A Specified-Time Convergent Multiagent System for Distributed Optimization With a Time-Varying Objective Function

• 成果类型: Article
• 署名作者: Zheng, Yanling; Liu, Qingshan; Wang, Jun
• 署名单位: Southeast University - China; Southeast University - China; Purple Mountain Laboratories; City University of Hong Kong; City University of Hong Kong
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2023.3282065
• 发表日期: 2024
• 页码: 1257-1264
• 关键词: Distributed optimization; multiagent system; specified-time convergence; time-varying objective function

摘要

This technical note presents a specified-time convergent multiagent system for distributed optimization with a time-varying objective function subject to equality constraints. Different from the static optimal solutions to most existing distributed optimization problems, the optimal solutions are time varying due to the time-varying objective function in this problem. A distributed protocol law is designed to ensure all the agents' convergence to feasible and suboptimal solutions within a specified settling time and keep tracking the time-dependent optimal solutions. The specified-time convergence of the system and the asymptotic optimality of the solution generated by the system are proved based on the Lyapunov theory. A salient feature of the multiagent system is that its upper bound of settling time can be specified in advance. Two examples are presented to illustrate the theoretical results.