A continuous-time neurodynamic algorithm for distributed nonconvex nonsmooth optimization problems with affine equality and nonsmooth convex inequality constraints

Abstract

In this paper, a distributed nonsmooth nonconvex optimization (DNNO) problem with affine inequality and nonsmooth convex inequality constraints is studied. A continuous-time distributed neurodynamic algorithm is proposed to solve this problem. Under the assumed conditions, for any initial state, the solution of distributed neurodynamic algorithm is bounded and globally exists, and will converge to the critical point set of distributed problems in a finite time. Compared with other DNNO algorithms, distributed neurodynamic algorithm has a lower dimension and does not need to satisfy the assumption that the feasible region is bounded. Finally, a series of numerical examples are given to verify the effectiveness of the proposed algorithm.