Fixed-Time Projection Algorithm for Distributed Constrained Optimization on Time-Varying Digraphs

Abstract

This article studies the distributed convex optimization problem with a common decision variable, a global inequality constraint, and local constraint sets over a time-varying multiagent network, the objective function of which is a sum of agents’ local convex cost functions. To solve such problem, a penalty-based distributed continuous-time subgradient algorithm with time-varying gain is developed for each agent to seek the saddle point of the penalty Lagrangian function. It is shown that an exact primal optimal solution can be obtained with certain assumption on time-varying gain. Moreover, the proposed algorithm adopts fixed-time projection scheme to ensure that for any initial state value, each local state estimate converges to its convex constraint set within fixed time. Finally, numerical examples are provided to show the effectiveness of the theoretical results.