{
  "id": "2009.02378",
  "version": "v1",
  "published": "2020-09-04T20:02:31.000Z",
  "updated": "2020-09-04T20:02:31.000Z",
  "title": "Distributed Continuous-Time Optimization with Time-Varying Objective Functions and Inequality Constraints",
  "authors": [
    "Shan Sun",
    "Wei Ren"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-09-04T20:02:31.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "optimal solution",
      "distributed continuous-time optimization problem",
      "nonlinear inequality constraints",
      "global time-varying objective function subject",
      "time-varying local constraint functions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}