Summary
A novel distributed command governor (CG) supervision strategy relying on iterative optimization procedure is presented for multi‐agent interconnected linear systems subject to pointwise‐in‐time set‐membership coordination constraints. Unlike non‐iterative distributed CG schemes, here all agents undertake several optimization iterations and data exchange before arriving to the optimal solution. As a result, these methods are able to achieve Pareto‐optimal solutions not only in steady‐state conditions as the ones based on non‐iterative optimization procedures but also during transients and are not hampered by the presence of undesirable Nash‐equilibria or deadlock situations. The main properties of the method are fully investigated and in particular its optimality, stability, and feasibility properties rigorously proved. A final example is presented where the proposed distributed solution is contrasted with existing centralized and distributed non‐iterative CG solutions. Copyright © 2017 John Wiley & Sons, Ltd.