Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks
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 co...
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| Format: | Article |
| Language: | English |
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Wiley
2017-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2017/3610283 |
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| _version_ | 1849396214079946752 |
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| author | Jueyou Li Chuanye Gu Zhiyou Wu Changzhi Wu |
| author_facet | Jueyou Li Chuanye Gu Zhiyou Wu Changzhi Wu |
| author_sort | Jueyou Li |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-b0f768ea6f4744cd99963cff7842c93b |
| institution | Kabale University |
| issn | 1076-2787 1099-0526 |
| language | English |
| publishDate | 2017-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-b0f768ea6f4744cd99963cff7842c93b2025-08-20T03:39:25ZengWileyComplexity1076-27871099-05262017-01-01201710.1155/2017/36102833610283Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying NetworksJueyou Li0Chuanye Gu1Zhiyou Wu2Changzhi Wu3School of Mathematical Sciences, Chongqing Normal University, Chongqing 400047, ChinaSchool of Mathematical Sciences, Chongqing Normal University, Chongqing 400047, ChinaSchool of Mathematical Sciences, Chongqing Normal University, Chongqing 400047, ChinaAustralasian Joint Research Centre for Building Information Modelling, School of Built Environment, Curtin University, Bentley, WA 6102, AustraliaNetwork-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.http://dx.doi.org/10.1155/2017/3610283 |
| spellingShingle | Jueyou Li Chuanye Gu Zhiyou Wu Changzhi Wu Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks Complexity |
| title | Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks |
| title_full | Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks |
| title_fullStr | Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks |
| title_full_unstemmed | Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks |
| title_short | Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks |
| title_sort | distributed optimization methods for nonconvex problems with inequality constraints over time varying networks |
| url | http://dx.doi.org/10.1155/2017/3610283 |
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