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On some extensions of Fast-Lipschitz optimization
KTH, School of Electrical Engineering (EES), Network and Systems engineering. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-6617-8683
KTH, School of Electrical Engineering (EES), Network and Systems engineering. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0001-9810-3478
2016 (English)In: 2016 European Control Conference (ECC), IEEE, 2016, p. 172-177, article id 7810282Conference paper, Published paper (Refereed)
Abstract [en]

The need of fast distributed solvers for optimization problems in networked systems has motivated the recent development of the Fast-Lipschitz optimization framework. In such an optimization, problems satisfying certain qualifying conditions, such as monotonicity of the objective function and contractivity of the constraints, have a unique optimal solution obtained via fast distributed algorithms that compute the fixed point of the constraints. This paper extends the set of problems for which the Fast-Lipschitz framework applies. Existing assumptions on the problem form are relaxed and new qualifying conditions are established. It is shown for which cases of more constraints than decision variables, and less constraints than decision variables Fast-Lipschitz optimization applies. New results are obtained by imposing non strict monotonicity of the objective functions. The extended Fast-Lipschitz framework is illustrated by a number of examples, including network optimization and optimal control problems

Place, publisher, year, edition, pages
IEEE, 2016. p. 172-177, article id 7810282
National Category
Control Engineering
Research subject
Electrical Engineering
Identifiers
URN: urn:nbn:se:kth:diva-200471DOI: 10.1109/ECC.2016.7810282ISI: 000392695300029Scopus ID: 2-s2.0-85015043123ISBN: 978-1-5090-2591-6 (print)OAI: oai:DiVA.org:kth-200471DiVA, id: diva2:1069099
Conference
2016 European Control Conference, ECC 2016, Aalborg, Denmark, 29 June 2016 through 1 July 2016
Funder
Swedish Research Council
Note

QC 20170201

Available from: 2017-01-27 Created: 2017-01-27 Last updated: 2017-06-07Bibliographically approved

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Fischione, Carlo

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • de-DE
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  • en-US
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  • nn-NO
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  • Other locale
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Output format
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