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

DOI10.1109/TAC.2021.3092561MaRDI QIDQ6361723arXivFDO

Authors Wicak Ananduta, Angelia Nedić, Carlos Ocampo-Martinez

Publication date 28 February 2021

Full work available at URL https://doi.org/10.1109/TAC.2021.3092561

Convex programming (90C25) Multi-agent systems (93A16) Networked control (93B70) Stochastic systems in control theory (general) (93E03)

arXiv classification

math.OC

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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