A Distributed Dual Proximal Minimization Algorithm for Constraint-Coupled Optimization Problems
| Autor: | Maria Prandini, Alessandro Falsone |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
Mathematical optimization
Control and Optimization Optimization problem Job shop scheduling Optimization algorithm Computer science Optimization algorithms agents-based systems Convexity Dual (category theory) Constraint (information theory) distributed control Control and Systems Engineering Minimization algorithm |
| Popis: | We address constraint-coupled optimization for a system composed of multiple cooperative agents communicating over a time-varying network. We propose a distributed proximal minimization algorithm that is guaranteed to converge to an optimal solution of the optimization problem, under suitable convexity and connectivity assumptions. The performance of the introduced algorithm is shown on a numerical example of a charging scheduling problem for a fleet of plug-in electric vehicles. |
| Databáze: | OpenAIRE |
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