Publication
Distributed augmented Lagrangian method for link-based resource sharing problems of multiagent systems
Journal Article (2022)
Journal
IEEE Transactions on Automatic Control
Pages
3067-3074
Volume
67
Number
6
Doc link
http://dx.doi.org/10.1109/TAC.2021.3092561
File
Abstract
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.
Categories
automation, control theory, optimisation.
Author keywords
multi-agent optimization, stochastic time-varying network, asynchronous method
Scientific reference
W. Ananduta, A. Nedic and C. Ocampo-Martínez. Distributed augmented Lagrangian method for link-based resource sharing problems of multiagent systems. IEEE Transactions on Automatic Control, 67(6): 3067-3074, 2022.
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