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Journal ArticleDOI

Continuous-time proportional-integral distributed optimisation for networked systems

TLDR
In this article, the authors explored the relationship between dual decomposition and the consensus-based method for distributed optimisation by examining the similarities between the two approaches and their relationship to gradient-based constrained optimisation.
Abstract
In this paper, we explore the relationship between dual decomposition and the consensus-based method for distributed optimisation. The relationship is developed by examining the similarities between the two approaches and their relationship to gradient-based constrained optimisation. By formulating each algorithm in continuous-time, it is seen that both approaches use a gradient method for optimisation with one using a proportional control term and the other using an integral control term to drive the system to the constraint set. Therefore, a significant contribution of this paper is to combine these methods to develop a continuous-time proportional-integral distributed optimisation method. Furthermore, we establish convergence using Lyapunov stability techniques and utilising properties from the network structure of the multi-agent system.

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Citations
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Journal ArticleDOI

Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems

TL;DR: The proposed algorithm is applied to the distributed economic dispatch problem in power grids, to demonstrate how it can achieve the global optimum in a scalable way, even when the generation cost, or system load, or network configuration, is changing.
Journal ArticleDOI

Distributed gradient algorithm for constrained optimization with application to load sharing in power systems

TL;DR: Both theoretical and numerical results show that the optimal load sharing can be achieved within both generation and delivering constraints in a distributed way.
Journal ArticleDOI

A Multi-Agent System With a Proportional-Integral Protocol for Distributed Constrained Optimization

TL;DR: It is proved that all agents with any initial state can reach output consensus at an optimal solution to the given constrained optimization problem, provided that the graph describing the communication links among agents is undirected and connected.
Journal ArticleDOI

Distributed Optimization for Linear Multiagent Systems: Edge- and Node-Based Adaptive Designs

TL;DR: This paper studies the distributed optimization problem for continuous-time multiagent systems with general linear dynamics to cooperatively optimize a team performance function formed by a sum of convex local objective functions.
Journal ArticleDOI

Distributed Continuous-Time Convex Optimization With Time-Varying Cost Functions

TL;DR: A time-varying distributed convex optimization problem is studied for continuous-time multi-agent systems and it is shown that the center of the agents tracks the optimal trajectory, the connectivity of the Agents is maintained, and interagent collision is avoided.
References
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Book

Convex Optimization

TL;DR: In this article, the focus is on recognizing convex optimization problems and then finding the most appropriate technique for solving them, and a comprehensive introduction to the subject is given. But the focus of this book is not on the optimization problem itself, but on the problem of finding the appropriate technique to solve it.
Book

Distributed Optimization and Statistical Learning Via the Alternating Direction Method of Multipliers

TL;DR: It is argued that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale problems arising in statistics, machine learning, and related areas.
Journal ArticleDOI

Consensus problems in networks of agents with switching topology and time-delays

TL;DR: A distinctive feature of this work is to address consensus problems for networks with directed information flow by establishing a direct connection between the algebraic connectivity of the network and the performance of a linear consensus protocol.
Journal ArticleDOI

Coordination of groups of mobile autonomous agents using nearest neighbor rules

TL;DR: A theoretical explanation for the observed behavior of the Vicsek model, which proves to be a graphic example of a switched linear system which is stable, but for which there does not exist a common quadratic Lyapunov function.
Book

Feedback Control of Dynamic Systems

TL;DR: This introductory book provides an in-depth, comprehensive treatment of a collection of classical and state-space approaches to control system design and ties the methods together so that a designer is able to pick the method that best fits the problem at hand.
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