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Subgradient methods and consensus algorithms for solving convex optimization problems
KTH, School of Electrical Engineering (EES), Automatic Control.
KTH, School of Electrical Engineering (EES), Automatic Control.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0001-9940-5929
2008 (English)In: Decision and Control, 2008. CDC 2008. 47th IEEE Conference on, IEEE , 2008, 4185-4190 p.Conference paper (Refereed)
Abstract [en]

In this paper we propose a subgradient method for solving coupled optimization problems in a distributed way given restrictions on the communication topology. The iterative procedure maintains local variables at each node and relies on local subgradient updates in combination with a consensus process. The local subgradient steps are applied simultaneously as opposed to the standard sequential or cyclic procedure. We study convergence properties of the proposed scheme using results from consensus theory and approximate subgradient methods. The framework is illustrated on an optimal distributed finite-time rendezvous problem.

Place, publisher, year, edition, pages
IEEE , 2008. 4185-4190 p.
, IEEE Conference on Decision and Control, ISSN 0191-2216
National Category
Control Engineering
URN: urn:nbn:se:kth:diva-80707DOI: 10.1109/CDC.2008.4739339ISI: 000307311604051ScopusID: 2-s2.0-62949148929ISBN: 978-1-4244-3123-6OAI: diva2:496654
47th IEEE Conference on Decision and Control, CDC 2008; Cancun; 9 December 2008 through 11 December 2008

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QC 20120214

Available from: 2012-02-14 Created: 2012-02-10 Last updated: 2013-05-28Bibliographically approved

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