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

Journal article (2021)

Authors

W. Ananduta Team Sergio Grammatico - Mechanical, Maritime and Materials Engineering
Angelia Nedic Arizona State University
Carlos Ocampo-Martinez Universitat Politecnica de Catalunya
Research Group
Team Sergio Grammatico (Mechanical, Maritime and Materials Engineering) (TU Delft)
Copyright: © 2021 W. Ananduta, Angelia Nedic, Carlos Ocampo-Martinez
DOI: https://doi.org/10.1109/TAC.2021.3092561
More Info
expand_more

Published Date

2021

Language

English

Reuse Rights

Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.

Faculty

Mechanical, Maritime and Materials Engineering

Department

Delft Center for Systems and Control

Research Group

Team Sergio Grammatico

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.