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A control perspective for centralized and distributed convex optimization | IEEE Conference Publication | IEEE Xplore

A control perspective for centralized and distributed convex optimization


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...Show More

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.
Date of Conference: 12-15 December 2011
Date Added to IEEE Xplore: 01 March 2012
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Conference Location: Orlando, FL, USA

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