Distributed Algorithm for Robust Resource Allocation with Polyhedral Uncertain Allocation Parameters

doi:10.1007/s11424-018-7145-5

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	Distributed Algorithm for Robust Resource Allocation with Polyhedral Uncertain Allocation Parameters
	Zeng, Xianlin 1; Yi, Peng 2; Hong, Yiguang3
	2018-02-01
发表期刊	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
ISSN	1009-6124
卷号	31 期号:1 页码:103-119
摘要	This 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.
关键词	Distributed optimization resource allocation robust optimization polyhedral uncertain parameters nonsmooth optimization
DOI	10.1007/s11424-018-7145-5
语种	英语
资助项目	National 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研究方向	Mathematics
WOS类目	Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000426304800007
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/29646
专题	系统科学研究所
通讯作者	Zeng, Xianlin
作者单位	1.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
推荐引用方式 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.