4.7 Article

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

期刊

IEEE TRANSACTIONS ON AUTOMATIC CONTROL
卷 67, 期 6, 页码 3067-3074

出版社

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2021.3092561

关键词

Optimization; Couplings; Communication networks; Cost function; Random processes; Distributed algorithms; Convergence; Asynchronous method; multiagent optimization; stochastic time-varying network

资金

  1. European Union [675318]

向作者/读者索取更多资源

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.
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.

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