A distributed algorithm for constrained optimization problem in multi-agent systems with communication delays
Gang Chen, Mingxiang Dai · 2016
A constrained optimization problem, which needs to optimize a global cost function with equality constraints, is investigated in this paper. Based on the consensus theory of multi-agent systems, we provide a distributed algorithm to solve the constrained optimization problem. While the communication delays between agents are taken into account, some sufficient conditions for the convergence of the distributed algorithm are derived by applying the Nyquist stability criterion and the Gerschgorin disk theorem. Finally, a numerical example illustrates our theoretical results.