2020/09/04 by Sun, Shan, Ren, Wei
#FOS: Mathematics #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.2009.02378
This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with time-invariant objective functions and constraints, the optimal solution in this paper is time varying and forms a trajectory. To minimize the global time-varying objective function subject to time-varying local constraint functions using only local information and local interaction, we present a distributed control algorithm that consists of a sliding-mode part and a Hessian-based optimization part. The asymptotical convergence of the proposed algorithm to the optimal solution is studied under suitable assumptions. The effectiveness of the proposed scheme is demonstrated through a simulation example.