Neurodynamic approaches for multi-agent distributed optimization.

Journal: Neural networks : the official journal of the International Neural Network Society
PMID:

Abstract

This paper considers a class of multi-agent distributed convex optimization with a common set of constraints and provides several continuous-time neurodynamic approaches. In problem transformation, l and l penalty methods are used respectively to cast the linear consensus constraint into the objective function, which avoids introducing auxiliary variables and only involves information exchange among primal variables in the process of solving the problem. For nonsmooth cost functions, two differential inclusions with projection operator are proposed. Without convexity of the differential inclusions, the asymptotic behavior and convergence properties are explored. For smooth cost functions, by harnessing the smoothness of l penalty function, finite- and fixed-time convergent algorithms are provided via a specifically designed average consensus estimator. Finally, several numerical examples in the multi-agent simulation environment are conducted to illustrate the effectiveness of the proposed neurodynamic approaches.

Authors

  • Luyao Guo
    School of Mathematics, Southeast University, Nanjing 210096, China. Electronic address: ly_guo@seu.edu.cn.
  • Iakov Korovin
    Scientific Research Institute of Multiprocessor Computer Systems, Southern Federal University, Taganrog, 347928, Russia. Electronic address: korovin_yakov@mail.ru.
  • Sergey Gorbachev
    ITMO University, Saint Peterburg, 197101, Russia. Electronic address: hanuman1000@mail.ru.
  • Xinli Shi
    School of Cyber Science & Engineering, Southeast University, Nanjing 210096, China. Electronic address: xinli_shi@seu.edu.cn.
  • Nadezhda Gorbacheva
    Scientific Research Institute of Multiprocessor Computer Systems, Southern Federal University, Taganrog, 347928, Russia. Electronic address: nadia7@sibmail.com.
  • Jinde Cao