An Adaptive Continuous-Time Algorithm for Nonsmooth Convex Resource Allocation Optimization

• 成果类型: Article
• 署名作者: Jia, Wenwen; Liu, Na; Qin, Sitian
• 署名单位: Harbin Institute of Technology; Tsinghua University
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2021.3137054
• 发表日期: 2022
• 页码: 6038-6044
• 关键词: Optimization; resource management; Complexity theory; Aerospace electronics; Technological innovation; linear programming; Laplace equations; Continuous-time algorithm; multiagent network; resource allocation optimization

摘要

This article develops a novel continuous-time algorithm based on the idea of adaptive strategy for solving a resource allocation optimization with nonsmooth objective functions and constraints over multiagent network. It is proved that the state solution is globally bounded and finally converges to an optimal solution to the nonsmooth convex resource allocation problem. Compared with the existing algorithms, the strong/strict convexity of the objective function is relaxed and only convexity is required. Moreover, by employing an exact penalty approach for the distributed optimization, the primal-dual variables is avoided to introduce. Therefore, the proposed algorithm has a simple structure with low dimensionality of state variables. To show the effectiveness and practicability of the presented algorithm, a numerical example and an application in power system are presented.