Distributed Optimization Design for Computation of Algebraic Riccati Inequalities.

This article proposes a distributed optimization design to compute continuous-time algebraic Riccati inequalities (ARIs), where the information of matrices is distributed among agents. We propose a design procedure to tackle the nonlinearity, the inequality, and the coupled information structure of ARI; then, we design a distributed algorithm based on an optimization approach and analyze its convergence properties. The proposed algorithm is able to verify whether ARI is feasible in a distributed way and converges to a solution if ARI is feasible for any initial condition.

Citation

Xianlin Zeng, Jie Chen, Yiguang Hong. Distributed Optimization Design for Computation of Algebraic Riccati Inequalities. IEEE transactions on cybernetics. 2022 Mar;52(3):1924-1935

PMID: 32609618

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