Achieving violation-free distributed optimization under coupling constraints

Fuente: arXiv
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Autores principales: Liu, Changxin, Tan, Xiao, Wu, Xuyang, Dimarogonas, Dimos V., Johansson, Karl H.
Formato: Preprint
Publicado: 2024
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author Liu, Changxin
Tan, Xiao
Wu, Xuyang
Dimarogonas, Dimos V.
Johansson, Karl H.
author_facet Liu, Changxin
Tan, Xiao
Wu, Xuyang
Dimarogonas, Dimos V.
Johansson, Karl H.
contents Constraint satisfaction is a critical component in a wide range of engineering applications, including but not limited to safe multi-agent control and economic dispatch in power systems. This study explores violation-free distributed optimization techniques for problems characterized by separable objective functions and coupling constraints. First, we incorporate auxiliary decision variables together with a network-dependent linear mapping to each coupling constraint. For the reformulated problem, we show that the projection of its feasible set onto the space of primal variables is identical to that of the original problem, which is the key to achieving all-time constraint satisfaction. Upon treating the reformulated problem as a min-min optimization problem with respect to auxiliary and primal variables, we demonstrate that the gradients in the outer minimization problem have a locally computable closed-form. Then, two violation-free distributed optimization algorithms are developed and their convergence under reasonable assumptions is analyzed. Finally, the proposed algorithm is applied to implement a control barrier function based controller in a distributed manner, and the results verify its effectiveness.
format Preprint
id arxiv_https___arxiv_org_abs_2404_07609
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Achieving violation-free distributed optimization under coupling constraints
Liu, Changxin
Tan, Xiao
Wu, Xuyang
Dimarogonas, Dimos V.
Johansson, Karl H.
Optimization and Control
Systems and Control
Constraint satisfaction is a critical component in a wide range of engineering applications, including but not limited to safe multi-agent control and economic dispatch in power systems. This study explores violation-free distributed optimization techniques for problems characterized by separable objective functions and coupling constraints. First, we incorporate auxiliary decision variables together with a network-dependent linear mapping to each coupling constraint. For the reformulated problem, we show that the projection of its feasible set onto the space of primal variables is identical to that of the original problem, which is the key to achieving all-time constraint satisfaction. Upon treating the reformulated problem as a min-min optimization problem with respect to auxiliary and primal variables, we demonstrate that the gradients in the outer minimization problem have a locally computable closed-form. Then, two violation-free distributed optimization algorithms are developed and their convergence under reasonable assumptions is analyzed. Finally, the proposed algorithm is applied to implement a control barrier function based controller in a distributed manner, and the results verify its effectiveness.
title Achieving violation-free distributed optimization under coupling constraints
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2404.07609