Distributed Optimization in Fixed-Time

This paper introduces the fixed-time distributed convex optimization problem for continuous time multi-agent systems under time-invariant topology. A novel nonlinear protocol coupled with tools from Lyapunov theory is proposed to minimize the sum of convex objective functions of each agent in fixed-time. Each agent in the network can access only its private objective function, while exchange of local information is permitted between the neighbors. While distributed optimization protocols for multi-agent systems in finite-time have been proposed in the literature, to the best of our knowledge, this study investigates first such protocol for achieving distributed optimization in fixed-time. We propose an algorithm that achieves consensus of neighbors' information and convergence to a global optimum of the cumulative objective function in fixed-time. Numerical examples corroborate our theoretical analysis.

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