書誌事項
- タイトル別名
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- Design of Continuous-time ADMM and Convergence Analysis Based on Passivity
- レンゾク ジカン ADMM ノ テイアン ト ジュドウセイ ニ モトズク シュウソクセイ カイセキ
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抄録
<p>This paper presents a continuous-time version of an optimization algorithm called Alternating Direction Method of Multipliers (ADMM), and analyzes convergence of the optimization dynamics based on passivity. First, a convex optimization problem is formulated as an equivalent ADMM form. We then present a novel continuous-time ADMM and prove convergence to a subset of optimal solutions of the convex optimization problem based on the theory of interconnected passive systems, where the cost function is assumed to be not strictly convex but just convex. Finally, the effectiveness of the present algorithm is demonstrated in a numerical simulation.</p>
収録刊行物
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- 計測自動制御学会論文集
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計測自動制御学会論文集 55 (4), 286-293, 2019
公益社団法人 計測自動制御学会
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詳細情報 詳細情報について
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- CRID
- 1390564238083603072
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- NII論文ID
- 130007633074
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- NII書誌ID
- AN00072392
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- ISSN
- 18838189
- 04534654
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- NDL書誌ID
- 029673751
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
- NDL
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- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可