1. Distributed decision-coupled constrained optimization via Proximal-Tracking.
- Author
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Falsone, Alessandro and Prandini, Maria
- Subjects
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CONSTRAINED optimization , *COST functions , *DISTRIBUTED algorithms , *ARTIFICIAL satellite tracking , *MATHEMATICAL optimization , *COMPUTER simulation , *ALGORITHMS - Abstract
In this paper we deal with decision-coupled problems involving multiple agents over a network. Each agent has its own local objective function and local constraints, and all agents aim at finding the value of a common decision vector that minimizes the sum of all agents' cost functions and satisfies all local constraints. To this purpose, we introduce a Proximal-Tracking distributed optimization algorithm that integrates dynamic average consensus within the proximal minimization method. Convergence to an optimal consensus solution is guaranteed for any value of a constant penalty parameter, under a convexity assumption only, without requiring differentiability, Lipschitz continuity, or smoothness of the local objective functions. Numerical simulations show the effectiveness of the proposed scheme. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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