A Fully Distributed Hybrid Control Framework For Non-Differentiable Multi-Agent Optimization

Abstract

This paper develops a fully distributed hybrid control framework for distributed constrained optimization problems. The individual cost functions are non-differentiable and convex. Based on hybrid dynamical systems, we present a distributed state-dependent hybrid design to improve the transient performance of distributed primal-dual first-order optimization methods. The proposed framework consists of a distributed constrained continuous-time mapping in the form of a differential inclusion and a distributed discrete-time mapping triggered by the satisfaction of local jump set. With the semistability theory of hybrid dynamical systems, the paper proves that the hybrid control algorithm converges to one optimal solution instead of oscillating among different solutions. Numerical simulations illustrate better transient performance of the proposed hybrid algorithm compared with the results of the existing continuous-time algorithms.