Conference on Control and Automation, ICCA 2020

PB - IEEE Computer Society

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Wei Y, Fang H, Dou L, Yang Q. Distributed Nonsmooth Optimization with Consensus and Inequality Constraints via Distributed Smooth Proximal-Splitting Algorithm. In 2020 IEEE 16th International Conference on Control and Automation, ICCA 2020. IEEE Computer Society. 2020. p. 552-557. 9264474. (IEEE International Conference on Control and Automation, ICCA). doi: 10.1109/ICCA51439.2020.9264474

Distributed Nonsmooth Optimization with Consensus and Inequality Constraints via Distributed Smooth Proximal-Splitting Algorithm

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