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Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks

机译:时变网络上具有不等式约束的非凸问题的分布式优化方法

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Network-structured optimization problems are found widely in engineering applications. In this paper, we investigate a nonconvex distributed optimization problem with inequality constraints associated with a time-varying multiagent network, in which each agent is allowed to locally access its own cost function and collaboratively minimize a sum of nonconvex cost functions for all the agents in the network. Based on successive convex approximation techniques, we first approximate locally the nonconvex problem by a sequence of strongly convex constrained subproblems. In order to realize distributed computation, we then exploit the exact penalty function method to transform the sequence of convex constrained subproblems into unconstrained ones. Finally, a fully distributed method is designed to solve the unconstrained subproblems. The convergence of the proposed algorithm is rigorously established, which shows that the algorithm can converge asymptotically to a stationary solution of the problem under consideration. Several simulation results are illustrated to show the performance of the proposed method.
机译:在工程应用中广泛发现网络结构优化问题。在本文中,我们研究了一个时变多主体网络具有不等式约束的非凸分布优化问题,其中每个代理被允许本地访问其自身的成本函数,并协作地最小化所有代理的非凸成本函数之和。网络。基于连续凸逼近技术,我们首先通过一系列强凸约束子问题局部逼近非凸问题。为了实现分布式计算,我们利用精确罚函数法将凸约束子问题序列转化为非约束子问题。最后,设计了一种完全分布式的方法来解决无约束的子问题。严格建立了所提出算法的收敛性,这表明该算法可以渐近收敛到所考虑问题的平稳解。仿真结果表明了该方法的性能。

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