Distributed resource allocation over random networks based on stochastic approximation

doi:10.1016/j.sysconle.2018.02.009

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	Distributed resource allocation over random networks based on stochastic approximation
	Yi, Peng 1; Lei, Jinlong 2; Hong, Yiguang3
	2018-04-01
发表期刊	SYSTEMS & CONTROL LETTERS
ISSN	0167-6911
卷号	114 页码:44-51
摘要	In this paper, we study a resource allocation problem in which a group of agents cooperatively optimize a separable optimization problem with a linear network resource constraint and allocation feasibility constraints, where the global objective function is the sum of agents' local objective functions. Each agent can only get noisy observations of its local gradient function and its local resource, which cannot be shared by other agents or transmitted to a center. There also exist communication uncertainties such as time-varying topologies (described by random graphs) and additive channel noises. To solve the resource allocation with uncertainties, we propose a stochastic approximation based distributed algorithm, and prove that agents can collaboratively achieve the optimal allocation with probability one by virtue of the ordinary differential equation (ODE) method for stochastic approximation. Finally, simulations related to the demand response management in power systems verify the effectiveness of the proposed algorithm. (C) 2018 Elsevier B.V. All rights reserved.
关键词	Distributed optimization Resource allocation Stochastic approximation Random graph Demand response
DOI	10.1016/j.sysconle.2018.02.009
语种	英语
资助项目	National Key Research and Development Program of China[2016YEB0901902] ; NSFC[61733018] ; NSFC[61333001] ; NSFC[61573344]
WOS研究方向	Automation & Control Systems ; Operations Research & Management Science
WOS类目	Automation & Control Systems ; Operations Research & Management Science
WOS记录号	WOS:000430993800007
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/30236
专题	系统科学研究所
通讯作者	Hong, Yiguang
作者单位	1.Washington Univ, Dept Elect & Syst Engn, St Louis, MO USA 2.Penn State Univ, Dept Ind & Mfg Engn, University Pk, PA 16802 USA 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Yi, Peng,Lei, Jinlong,Hong, Yiguang. Distributed resource allocation over random networks based on stochastic approximation[J]. SYSTEMS & CONTROL LETTERS,2018,114:44-51.
APA	Yi, Peng,Lei, Jinlong,&Hong, Yiguang.(2018).Distributed resource allocation over random networks based on stochastic approximation.SYSTEMS & CONTROL LETTERS,114,44-51.
MLA	Yi, Peng,et al."Distributed resource allocation over random networks based on stochastic approximation".SYSTEMS & CONTROL LETTERS 114(2018):44-51.