A Distributed Algorithm for Resource Allocation Over Dynamic Digraphs

This paper studies a distributed resource allocation problem for a multiagent network with a time-varying digraph. Each agent in the network is associated with a local variable (resource) and a convex cost function. The goal is to collectively minimize the total cost in a distributed fashion, subjec...

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Bibliographic Details
Published in:IEEE transactions on signal processing Vol. 65; no. 10; pp. 2600 - 2612
Main Authors: Xu, Yun, Han, Tingrui, Cai, Kai, Lin, Zhiyun, Yan, Gangfeng, Fu, Minyue
Format: Journal Article
Language:English
Published: New York IEEE 15.05.2017
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:
Algorithm design and analysis
Algorithms
Constraints
Convergence
Cost function
Distributed algorithms
Distributed optimization
Graph theory
multi-agent systems
Multiagent systems
Resource allocation
Resource management
Signal processing algorithms
ISSN:1053-587X, 1941-0476
Online Access:Get full text
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Summary:This paper studies a distributed resource allocation problem for a multiagent network with a time-varying digraph. Each agent in the network is associated with a local variable (resource) and a convex cost function. The goal is to collectively minimize the total cost in a distributed fashion, subject to individual resource constraints, and collective equality constraints. The main challenge of the problem is due to the local information structure imposed by the time-varying digraph that should be considered as part of the problem formulation. This paper develops a nonnegative surplus-based distributed optimization algorithm. It is shown that the proposed distributed algorithm converges to the global minimizer provided that the time-varying digraph is jointly strongly connected. Also, all the parameters used in the proposed algorithm rely only on local knowledge.
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ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2017.2669896