arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2310.13541eess.SYcs.SY
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具有不确定时变二次代价函数的分布式连续时间优化

Distributed Continuous-Time Optimization with Uncertain Time-Varying Quadratic Cost Functions

Liangze Jiang, Zheng-Guang Wu, Lei Wang

AI总结:

本文研究具有不确定参数的时变二次代价函数的分布式连续时间优化问题,提出了级联固定时间平均估计器与分布式优化器的新型算法,通过集成基于状态的增益移除了复杂函数上界要求,并证明了全局收敛性。

摘要:

本文研究具有不确定参数的时变二次代价函数的分布式连续时间优化问题。我们首先提出一种利用代价函数部分信息的集中式自适应优化算法。可以看出,即使代价函数中存在不确定参数,仍能实现精确优化。为了在不同局部代价函数具有相同 Hessian 矩阵时以分布式方式解决此问题,我们提出了一种级联固定时间平均估计器和分布式优化器的新型分布式算法。通过在所提出的设计中集成基于状态的增益,我们移除了对某些复杂函数上界的要求。我们进一步扩展这一结果,以解决具有不同 Hessian 矩阵的时变代价函数的分布式优化问题。我们证明了所有提出的算法在全局意义上的收敛性。数值算例验证了所提出的算法。

英文摘要:

This paper studies distributed continuous-time optimization for time-varying quadratic cost functions with uncertain parameters. We first propose a centralized adaptive optimization algorithm using partial information of the cost function. It can be seen that even if there are uncertain parameters in the cost function, exact optimization can still be achieved. To solve this problem in a distributed manner when different local cost functions have identical Hessians, we propose a novel distributed algorithm that cascades the fixed-time average estimator and the distributed optimizer. We remove the requirement for the upper bounds of certain complex functions by integrating state-based gains in the proposed design. We further extend this result to address the distributed optimization where the time-varying cost functions have nonidentical Hessians. We prove the convergence of all the proposed algorithms in the global sense. Numerical examples verify the proposed algorithms.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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