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Continuous-time Proportional-Integral Distributed Optimization for Networked Systems
In this paper we explore the relationship between dual decomposition and the
consensus-based method for distributed optimization. The relationship is
developed by examining the similarities between the two approaches and their
relationship to gradient-based constrained optimization. By formulating each
algorithm in continuous-time, it is seen that both approaches use a gradient
method for optimization with one using a proportional control term and the
other using an integral control term to drive the system to the constraint set.
Therefore, a significant contribution of this paper is to combine these methods
to develop a continuous-time proportional-integral distributed optimization
method. Furthermore, we establish convergence using Lyapunov stability
techniques and utilizing properties from the network structure of the
multi-agent system.Comment: 23 Pages, submission to Journal of Control and Decision, under
review. Takes comments from previous review process into account. Reasons for
a continuous approach are given and minor technical details are remedied.
Largest revision is reformatting for the Journal of Control and Decisio
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