Distributed Optimization Method Based On Optimal Control
Optimization and Control
2025-04-01 v2
Abstract
In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing the original objective function of itself and updated size for the future time instant. Compared with the existing distributed optimization problem for optimizing a sum of convex objective functions corresponding to multiple agents, we present a distributed optimization algorithm for multi-agents system based on the results from the maximum principle. Moreover, the convergence and superlinear convergence rate are also analyzed stringently.
Cite
@article{arxiv.2411.10658,
title = {Distributed Optimization Method Based On Optimal Control},
author = {Ziyuan Guo and Yue Sun and Yeming Xu and Liping Zhang and Huanshui Zhang},
journal= {arXiv preprint arXiv:2411.10658},
year = {2025}
}