A control perspective for centralized and distributed convex optimization

Jing Wang, Nicola Elia

Research output: Chapter in Book/Report/Conference proceedingConference contribution

224 Scopus citations

Abstract

In this paper, we want to study how natural and engineered systems could perform complex optimizations with limited computational and communication capabilities. We adopt a continuous-time dynamical system view rooted in early work on optimization and more recently in network protocol design, and merge it with the dynamic view of distributed averaging systems. We obtain a general approach, based on the control system viewpoint, that allows to analyze and design (distributed) optimization systems converging to the solution of given convex optimization problems. The control system viewpoint provides many insights and new directions of research. We apply the framework to a distributed optimal location problem and demonstrate the natural tracking and adaptation capabilities of the system to changing constraints.

Original languageEnglish (US)
Title of host publication2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Pages3800-3805
Number of pages6
DOIs
StatePublished - Dec 1 2011
Externally publishedYes
Event2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States
Duration: Dec 12 2011Dec 15 2011

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
CountryUnited States
CityOrlando, FL
Period12/12/1112/15/11

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