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タイトル
和文:連続時間ADMMの提案と受動性に基づく収束性解析 
英文:Design of Continuous-time ADMM and Convergence Analysis Based on Passivity 
著者
和文: 宮野 竜也, 山下 駿野, 畑中 健志, 柴田 一騎, 神保 智彦, 藤田 政之.  
英文: Tatsuya Miyano, Shunya Yamashita, Takeshi Hatanaka, 柴田 一騎, 神保 智彦, Masayuki FUJITA.  
言語 Japanese 
掲載誌/書名
和文:計測自動制御学会論文集 
英文: 
巻, 号, ページ Vol. 55    No. 4    pp. 286-293
出版年月 2019年4月 
出版者
和文: 
英文: 
会議名称
和文: 
英文: 
開催地
和文: 
英文: 
DOI https://doi.org/10.9746/sicetr.55.286
アブストラクト 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.
受賞情報 2020年度計測自動制御学会 論文賞・武田賞

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