Distributed Optimization

In this chapter, we study distributed optimization as an application of multi-agent control systems. Here, we focus on convex optimization problems, for which many efficient algorithms can be used. In particular, we introduce distributed optimization, where a global objective function is optimized by multiple agents that cooperatively solve their local objective functions. This has wide applications such as communication resource management, sensor networks, and power systems. In this section, we begin with the basics of convex optimization and its solution algorithms, and then we extend the algorithms to distributed optimization. We also give Python codes for numerical simulation.