Distributed optimization with equality and inequality constraints with delayed information of feasibility

Izumi Masubuchi; Takayuki Wada; Nguyen Thi Hoai Linh; Toru Asai; Yuzo Ohta; Yasumasa Fujisaki

doi:10.1109/ASCC.2015.7244510

Distributed optimization with equality and inequality constraints with delayed information of feasibility

Izumi Masubuchi, Takayuki Wada, Nguyen Thi Hoai Linh, Toru Asai, Yuzo Ohta, Yasumasa Fujisaki

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

This paper proposes a protocol for a distributed optimization problem in multi-agent networks with equality and inequality constraints. Instead of computing dual optimizations as in previous protocols that can handle constraints, the proposed protocol utilizes additional data of information on past fulfillment of the constraints. Since equality constraints no longer enjoy techniques exploiting strict feasibility of inequality constraints, problems with equality constraints can never be solved by simply extending methods for inequality constraints. To develop a protocol, this paper introduces two diminishing parameters, one of which controls step sizes of decision variables moving to an optimum, while the other specifies the error bound of the equality constraints in each step of iteration. Appropriate choices of these parameters lead to a proof of consensus and convergence of the proposed protocol. A computational example is provided that illustrates the new protocol.

Original language	English
Title of host publication	2015 10th Asian Control Conference
Subtitle of host publication	Emerging Control Techniques for a Sustainable World, ASCC 2015
Editors	Hazlina Selamat, Hafiz Rashidi Haruna Ramli, Ahmad Athif Mohd Faudzi, Ribhan Zafira Abdul Rahman, Asnor Juraiza Ishak, Azura Che Soh, Siti Anom Ahmad
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781479978625
DOIs	https://doi.org/10.1109/ASCC.2015.7244510
Publication status	Published - Sept 8 2015
Externally published	Yes
Event	10th Asian Control Conference, ASCC 2015 - Kota Kinabalu, Malaysia Duration: May 31 2015 → Jun 3 2015

Publication series

Name	2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015

Other

Other	10th Asian Control Conference, ASCC 2015
Country/Territory	Malaysia
City	Kota Kinabalu
Period	5/31/15 → 6/3/15

All Science Journal Classification (ASJC) codes

Control and Systems Engineering

Access to Document

10.1109/ASCC.2015.7244510

Cite this

Masubuchi, I., Wada, T., Linh, N. T. H., Asai, T., Ohta, Y., & Fujisaki, Y. (2015). Distributed optimization with equality and inequality constraints with delayed information of feasibility. In H. Selamat, H. R. H. Ramli, A. A. M. Faudzi, R. Z. A. Rahman, A. J. Ishak, A. C. Soh, & S. A. Ahmad (Eds.), 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015 Article 7244510 (2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ASCC.2015.7244510

Distributed optimization with equality and inequality constraints with delayed information of feasibility. / Masubuchi, Izumi; Wada, Takayuki; Linh, Nguyen Thi Hoai et al.
2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015. ed. / Hazlina Selamat; Hafiz Rashidi Haruna Ramli; Ahmad Athif Mohd Faudzi; Ribhan Zafira Abdul Rahman; Asnor Juraiza Ishak; Azura Che Soh; Siti Anom Ahmad. Institute of Electrical and Electronics Engineers Inc., 2015. 7244510 (2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Masubuchi, I, Wada, T, Linh, NTH, Asai, T, Ohta, Y & Fujisaki, Y 2015, Distributed optimization with equality and inequality constraints with delayed information of feasibility. in H Selamat, HRH Ramli, AAM Faudzi, RZA Rahman, AJ Ishak, AC Soh & SA Ahmad (eds), 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015., 7244510, 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015, Institute of Electrical and Electronics Engineers Inc., 10th Asian Control Conference, ASCC 2015, Kota Kinabalu, Malaysia, 5/31/15. https://doi.org/10.1109/ASCC.2015.7244510

Masubuchi I, Wada T, Linh NTH, Asai T, Ohta Y, Fujisaki Y. Distributed optimization with equality and inequality constraints with delayed information of feasibility. In Selamat H, Ramli HRH, Faudzi AAM, Rahman RZA, Ishak AJ, Soh AC, Ahmad SA, editors, 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015. Institute of Electrical and Electronics Engineers Inc. 2015. 7244510. (2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015). doi: 10.1109/ASCC.2015.7244510

Masubuchi, Izumi ; Wada, Takayuki ; Linh, Nguyen Thi Hoai et al. / Distributed optimization with equality and inequality constraints with delayed information of feasibility. 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015. editor / Hazlina Selamat ; Hafiz Rashidi Haruna Ramli ; Ahmad Athif Mohd Faudzi ; Ribhan Zafira Abdul Rahman ; Asnor Juraiza Ishak ; Azura Che Soh ; Siti Anom Ahmad. Institute of Electrical and Electronics Engineers Inc., 2015. (2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015).

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AB - This paper proposes a protocol for a distributed optimization problem in multi-agent networks with equality and inequality constraints. Instead of computing dual optimizations as in previous protocols that can handle constraints, the proposed protocol utilizes additional data of information on past fulfillment of the constraints. Since equality constraints no longer enjoy techniques exploiting strict feasibility of inequality constraints, problems with equality constraints can never be solved by simply extending methods for inequality constraints. To develop a protocol, this paper introduces two diminishing parameters, one of which controls step sizes of decision variables moving to an optimum, while the other specifies the error bound of the equality constraints in each step of iteration. Appropriate choices of these parameters lead to a proof of consensus and convergence of the proposed protocol. A computational example is provided that illustrates the new protocol.

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Distributed optimization with equality and inequality constraints with delayed information of feasibility

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