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Title
Japanese:連続時間ADMMの提案と受動性に基づく収束性解析 
English:Design of Continuous-time ADMM and Convergence Analysis Based on Passivity 
Author
Japanese: 宮野 竜也, 山下 駿野, 畑中 健志, 柴田 一騎, 神保 智彦, 藤田 政之.  
English: Tatsuya Miyano, Shunya Yamashita, Takeshi Hatanaka, 柴田 一騎, 神保 智彦, Masayuki FUJITA.  
Language Japanese 
Journal/Book name
Japanese:計測自動制御学会論文集 
English: 
Volume, Number, Page Vol. 55    No. 4    pp. 286-293
Published date Apr. 2019 
Publisher
Japanese: 
English: 
Conference name
Japanese: 
English: 
Conference site
Japanese: 
English: 
DOI https://doi.org/10.9746/sicetr.55.286
Abstract 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.
Award 2020年度計測自動制御学会 論文賞・武田賞

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