KMS Of Academy of mathematics and systems sciences, CAS
Distributed Algorithm for Robust Resource Allocation with Polyhedral Uncertain Allocation Parameters | |
Zeng, Xianlin1; Yi, Peng2; 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. |
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