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arXiv · 1611.05542

Distributed Nonsmooth Optimization with Coupled Inequality Constraints via Modified Lagrangian Function

Shu Liang·Xianlin Zeng·Yiguang Hong
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Abstract

This technical note considers a distributed convex optimization problem with nonsmooth cost functions and coupled nonlinear inequality constraints. To solve the problem, we first propose a modified Lagrangian function containing local multipliers and a nonsmooth penalty function. Then we construct a distributed continuous-time algorithm by virtue of a projected primal-dual subgradient dynamics. Based on the nonsmooth analysis and Lyapunov function, we obtain the existence of the solution to the nonsmooth algorithm and its convergence.

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Shu Liang, Xianlin Zeng, Yiguang Hong. 2017-05-07. Distributed Nonsmooth Optimization with Coupled Inequality Constraints via Modified Lagrangian Function. https://arxiv.org/abs/1611.05542

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