Distributed Robust Optimization in Networked System

In this paper, we consider a distributed robust optimization (DRO) problem, where multiple agents in a networked system cooperatively minimize a global convex objective function with respect to a global variable under the global constraints. The objective function can be represented by a sum of loca...

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Bibliographic Details
Published in:	IEEE transactions on cybernetics Vol. 47; no. 8; pp. 2321 - 2333
Main Authors:	Wang, Shengnan, Li, Chunguang
Format:	Journal Article
Language:	English
Published:	United States IEEE 01.08.2017 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Algorithm design and analysis Algorithms Computer simulation Convergence Distributed optimization Lagrangian functions Linear programming Multiagent systems networked system Nonlinear programming Optimization Parameter uncertainty Projection robust Robustness Robustness (mathematics) subgradient approach Uncertainty
ISSN:	2168-2267, 2168-2275, 2168-2275
Online Access:	Get full text
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