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Distributed Online Optimization for Multi-Agent Networks With Coupled Inequality Constraints
Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore..
KTH, School of Electrical Engineering and Computer Science (EECS), Intelligent systems, Decision and Control Systems (Automatic Control).ORCID iD: 0000-0003-4299-0471
Nanyang Technol Univ, Sch Elect & Elect Engn, Singapore 639798, Singapore..
2021 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 66, no 8, p. 3575-3591Article in journal (Refereed) Published
Abstract [en]

This article investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor networks, power systems, and plug-in electric vehicles. In this problem, the cost function at each time step is the sum of local cost functions with each of them being gradually revealed to its corresponding agent, and meanwhile only local functions in coupled inequality constraints are accessible to each agent. To address this problem, a modified primal-dual algorithm, called distributed online primal-dual push-sum algorithm, is developed in this article, which does not rest on any assumption on parameter boundedness and is applicable to unbalanced networks. It is shown that the proposed algorithm is sublinear for both the dynamic regret and the violation of coupled inequality constraints. Finally, the theoretical results are supported by a simulation example.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2021. Vol. 66, no 8, p. 3575-3591
Keywords [en]
Cost function, Heuristic algorithms, Vehicle dynamics, Task analysis, Standards, Power systems, Coupled inequality constraints, distributed online optimization, multi-agent networks, primal-dual, push-sum
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-299619DOI: 10.1109/TAC.2020.3021011ISI: 000678334500014Scopus ID: 2-s2.0-85107736181OAI: oai:DiVA.org:kth-299619DiVA, id: diva2:1584741
Note

QC 20210813

Available from: 2021-08-13 Created: 2021-08-13 Last updated: 2022-06-25Bibliographically approved

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Yi, Xinlei

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