Distributed projection‐free algorithm for constrained aggregative optimization
نویسندگان
چکیده
In this paper, we focus on solving a distributed convex aggregative optimization problem in network, where each agent has its own cost function which depends not only decision variables but also the aggregated of all agents' variables. The variable is constrained within feasible set. order to minimize sum functions when knows local function, propose Frank–Wolfe algorithm based gradient tracking for node maintains two estimates, namely an estimate and global function. projection-free, involves linear get search direction at step. We show convergence proposed smooth objective over time-varying network. Finally, demonstrate computational efficiency via numerical simulations.
منابع مشابه
A non-heuristic distributed algorithm for non- convex constrained optimization
In this paper we introduce a discrete-time, distributed optimization algorithm executed by a set of agents whose interactions are subject to a communication graph. The algorithm can be applied to optimization problems where the cost function is expressed as a sum of functions, and where each function is associated to an agent. In addition, the agents can have equality constraints as well. The a...
متن کاملDistributed Random-Fixed Projected Algorithm for Constrained Optimization Over Digraphs
This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To collaboratively solve the optimization, most of the existing works require the interaction graph to be balanced or “doubly-stochastic”, which is quite restrictive and no...
متن کاملA distributed algorithm for average aggregative games with coupling constraints
We consider the framework of average aggregative games, where the cost function of each agent depends on his own strategy and on the average population strategy. We focus on the case in which the agents are coupled not only via their cost functions, but also via affine constraints on the average of the agents’ strategies. We propose a distributed algorithm that achieves an almost Nash equilibri...
متن کاملConstrained Optimization Evolutionary Algorithm
Constrained optimization evolutionary algorithm (COEA) is a mathematical programming problem frequently encountered in the field of engineering application. Solving constrained optimization problems by COEA has become an important research area of evolutionary computation in recent years. In this paper, the constrained optimization evolutionary algorithm is based on the quantum evolutionary alg...
متن کاملInexact{restoration Algorithm for Constrained Optimization
We introduce a new model algorithm for solving nonlinear programming problems. No slack variables are introduced for dealing with inequality constraints. Each iteration of the method proceeds in two phases. In the rst phase, feasibility of the current iterate is improved and in second phase the objective function value is reduced in an approximate feasible set. The point that results from the s...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Robust and Nonlinear Control
سال: 2023
ISSN: ['1049-8923', '1099-1239']
DOI: https://doi.org/10.1002/rnc.6640