Distributed augmented Lagrangian method for link-based resource sharing problems of multi-agent systems
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hdl:2117/362457
Tipus de documentArticle
Data publicació2021-01-01
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Abstract
A multi-agent 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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CitacióAnanduta, W.; Nedich, A.; Ocampo-Martinez, C. Distributed augmented Lagrangian method for link-based resource sharing problems of multi-agent systems. "IEEE transactions on automatic control", 1 Gener 2021,
ISSN0018-9286
Versió de l'editorhttps://ieeexplore.ieee.org/document/9465736
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