Distributed optimal in-network resource allocation algorithm design via a control theoretic approach

In this paper, we consider an in-network optimal resource allocation problem with multiple demand equations. We propose a novel distributed continuous-time algorithm that solves the problem over strongly connected and weight-balanced digraph network topologies when the local cost functions are stron...

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Bibliographic Details
Published in:	Systems & control letters Vol. 107; pp. 49 - 57
Main Author:	Kia, Solmaz S.
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.09.2017
Subjects:	Cooperative control Distributed convex optimization Distributed optimal resource allocation Strongly connected and weight-balanced digraphs Distributed convex optimization Distributed optimal resource allocation Strongly connected and weight-balanced digraphs Cooperative control
ISSN:	0167-6911, 1872-7956
Online Access:	Get full text
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Summary:	In this paper, we consider an in-network optimal resource allocation problem with multiple demand equations. We propose a novel distributed continuous-time algorithm that solves the problem over strongly connected and weight-balanced digraph network topologies when the local cost functions are strongly convex. We also discuss the extension of our convergence guarantees to dynamically changing topologies. Finally, we show that if the network is an undirected connected graph, we can guarantee stability and convergence of our algorithm for problems involving local convex functions. This convergence guarantee is to a point in the set of minimizers of our optimal resource allocation problem. The design and analysis of our algorithm are carried out using a control theoretic approach. We demonstrate our results through a numerical example.
ISSN:	0167-6911 1872-7956
DOI:	10.1016/j.sysconle.2017.07.012