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

Wicak Ananduta, Angelia Nedic, Carlos Ocampo-Martinez

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish (US)
Pages (from-to)3067-3074
Number of pages8
JournalIEEE Transactions on Automatic Control
Volume67
Issue number6
DOIs
StatePublished - Jun 1 2022

Keywords

  • Asynchronous method
  • multiagent optimization
  • stochastic time-varying network

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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