Distributed Augmented Lagrangian Method for Link-Based Resource Sharing Problems of Multiagent Systems

A multiagent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality constraints. In this regard, we propose a distributed algorithm based on solving the dual of the augmented problem. Furthermore, we consider that the communication network might be time-varying and the algorithm might be carried out asynchronously. The time-varying nature and the asynchronicity are modeled as random processes. Then, we show the convergence and the convergence rate of the proposed algorithm under the aforementioned conditions.

Automated summary

This paper discusses a multiagent optimization problem arising from energy systems management. The proposed algorithm is based on solving the dual of the augmented problem, addressing the separable and convex cost function, non-strong convexity, and edge-based coupling equality constraints. The time-varying nature of the communication network and the asynchronous execution of the algorithm are also considered.