A neurodynamic optimization approach to distributed nonconvex optimization based on an HP augmented Lagrangian function.

Abstract

This paper develops a neurodynamic model for distributed nonconvex-constrained optimization. In the distributed constrained optimization model, the objective function and inequality constraints do not need to be convex, and equality constraints do not need to be affine. A Hestenes-Powell augmented Lagrangian function for handling the nonconvexity is established, and a neurodynamic system is developed based on this. It is proved that it is stable at a local optimal solution of the optimization model. Two illustrative examples are provided to evaluate the enhanced stability and optimality of the developed neurodynamic systems.