Distributed Event-Triggered Subgradient Method for Convex Optimization with a Common Constraint Set

Abstract This paper proposes a discrete-time event-triggered subgradient algorithm to minimize a sum of local cost functions under a common constraint set. In the proposed method, each agent sends its state to a neighbor agent based on the edge-based event-triggering mechanism. We consider a consensus-based subgradient algorithm with a projection to the constraint set so that states of all agents asymptotically converge to an optimal solution. Simulation results confirm that the proposed event-triggered subgradient algorithm can effectively reduce the number of communications compared with the time-triggered algorithm.

[1]  Sonia Martínez,et al.  Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication , 2014, Autom..

[2]  Asuman E. Ozdaglar,et al.  Distributed Subgradient Methods for Multi-Agent Optimization , 2009, IEEE Transactions on Automatic Control.

[3]  Michael Ulbrich,et al.  A class of distributed optimization methods with event-triggered communication , 2013, Computational Optimization and Applications.

[4]  Christos G. Cassandras,et al.  Asynchronous Distributed Optimization With Event-Driven Communication , 2010, IEEE Transactions on Automatic Control.

[5]  Asuman E. Ozdaglar,et al.  Constrained Consensus and Optimization in Multi-Agent Networks , 2008, IEEE Transactions on Automatic Control.

[6]  Paulo Tabuada,et al.  Event-Triggered Real-Time Scheduling of Stabilizing Control Tasks , 2007, IEEE Transactions on Automatic Control.

[7]  Tongwen Chen,et al.  Sampled-data consensus in switching networks of integrators based on edge events , 2015, Int. J. Control.

[8]  Sonia Martínez,et al.  On Distributed Convex Optimization Under Inequality and Equality Constraints , 2010, IEEE Transactions on Automatic Control.

[9]  Angelia Nedic,et al.  Distributed Optimization Over Time-Varying Directed Graphs , 2015, IEEE Trans. Autom. Control..

[10]  Michael D. Lemmon,et al.  Event-Triggered Feedback in Control, Estimation, and Optimization , 2010 .

[11]  Long Wang,et al.  Second-order consensus in time-delayed networks based on periodic edge-event driven control , 2016, Syst. Control. Lett..