Distributed Optimization Based on a Multiagent System Disturbed by General Noise
作者： Huaguang Zhang , Fei Teng , Qiuye Sun , Qihe Shan
DOI: 10.1109/TCYB.2018.2839912
关键词:
摘要: A distributed optimization problem based on a continuous-time multiagent system (MAS) disturbed by general noise is considered in this paper. The noise, under some relaxed assumptions, which may be stationary process, proposed to describe the disturbance among agents more accurately. noise-to-state (NOS) stability of concerned MAS analyzed an improved theoretical result random differential equations. Furthermore, relative sufficient conditions form linear matrix inequality are developed with less conservatism, from minimum estimation error between optimal solution and NOS stable state can obtained choosing appropriate parameters. One example used verify effectiveness approach.
sci-hub.se 参考文章(26)
Fima C Klebaner, Introduction to stochastic calculus with applications ,(2005)
Qingshan Liu, Jun Wang, A Second-Order Multi-Agent Network for Bound-Constrained Distributed Optimization IEEE Transactions on Automatic Control. ,vol. 60, pp. 3310- 3315 ,(2015) , 10.1109/TAC.2015.2416927
V. Loia, A. Vaccaro, Decentralized Economic Dispatch in Smart Grids by Self-Organizing Dynamic Agents systems man and cybernetics. ,vol. 44, pp. 397- 408 ,(2014) , 10.1109/TSMC.2013.2258909
Jing Wang, Nicola Elia, Control approach to distributed optimization allerton conference on communication, control, and computing. pp. 557- 561 ,(2010) , 10.1109/ALLERTON.2010.5706956
Björn Johansson, Maben Rabi, Mikael Johansson, A Randomized Incremental Subgradient Method for Distributed Optimization in Networked Systems Siam Journal on Optimization. ,vol. 20, pp. 1157- 1170 ,(2009) , 10.1137/08073038X
Hui Zhang, Zhaojing Wu, Yuanqing Xia, Exponential stability of stochastic systems with hysteresis switching Automatica. ,vol. 50, pp. 599- 606 ,(2014) , 10.1016/J.AUTOMATICA.2013.11.032
Solmaz S. Kia, Jorge Cortés, Sonia Martínez, Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication Automatica. ,vol. 55, pp. 254- 264 ,(2015) , 10.1016/J.AUTOMATICA.2015.03.001
Jing Wang, Nicola Elia, A control perspective for centralized and distributed convex optimization IEEE Conference on Decision and Control and European Control Conference. pp. 3800- 3805 ,(2011) , 10.1109/CDC.2011.6161503
A. Nedic, A. Ozdaglar, P.A. Parrilo, Constrained Consensus and Optimization in Multi-Agent Networks IEEE Transactions on Automatic Control. ,vol. 55, pp. 922- 938 ,(2010) , 10.1109/TAC.2010.2041686
Bahman Gharesifard, Jorge Cortes, Distributed Continuous-Time Convex Optimization on Weight-Balanced Digraphs IEEE Transactions on Automatic Control. ,vol. 59, pp. 781- 786 ,(2014) , 10.1109/TAC.2013.2278132