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

• 成果类型: Article
• 署名作者: Ananduta, Wicak; Nedic, Angelia; Ocampo-Martinez, Carlos
• 署名单位: Delft University of Technology; Arizona State University; Arizona State University-Tempe; Universitat Politecnica de Catalunya; Consejo Superior de Investigaciones Cientificas (CSIC); CSIC - Institut de Robotica i Informatica Industrial (IRII)
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2021.3092561
• 发表日期: 2022
• 页码: 3067-3074
• 关键词: Optimization; Couplings; communication networks; cost function; Random processes; Distributed algorithms; CONVERGENCE; Asynchronous method; multiagent optimization; stochastic time-varying network

摘要

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.