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

Download the digital copy of the doc pdf document

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.