A Distributed Dual Proximal Minimization Algorithm for Constraint-Coupled Optimization Problems

We address constraint-coupled optimization for a system composed of multiple cooperative agents communicating over a time-varying network. We propose a distributed proximal minimization algorithm that is guaranteed to converge to an optimal solution of the optimization problem, under suitable convex...

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Vydáno v:IEEE control systems letters Ročník 5; číslo 1; s. 259 - 264
Hlavní autoři: Falsone, Alessandro, Prandini, Maria
Médium: Journal Article
Jazyk:angličtina
Vydáno: IEEE 01.01.2021
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ISSN:2475-1456, 2475-1456
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Shrnutí:We address constraint-coupled optimization for a system composed of multiple cooperative agents communicating over a time-varying network. We propose a distributed proximal minimization algorithm that is guaranteed to converge to an optimal solution of the optimization problem, under suitable convexity and connectivity assumptions. The performance of the introduced algorithm is shown on a numerical example of a charging scheduling problem for a fleet of plug-in electric vehicles.
ISSN:2475-1456
2475-1456
DOI:10.1109/LCSYS.2020.3001427