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

Wicak Ananduta, Angelia Nedic, Carlos Ocampo-Martinez

Research output: Contribution to journalArticleScientificpeer-review

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.

Original languageEnglish
Number of pages8
JournalIEEE Transactions on Automatic Control
DOIs
Publication statusAccepted/In press - 2021

Keywords

  • asynchronous method
  • Communication networks
  • Convergence
  • Cost function
  • Couplings
  • Distributed algorithms
  • multi-agent optimization
  • Optimization
  • Random processes
  • stochastic timevarying network

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