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

Ananduta, W.; Nedic, Angelia; Ocampo Martinez, Carlos

doi:10.1109/TAC.2021.3092561

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

Journal article (2021)

Authors

W. Ananduta Team Sergio Grammatico

Angelia Nedic Arizona State University

Carlos Ocampo Martinez Universitat Politecnica de Catalunya

Research Group

Team Sergio Grammatico

DOI: https://doi.org/10.1109/TAC.2021.3092561

Optimization Cost function Convergence Distributed algorithms Couplings Communication networks Asynchronous method Multi-agent optimization Random processes Stochastic timevarying network

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Published Date

2021

Language

English

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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.

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