Randomized difference-based gradient-free algorithm for distributed resource allocation
Geng, Xiaoxue1,2; Zhao, Wenxiao1,2
AbstractThis paper considers a distributed resource allocation problem over time-varying networks. The objective of each agent in the network is to optimize the sum of separable convex functions subjected to resource constraints by observing its local objective function and the information exchanged with its adjacent neighbors. Thus, the problem lies in a distributed framework. In existing literature dealing with similar problems, the measurement of the gradients/subgradients of the objective functions has been applied in the algorithm design. In this paper, by adding stochastic dithers to the local objective functions and constructing randomized differences, we propose a distributed gradient-free algorithm for solving the problem, and show that the algorithm is strongly convergent; that is, the estimates generated from each agent almost certainly converge to the optimal resource allocation solution of the network. Finally, the effectiveness of the algorithm is validated by conducting numerical experiments.
Keywordresource allocation distributed algorithm randomized difference
Indexed BySCI
Funding ProjectNational Key Research and Development Program of China[2018YFA0703800] ; National Natural Science Foundation of China[61822312]
WOS Research AreaComputer Science ; Engineering
WOS SubjectComputer Science, Information Systems ; Engineering, Electrical & Electronic
WOS IDWOS:000773956400003
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Document Type期刊论文
Corresponding AuthorZhao, Wenxiao
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Recommended Citation
GB/T 7714
Geng, Xiaoxue,Zhao, Wenxiao. Randomized difference-based gradient-free algorithm for distributed resource allocation[J]. SCIENCE CHINA-INFORMATION SCIENCES,2022,65(4):17.
APA Geng, Xiaoxue,&Zhao, Wenxiao.(2022).Randomized difference-based gradient-free algorithm for distributed resource allocation.SCIENCE CHINA-INFORMATION SCIENCES,65(4),17.
MLA Geng, Xiaoxue,et al."Randomized difference-based gradient-free algorithm for distributed resource allocation".SCIENCE CHINA-INFORMATION SCIENCES 65.4(2022):17.
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