Distributed Time-Varying Optimization With State-Dependent Gains: Algorithms and Experiments

This brief addresses distributed continuous-time optimization problems with time-varying objective functions. The goal is for multiple agents to cooperatively minimize the sum of local time-varying objective functions with only local interaction and information while explicitly taking into account distributed adaptive gain design. Here, the optimal point is time varying and creates an optimal trajectory. First, for the unconstrained case, a distributed nonsmooth algorithm coupled with a state-dependent gain is proposed. It is shown that the interaction gain for each agent can be computed according to the variation of the Hessian and gradient information of the convex local objective functions so that the algorithm can solve the time-varying optimization problem without imposing a bound on any information about the local objective functions. Second, for the case where there exist common time-varying linear equality constraints, an extended algorithm is presented, where local Lagrangian functions are introduced to address the equality constraints. The asymptotic convergence of both algorithms to the optimal solution is proved. Numerical simulations are presented to illustrate the theoretical results. In addition, the one proposed algorithm is experimentally implemented and validated on a multi-Crazyflie platform.

Automated summary

This brief addresses distributed continuous-time optimization problems with time-varying objective functions and proposes a distributed nonsmooth algorithm. The algorithm is extended to handle cases with common time-varying linear equality constraints using local Lagrangian functions, and the asymptotic convergence to the optimal solution is proven. Numerical simulations and experimental validation on a multi-Crazyflie platform are presented to illustrate the theoretical results.