arXiv subjects

Peng Yi

Publications and source records attributed to Peng Yi.

60 records · Page 4Linked to original sources

arXiv2017

Initialization-free Distributed Algorithms for Optimal Resource Allocation with Feasibility Constraints and its Application to Economic Dispatch of Power Systems

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.

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arXiv2017

A distributed primal-dual algorithm for computation of generalized Nash equilibria with shared affine coupling constraints via operator splitting methods

In this paper, we propose a distributed primal-dual algorithm for computation of a generalized Nash equilibrium (GNE) in noncooperative games over network systems. In the considered game, not only each player's local objective function depends on other players' decisions, but also the feasible decision sets of all the players are coupled together with a globally shared affine inequality constraint. Adopting the variational GNE, that is the solution of a variational inequality, as a refinement of GNE, we introduce a primal-dual algorithm that players can use to seek it in a distributed manner. Each player only needs to know its local objective function, local feasible set, and a local block of the affine constraint. Meanwhile, each player only needs to observe the decisions on which its local objective function explicitly depends through the interference graph and share information related to multipliers with its neighbors through a multiplier graph. Through a primal-dual analysis and an augmentation of variables, we reformulate the problem as finding the zeros of a sum of monotone operators. Our distributed primal-dual algorithm is based on forward-backward operator splitting methods. We prove its convergence to the variational GNE for fixed step-sizes under some mild assumptions. Then a distributed algorithm with inertia is also introduced and analyzed for variational GNE seeking. Finally, numerical simulations for network Cournot competition are given to illustrate the algorithm efficiency and performance.

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arXiv2017

Distributed Nash equilibrium seeking for aggregative games with coupled constraints

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem, we propose a distributed algorithm based on projected dynamics and non-smooth tracking dynamics, even for the case when the interaction topology of the multi-agent network is time-varying. Moreover, we prove the convergence of the non-smooth algorithm for the distributed game by taking advantage of its special structure and also combining the techniques of the variational inequality and Lyapunov function.

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arXiv2016

Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach

This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its local cost function and local constraint set, for the constrained optimization problem. Then we prove that all the agents of the algorithm can find the same optimal solution, and meanwhile, keep the states bounded while seeking the optimal solutions. We conduct a complete convergence analysis by employing nonsmooth Lyapunov functions for the stability analysis of differential inclusions. Finally, we provide a numerical example for illustration.

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arXiv2016

Distributed Resource Allocation Over Random Networks Based on Stochastic Approximation

In this paper, a stochastic approximation (SA) based distributed algorithm is proposed to solve the resource allocation (RA) with uncertainties. In this problem, a group of agents cooperatively optimize a separable optimization problem with a linear network resource constraint and allocation feasibility constraints, where the global objective function is the sum of agents' local objective functions. Each agent can only get noisy observations of its local function's gradient and its local resource, which cannot be shared by other agents or transmitted to a center. Moreover, there are communication uncertainties such as time-varying topologies (described by random graphs) and additive channel noises. To solve the RA, we propose an SA-based distributed algorithm, and prove that agents can collaboratively achieve the optimal allocation with probability one by virtue of ordinary differential equation (ODE) method for SA. Finally, simulations related to the demand response management in power systems verify the effectiveness of the proposed algorithm.

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arXiv2016

Continuous-Time Distributed Algorithms for Extended Monotropic Optimization Problems

This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered objective function is the sum of local convex functions assigned to agents in a multi-agent network, with private set constraints and affine equality constraints. Each agent only knows its local objective function, local constraint set, and neighbor information. We propose two novel continuous-time distributed subgradient-based algorithms with projected output feedback and derivative feedback, respectively, to solve the extended monotropic optimization problem. Moreover, we show that the algorithms converge to the optimal solutions under some mild conditions, by virtue of variational inequalities, Lagrangian methods, decomposition methods, and nonsmooth Lyapunov analysis. Finally, we give two examples to illustrate the applications of the proposed algorithms.

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