Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems | |
Yi, Peng1; Hong, Yiguang2; Liu, Feng3 | |
刊名 | AUTOMATICA |
2016-12-01 | |
卷号 | 74页码:259-269 |
关键词 | Resource allocation Distributed optimization Multi-agent system Plug-and-play algorithm Gradient flow Projected dynamical system Economic dispatch |
ISSN号 | 0005-1098 |
DOI | 10.1016/j.automatica.2016.08.007 |
英文摘要 | In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource constraint and the local allocation feasibility constraints. Here the data corresponding to each agent in this separable optimization problem, such as the network resources, the local allocation feasibility constraint, and the local objective function, is only accessible to individual agent and cannot be shared with others, which renders new challenges in this distributed optimization problem. Based on either projection or differentiated projection, two classes of continuous time algorithms are proposed to solve this distributed optimization problem in an initialization-free and scalable manner. Thus, no re-initialization is required even if the operation environment or network configuration is changed, making it possible to achieve a "plug-and-play" optimal operation of networked heterogeneous agents. The algorithm convergence is guaranteed for strictly convex objective functions, and the exponential convergence is proved for strongly convex functions without local constraints. Then 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. (C) 2016 Elsevier Ltd. All rights reserved. |
资助项目 | Beijing Natural Science Foundation[4152057] ; NSFC[61333001] ; NSFC[61573344] ; Program 973[2014CB845301/2/3] ; National Natural Science Foundation of China[51377092] ; Foundation of Chinese Scholarship Council (CSC)[201506215034] |
WOS研究方向 | Automation & Control Systems ; Engineering |
语种 | 英语 |
出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
WOS记录号 | WOS:000389087200030 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/24207] |
专题 | 系统科学研究所 |
通讯作者 | Yi, Peng |
作者单位 | 1.Univ Toronto, Dept Elect & Comp Engn, Toronto, ON M5S 1A1, Canada 2.Chinese Acad Sci, Key Lab Syst & Control, Acad Math & Syst Sci, Beijing 100864, Peoples R China 3.Tsinghua Univ, Dept Elect Engn, Beijing, Peoples R China |
推荐引用方式 GB/T 7714 | Yi, Peng,Hong, Yiguang,Liu, Feng. Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems[J]. AUTOMATICA,2016,74:259-269. |
APA | Yi, Peng,Hong, Yiguang,&Liu, Feng.(2016).Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems.AUTOMATICA,74,259-269. |
MLA | Yi, Peng,et al."Initialization-free distributed algorithms for optimal resource allocation with feasibility constraints and application to economic dispatch of power systems".AUTOMATICA 74(2016):259-269. |
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