Jorge Cortés
Professor
Cymer Corporation Endowed Chair
Exponentially fast distributed coordination for
nonsmooth convex optimization
S. K. Niederländer, F. Allgöwer,
J. Cortés
Proceedings of the IEEE Conference on Decision and
Control, Las Vegas, Nevada, USA, 2016, pp. 1036-1041
Abstract
This paper considers networks of agents that seek to cooperatively
solve a general class of nonsmooth convex optimization problems with
an inherent distributed structure. We characterize the asymptotic
convergence properties of distributed continuous-time coordination
algorithms whose design relies on the saddle-point dynamics
associated with an augmented Lagrangian. The main technical novelty
is the identification of a nonsmooth Lyapunov function which, under
mild convexity and regularity assumptions on the optimization
problem data, allows us to further characterize the exponential
convergence rates of the proposed algorithms for optimization
subject to either equality or inequality constraints.
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Mechanical and Aerospace Engineering,
University of California, San Diego
9500 Gilman Dr,
La Jolla, California, 92093-0411
Ph: 1-858-822-7930
Fax: 1-858-822-3107
cortes at ucsd.edu
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