Distributed Continuous-Time Algorithm for Time-Varying Optimization With Affine Formation Constraints

Abstract

In this note, we investigate a continuous-time distributed optimization problem with time-varying cost functions and affine formation constraints, which are described by the stress matrices rather than the standard Laplacians. The objective is to minimize the sum of local time-varying cost functions, each of which is known by only one individual agent. The optimal solution is a time-varying affine transformation of a nominal configuration rather than some constants. To tackle the difficulty caused by the dynamic aspect of the local cost functions and handle affine formation constraints, the fixed-time distributed estimator and distributed gradient tracking technique are developed respectively to compensate the time variation of solution trajectory and calculate the weighted sum of local gradients to eliminate the tracking error. The time-varying optimal solution trajectory is thus accurately tracked with the proposed estimator-based gradient tracking algorithm. Using appropriately chosen coefficients, the tracking error is guaranteed to vanish at an exponential rate. The proposed estimator-based gradient tracking algorithm is further validated through numerical simulations.