A continuous-time algorithm based on multi-agent system for distributed least absolute deviation subject to hybrid constraints

In this paper, a continuous-time distributed optimization algorithm based on multi-agent system is proposed for solving the distributed least absolute deviation problems subject to hybrid constraints. In the multi-agent network, each of the L1-norm functions is realized using the projection operator. Meanwhile, each agent must be subject to the local hybrid constraints. Then all the agents constitute a network with connected graph to cooperate to seek the optimal solutions with consensus. The performance of the proposed distributed algorithm is illustrated using a numerical example with simulations.

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