Distributed Optimization Methods for Nonconvex Problems with Inequality Constraints over Time-Varying Networks

Distributed Convex Optimization with Inequality Constraints over Time-varying Unbalanced Digraphs

This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local objective and inequality constraints. Although there is a vast literature on distributed optimization, most of them require the graph to be balanced, which is quite ...

Nonconvex Robust Optimization for Problems with Constraints

W propose a new robust optimization method for problems with objective functions that may be computed via numerical simulations and incorporate constraints that need to be feasible under perturbations. The proposed method iteratively moves along descent directions for the robust problem with nonconvex constraints and terminates at a robust local minimum. We generalize the algorithm further to m...

Global Optimization of Nonconvex Problems with Differential-Algebraic Constraints

Differential-Algebraic Constraints William R. Esposito and Christodoulos A. Floudas Department of Chemical Engineering, Princeton University, Princeton, N.J. 08544-5263,USA Differential-algebraic systems of constraints, in particular, initial value ordinary differential equations, appear in numerous optimization problems in the chemical engineering field. A difficulty in the solution of this fo...

Time-varying shortest path problems with constraints

The shortest path problem is considered with yet another extension. The transit times b(x,y,u) and the arc costs c(x,y,u) on arc (x,y) vary as a function of the departure time u at the beginning vertex of the arc. The problem considered is to find the shortest path between a pair of nodes such that the total traverse time is lesser than some specified value T. Waiting times at nodes are conside...

Sensitivity Analysis for Optimization Problems with Variational Inequality Constraints