A cutting plane-based distributed algorithm for non-smooth optimisation with coupling constraints
File(s)
Accepted version
Author(s)
Zhong, Tianyi
Angeli, David
Type
Journal Article
Abstract
In this letter, we study a general setup for constrained convex optimisation over time-varying networks. We propose a distributed algorithm, based on the cutting plane method, to address non-smooth optimisation challenges. Cutting plane-based approaches require constraint consensus which is structurally different from established consensus schemes. We bridge this gap by linking the cutting plane-based algorithm with a dynamic average tracking scheme. The distributed cutting plane algorithm is presented and its convergence is analysed. Its performance is investigated through a numerical example.
Date Issued
2024-06-03
Date Acceptance
2024-05-20
Citation
IEEE Control Systems Letters, 2024, 8, pp.1223-1228
ISSN
2475-1456
Publisher
Institute of Electrical and Electronics Engineers
Start Page
1223
End Page
1228
Journal / Book Title
IEEE Control Systems Letters
Volume
8
Copyright Statement
Copyright © 2024 IEEE. This is the author’s accepted manuscript made available under a CC-BY licence in accordance with Imperial’s Research Publications Open Access policy (www.imperial.ac.uk/oa-policy)
License URL
Subjects
Approximation algorithms
Automation & Control Systems
CONVEX
Couplings
Cutting plane
distributed algorithm
Distributed algorithms
dynamic average tracking
Estimation
Heuristic algorithms
Linear approximation
non-smooth optimisation
Optimization
Science & Technology
Technology
Publication Status
Published
Date Publish Online
2024-06-03