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Distributed Algorithm for Robust Resource Allocation with Polyhedral Uncertain Allocation Parameters
Zeng, Xianlin1; Yi, Peng2; Hong, Yiguang3
2018-02-01
Source PublicationJOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN1009-6124
Volume31Issue:1Pages:103-119
AbstractThis paper studies a distributed robust resource allocation problem with nonsmooth objective functions under polyhedral uncertain allocation parameters. In the considered distributed robust resource allocation problem, the (nonsmooth) objective function is a sum of local convex objective functions assigned to agents in a multi-agent network. Each agent has a private feasible set and decides a local variable, and all the local variables are coupled with a global affine inequality constraint, which is subject to polyhedral uncertain parameters. With the duality theory of convex optimization, the authors derive a robust counterpart of the robust resource allocation problem. Based on the robust counterpart, the authors propose a novel distributed continuous-time algorithm, in which each agent only knows its local objective function, local uncertainty parameter, local constraint set, and its neighbors' information. Using the stability theory of differential inclusions, the authors show that the algorithm is able to find the optimal solution under some mild conditions. Finally, the authors give an example to illustrate the efficacy of the proposed algorithm.
KeywordDistributed optimization resource allocation robust optimization polyhedral uncertain parameters nonsmooth optimization
DOI10.1007/s11424-018-7145-5
Language英语
Funding ProjectNational Key Research and Development Program of China[2016YFB0901902] ; National Natural Science Foundation of China[61573344] ; National Natural Science Foundation of China[61603378] ; National Natural Science Foundation of China[61621063] ; National Natural Science Foundation of China[61781340258] ; Beijing Natural Science Foundation[4152057] ; NSFC[61720106011]
WOS Research AreaMathematics
WOS SubjectMathematics, Interdisciplinary Applications
WOS IDWOS:000426304800007
PublisherSPRINGER HEIDELBERG
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/29646
Collection系统科学研究所
Affiliation1.Beijing Inst Technol, Sch Automat, Beijing 100081, Peoples R China
2.Washington Univ, Dept Elect & Syst Engn, St Louis, MO 63130 USA
3.Chinese Acad Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Zeng, Xianlin,Yi, Peng,Hong, Yiguang. Distributed Algorithm for Robust Resource Allocation with Polyhedral Uncertain Allocation Parameters[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2018,31(1):103-119.
APA Zeng, Xianlin,Yi, Peng,&Hong, Yiguang.(2018).Distributed Algorithm for Robust Resource Allocation with Polyhedral Uncertain Allocation Parameters.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,31(1),103-119.
MLA Zeng, Xianlin,et al."Distributed Algorithm for Robust Resource Allocation with Polyhedral Uncertain Allocation Parameters".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 31.1(2018):103-119.
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