Distributed resource allocation over random networks based on stochastic approximation

DOI10.1016/j.sysconle.2018.02.009zbMath1388.93085arXiv1511.07974OpenAlexW2963372719MaRDI QIDQ1643399

Peng Yi, Yiguang Hong, Jinlong Lei

Publication date: 19 June 2018

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.07974

zbMATH Keywords

stochastic approximationresource allocationrandom graphdistributed optimizationdemand response

Mathematics Subject Classification ID

Stochastic programming (90C15) Decentralized systems (93A14) Stochastic systems in control theory (general) (93E03) Agent technology and artificial intelligence (68T42)

Related Items

A solution strategy for distributed uncertain economic dispatch problems via scenario theory, Asymptotic properties of dual averaging algorithm for constrained distributed stochastic optimization, Asymptotic Properties of Primal-Dual Algorithm for Distributed Stochastic Optimization over Random Networks with Imperfect Communications, Distributed optimal resource allocation over strongly connected digraphs: a surplus-based approach, A causal filter of gradient information for enhanced robustness and resilience in distributed convex optimization, Distributed resource allocation of second‐order nonlinear multiagent systems, Distributed nonsmooth convex optimization over Markovian switching random networks with two step-sizes, Distributed multi-step subgradient optimization for multi-agent system, Event-triggered scheme for zero-gradient-sum optimisation under directed networks with time delay

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems
• Distributed stochastic subgradient projection algorithms for convex optimization
• Optimal scaling of a gradient method for distributed resource allocation
• Distributed gradient algorithm for constrained optimization with application to load sharing in power systems
• Stochastic approximation. A dynamical systems viewpoint.
• Approximate Projected Consensus for Convex Intersection Computation: Convergence Analysis and Critical Error Angle
• Design and Stability of Load-Side Primary Frequency Control in Power Systems
• Decentralized Resource Allocation in Dynamic Networks of Agents
• Robust Stochastic Approximation Approach to Stochastic Programming
• A Kiefer-Wolfowitz algorithm with randomized differences
• Convex Separable Problems With Linear Constraints in Signal Processing and Communications
• Constrained Consensus and Optimization in Multi-Agent Networks
• Distributed Subgradient Methods for Convex Optimization Over Random Networks
• Asynchronous Broadcast-Based Convex Optimization Over a Network
• On Distributed Convex Optimization Under Inequality and Equality Constraints
• Distributed Parameter Estimation Over Unreliable Networks With Markovian Switching Topologies
• An <formula formulatype="inline"><tex Notation="TeX">$O(1/k)$</tex> </formula> Gradient Method for Network Resource Allocation Problems
• Quantized Subgradient Algorithm and Data-Rate Analysis for Distributed Optimization
• Efficiency Loss in a Network Resource Allocation Game