Open AccessFinite‐time convergent distributed consensus optimisation over networks
Author(s) -
Song Yanfei,
Chen Weisheng
Publication year - 2016
Publication title -
iet control theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.059
H-Index - 108
eISSN - 1751-8652
pISSN - 1751-8644
DOI - 10.1049/iet-cta.2015.1051
Subject(s) - convergence (economics) , network topology , mathematical optimization , lyapunov function , convex function , computer science , mathematics , consensus , function (biology) , exponential function , regular polygon , multi agent system , artificial intelligence , economics , economic growth , mathematical analysis , physics , geometry , nonlinear system , quantum mechanics , evolutionary biology , biology , operating system
In this study, a finite‐time convergent distributed continuous‐time algorithm is proposed to solve a network optimisation problem where the global cost function is the sum of strictly convex local cost functions under an undirected network with fixed topologies. The algorithm is inspired by finite‐time consensus protocols and continuous‐time zero‐gradient‐sum algorithms. Instead of the exponential convergence in existing works, the finite‐time convergence is guaranteed based on the Lyapunov method. A numerical simulation example is provided to illustrate the effectiveness of the developed algorithm.