Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems

doi:10.1016/j.automatica.2016.08.007

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	Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
	Yi, Peng 1; Hong, Yiguang2 ; Liu, Feng 3
	2016-12-01
发表期刊	AUTOMATICA
ISSN	0005-1098
卷号	74 页码:259-269
摘要	In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource constraint and the local allocation feasibility constraints. Here the data corresponding to each agent in this separable optimization problem, such as the network resources, the local allocation feasibility constraint, and the local objective function, is only accessible to individual agent and cannot be shared with others, which renders new challenges in this distributed optimization problem. Based on either projection or differentiated projection, two classes of continuous time algorithms are proposed to solve this distributed optimization problem in an initialization-free and scalable manner. Thus, no re-initialization is required even if the operation environment or network configuration is changed, making it possible to achieve a "plug-and-play" optimal operation of networked heterogeneous agents. The algorithm convergence is guaranteed for strictly convex objective functions, and the exponential convergence is proved for strongly convex functions without local constraints. Then the proposed algorithm is applied to the distributed economic dispatch problem in power grids, to demonstrate how it can achieve the global optimum in a scalable way, even when the generation cost, or system load, or network configuration, is changing. (C) 2016 Elsevier Ltd. All rights reserved.
关键词	Resource allocation Distributed optimization Multi-agent system Plug-and-play algorithm Gradient flow Projected dynamical system Economic dispatch
DOI	10.1016/j.automatica.2016.08.007
语种	英语
资助项目	Beijing Natural Science Foundation[4152057] ; NSFC[61333001] ; NSFC[61573344] ; Program 973[2014CB845301/2/3] ; National Natural Science Foundation of China[51377092] ; Foundation of Chinese Scholarship Council (CSC)[201506215034]
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000389087200030
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/24208
专题	系统科学研究所
通讯作者	Yi, Peng
作者单位	1.Univ Toronto, Dept Elect & Comp Engn, Toronto, ON M5S 1A1, Canada 2.Chinese Acad Sci, Key Lab Syst & Control, Acad Math & Syst Sci, Beijing 100864, Peoples R China 3.Tsinghua Univ, Dept Elect Engn, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Yi, Peng,Hong, Yiguang,Liu, Feng. Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems[J]. AUTOMATICA,2016,74:259-269.
APA	Yi, Peng,Hong, Yiguang,&Liu, Feng.(2016).Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems.AUTOMATICA,74,259-269.
MLA	Yi, Peng,et al."Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems".AUTOMATICA 74(2016):259-269.