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Distributed resource allocation over random networks based on stochastic approximation

文献类型：期刊论文

作者Yi, Peng1; Lei, Jinlong2; Hong, Yiguang3
刊名SYSTEMS & CONTROL LETTERS
出版日期2018-04-01
卷号114页码:44-51
关键词Distributed optimization Resource allocation Stochastic approximation Random graph Demand response
ISSN号0167-6911
DOI10.1016/j.sysconle.2018.02.009
英文摘要In this paper, we study a resource allocation problem in which a group of agents cooperatively optimize a separable optimization problem with a linear network resource constraint and allocation feasibility constraints, where the global objective function is the sum of agents' local objective functions. Each agent can only get noisy observations of its local gradient function and its local resource, which cannot be shared by other agents or transmitted to a center. There also exist communication uncertainties such as time-varying topologies (described by random graphs) and additive channel noises. To solve the resource allocation with uncertainties, we propose a stochastic approximation based distributed algorithm, and prove that agents can collaboratively achieve the optimal allocation with probability one by virtue of the ordinary differential equation (ODE) method for stochastic approximation. Finally, simulations related to the demand response management in power systems verify the effectiveness of the proposed algorithm. (C) 2018 Elsevier B.V. All rights reserved.
资助项目National Key Research and Development Program of China[2016YEB0901902] ; NSFC[61733018] ; NSFC[61333001] ; NSFC[61573344]
WOS研究方向Automation & Control Systems ; Operations Research & Management Science
语种英语
WOS记录号WOS:000430993800007
出版者ELSEVIER SCIENCE BV
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/30235]  
专题系统科学研究所
通讯作者Hong, Yiguang
作者单位1.Washington Univ, Dept Elect & Syst Engn, St Louis, MO USA
2.Penn State Univ, Dept Ind & Mfg Engn, University Pk, PA 16802 USA
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Yi, Peng,Lei, Jinlong,Hong, Yiguang. Distributed resource allocation over random networks based on stochastic approximation[J]. SYSTEMS & CONTROL LETTERS,2018,114:44-51.
APA Yi, Peng,Lei, Jinlong,&Hong, Yiguang.(2018).Distributed resource allocation over random networks based on stochastic approximation.SYSTEMS & CONTROL LETTERS,114,44-51.
MLA Yi, Peng,et al."Distributed resource allocation over random networks based on stochastic approximation".SYSTEMS & CONTROL LETTERS 114(2018):44-51.

入库方式： OAI收割

来源：数学与系统科学研究院

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