Title
Stability and Optimal Control interpretations in Distributed Optimization
Abstract
We consider broad classes of distributed optimization algorithms based on saddle point formulations. We show that despite the nonlinearity-and non-smoothness of the dynamics their omega-limit set is comprised of trajectories that solve only linear ODES, which allows to derive necessary and sufficient conditions for convergence. We also derive optimal control interpretations of such algorithms which facilitates their analysis and design.
Bio
Ioannis Lestas is a Professor of Control Engineering at the Department of Engineering, University of Cambridge. He received the B.A. (Starred First) and M.Eng. degrees in Electrical and Information Sciences and the Ph.D. in control engineering from the University of Cambridge (Trinity College) in 2002 and 2007, respectively. His doctoral work was performed as a Gates Scholar. He has been a Junior Research Fellow of Clare College, University of Cambridge and he was awarded a five year Royal Academy of Engineering research fellowship. He is also the recipient of a five year ERC starting grant, and an ERC proof of concept grant. He is currently serving as Associate Editor for the IEEE Transactions on Automatic Control, the IEEE Transactions on Smart Grid, and as Senior Editor for the IEEE Transactions on Control of Network Systems. His research interests include the control of large-scale networks with applications in power systems and smart grids.