Reaching an Optimal Consensus: Dynamical Systems That Compute Intersections of Convex Sets

Reaching an Optimal Consensus: Dynamical Systems That Compute Intersections of Convex Sets
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达成最佳共识:计算凸集交集的动力系统

DOI:
10.1109/tac.2012.2215261
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发表时间:
2011-12
影响因子:
6.8
通讯作者:
Yiguang Hong
Yiguang Hong
中科院分区:
计算机科学2区
文献类型:
--
作者:
Guodong Shi;Karl Johansson;Yiguang Hong

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In this paper, multi-agent systems minimizing a sum of objective functions, where each component is only known to a particular node, is considered for continuous-time dynamics with time-varying interconnection topologies. Assuming that each node can observe a convex solution set of its optimization component, and the intersection of all such sets is nonempty, the considered optimization problem is converted to an intersection computation problem. By a simple distributed control rule, the considered multi-agent system with continuous-time dynamics achieves not only a consensus, but also an optimal agreement within the optimal solution set of the overall optimization objective. Directed and bidirectional communications are studied, respectively, and connectivity conditions are given to ensure a global optimal consensus. In this way, the corresponding intersection computation problem is solved by the proposed decentralized continuous-time algorithm. We establish several important properties of the distance functions with respect to the global optimal solution set and a class of invariant sets with the help of convex and non-smooth analysis.
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