Distributed continuous-time optimization for convex problems with coupling linear inequality constraints

In this paper we propose a novel distributed continuous-time algorithm aimed to solve optimization problems with cost function being a sum of local strictly convex multidimensional functions associated to individual agents. Additionally, the problems can have coupled equality and inequality constraints. We prove global asymptotic convergence of the algorithm for a connected graph topology. In order to investigate its practical implementation, we analyze convergence when Euler method is applied to represent discrete-time communication. Finally, we support our results with numerical experiments of the developed approach application for power balancing in New England power system.