Distributed online optimization for multi-agent networks with coupled inequality constraints
This article investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor networks, power systems, and plug-in electric vehicles. In this...
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sg-ntu-dr.10356-1594872022-06-21T08:41:26Z Distributed online optimization for multi-agent networks with coupled inequality constraints Li, Xiuxian Yi, Xinlei Xie, Lihua School of Electrical and Electronic Engineering Engineering::Electrical and electronic engineering Coupled Inequality Constraints Distributed Online Optimization This article investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor networks, power systems, and plug-in electric vehicles. In this problem, the cost function at each time step is the sum of local cost functions with each of them being gradually revealed to its corresponding agent, and meanwhile only local functions in coupled inequality constraints are accessible to each agent. To address this problem, a modified primal-dual algorithm, called distributed online primal-dual push-sum algorithm, is developed in this article, which does not rest on any assumption on parameter boundedness and is applicable to unbalanced networks. It is shown that the proposed algorithm is sublinear for both the dynamic regret and the violation of coupled inequality constraints. Finally, the theoretical results are supported by a simulation example. Ministry of Education (MOE) This work was supported by the Ministry of Education of Singapore under MoE Tier 1 Research Grant RG72. 2022-06-21T08:41:26Z 2022-06-21T08:41:26Z 2020 Journal Article Li, X., Yi, X. & Xie, L. (2020). Distributed online optimization for multi-agent networks with coupled inequality constraints. IEEE Transactions On Automatic Control, 66(8), 3575-3591. https://dx.doi.org/10.1109/TAC.2020.3021011 0018-9286 https://hdl.handle.net/10356/159487 10.1109/TAC.2020.3021011 2-s2.0-85107736181 8 66 3575 3591 en RG72 IEEE Transactions on Automatic Control © 2020 IEEE. All rights reserved. |
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Engineering::Electrical and electronic engineering Coupled Inequality Constraints Distributed Online Optimization Li, Xiuxian Yi, Xinlei Xie, Lihua Distributed online optimization for multi-agent networks with coupled inequality constraints |
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This article investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor networks, power systems, and plug-in electric vehicles. In this problem, the cost function at each time step is the sum of local cost functions with each of them being gradually revealed to its corresponding agent, and meanwhile only local functions in coupled inequality constraints are accessible to each agent. To address this problem, a modified primal-dual algorithm, called distributed online primal-dual push-sum algorithm, is developed in this article, which does not rest on any assumption on parameter boundedness and is applicable to unbalanced networks. It is shown that the proposed algorithm is sublinear for both the dynamic regret and the violation of coupled inequality constraints. Finally, the theoretical results are supported by a simulation example. |
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School of Electrical and Electronic Engineering |
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School of Electrical and Electronic Engineering Li, Xiuxian Yi, Xinlei Xie, Lihua |
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Article |
author |
Li, Xiuxian Yi, Xinlei Xie, Lihua |
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Li, Xiuxian |
title |
Distributed online optimization for multi-agent networks with coupled inequality constraints |
title_short |
Distributed online optimization for multi-agent networks with coupled inequality constraints |
title_full |
Distributed online optimization for multi-agent networks with coupled inequality constraints |
title_fullStr |
Distributed online optimization for multi-agent networks with coupled inequality constraints |
title_full_unstemmed |
Distributed online optimization for multi-agent networks with coupled inequality constraints |
title_sort |
distributed online optimization for multi-agent networks with coupled inequality constraints |
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2022 |
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https://hdl.handle.net/10356/159487 |
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1736856415946932224 |