計測自動制御学会論文集
Online ISSN : 1883-8189
Print ISSN : 0453-4654
ISSN-L : 0453-4654
論文
連続時間ADMMの提案と受動性に基づく収束性解析
宮野 竜也山下 駿野畑中 健志柴田 一騎神保 智彦藤田 政之
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2019 年 55 巻 4 号 p. 286-293

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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.

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