期刊
AUTOMATICA
卷 74, 期 -, 页码 259-269出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.automatica.2016.08.007
关键词
Resource allocation; Distributed optimization; Multi-agent system; Plug-and-play algorithm; Gradient flow; Projected dynamical system; Economic dispatch
资金
- Beijing Natural Science Foundation [4152057]
- NSFC [61333001, 61573344]
- Program 973 [2014CB845301/2/3]
- National Natural Science Foundation of China [51377092]
- Foundation of Chinese Scholarship Council (CSC) [201506215034]
In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource constraint and the local allocation feasibility constraints. Here the data corresponding to each agent in this separable optimization problem, such as the network resources, the local allocation feasibility constraint, and the local objective function, is only accessible to individual agent and cannot be shared with others, which renders new challenges in this distributed optimization problem. Based on either projection or differentiated projection, two classes of continuous time algorithms are proposed to solve this distributed optimization problem in an initialization-free and scalable manner. Thus, no re-initialization is required even if the operation environment or network configuration is changed, making it possible to achieve a plug-and-play optimal operation of networked heterogeneous agents. The algorithm convergence is guaranteed for strictly convex objective functions, and the exponential convergence is proved for strongly convex functions without local constraints. Then the proposed algorithm is applied to the distributed economic dispatch problem in power grids, to demonstrate how it can achieve the global optimum in a scalable way, even when the generation cost, or system load, or network configuration, is changing. (C) 2016 Elsevier Ltd. All rights reserved.
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