Distributed Optimization Over Directed Graphs with Continuous-Time Algorithm

Abstract

For the distributed optimization, a continuous-time algorithm in the form of a differential inclusion is established. In the considered communication topology, the first-order neighbors and the second-order neighbors of each agent can exchange information. Moreover, the optimal solution can be obtained by analysis the algorithm and different from the previous algorithms, the proposed algorithm can solve the distributed optimization in directed case. Finally, a numerical example is given.