Distributed constrained optimization for multi-agent systems over a directed graph with piecewise stepsize.
Dong WangYangwei ChenVijay GuptaJie LianPublished in: J. Frankl. Inst. (2020)
Keyphrases
- constrained optimization
- directed graph
- step size
- multi agent systems
- multi agent
- constrained optimization problems
- constraint handling
- random walk
- objective function
- penalty function
- unconstrained optimization
- convergence rate
- cooperative
- approximate dynamic programming
- cost function
- lagrange multipliers
- penalty functions
- convergence speed
- strongly connected
- neural network
- hessian matrix
- graph properties