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2015-04-30
Lu Cao, Weisheng Chen.  2014.  Distributed continuous-time optimization based on Lagrangian functions. Control Conference (CCC), 2014 33rd Chinese. :5796-5801.

Distributed optimization is an emerging research topic. Agents in the network solve the problem by exchanging information which depicts people's consideration on a optimization problem in real lives. In this paper, we introduce two algorithms in continuous-time to solve distributed optimization problems with equality constraints where the cost function is expressed as a sum of functions and where each function is associated to an agent. We firstly construct a continuous dynamic system by utilizing the Lagrangian function and then show that the algorithm is locally convergent and globally stable under certain conditions. Then, we modify the Lagrangian function and re-construct the dynamic system to prove that the new algorithm will be convergent under more relaxed conditions. At last, we present some simulations to prove our theoretical results.