Abstract
This chapter studies a class of generic distributed convex optimization problems. In particular, each agent is associated with a private objective function and a private convex constraint set. Meanwhile, all the agents are subject to a pair of global inequality and equality constraints. The key feature of the problem is that all the component functions depend upon a global decision variable. The agents aim to agree upon two global quantities: (1) a global minimizer of the sum of all private objective functions, simultaneously enforcing all the given constraints; (2) the induced optimal value.
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Notes
- 1.
Each agent i executes the update law of \(y^i(k)\) for \(k\ge 1\).
- 2.
Each agent i executes the update law of \(y^i(k)\) for \(k\ge 1\).
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Zhu, M., MartÃnez, S. (2015). Distributed Cooperative Optimization. In: Distributed Optimization-Based Control of Multi-Agent Networks in Complex Environments. SpringerBriefs in Electrical and Computer Engineering(). Springer, Cham. https://doi.org/10.1007/978-3-319-19072-3_2
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