Distributed Resource Allocation Over Dynamic Networks With Uncertainty
- 27 November 2020
- journal article
- research article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 66 (9), 4378-4384
- https://doi.org/10.1109/tac.2020.3041248
Abstract
Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks with complex interconnection structures, thus any solution must be implemented in parallel and based only on local data resulting in a need for distributed algorithms. In this paper, we study a distributed Lagrangian method for such problems. By utilizing the so-called distributed subgradient methods to solve the dual problem, our approach eliminates the need for central coordination in updating the dual variables, which is often required in classic Lagrangian methods. Our focus is to understand the performance of this distributed algorithm when the number of resources is unknown and may be time-varying. In particular, we obtain an upper bound on the convergence rate of the algorithm to the optimal value, in expectation, as a function of network topology. The effectiveness of the proposed method is demonstrated by its application to the economic dispatch problem in power systems, with simulations completed on the benchmark IEEE-14 and IEEE-118Keywords
Funding Information
- NSF (ECCS 15-09 302, CNS 15-44 953)
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