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Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
Yi, Peng1; Hong, Yiguang2; Liu, Feng3
2016-12-01
Source PublicationAUTOMATICA
ISSN0005-1098
Volume74Pages:259-269
AbstractIn 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.
KeywordResource allocation Distributed optimization Multi-agent system Plug-and-play algorithm Gradient flow Projected dynamical system Economic dispatch
DOI10.1016/j.automatica.2016.08.007
Language英语
Funding ProjectBeijing 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 Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000389087200030
PublisherPERGAMON-ELSEVIER SCIENCE LTD
Citation statistics
Cited Times:76[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/24208
Collection系统科学研究所
Affiliation1.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
Recommended Citation
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.
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