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research article

A Proximal Diffusion Strategy for Multiagent Optimization With Sparse Affine Constraints

Alghunaim, Sulaiman A.  
•
Yuan, Kun  
•
Sayed, Ali H.  
November 1, 2020
Ieee Transactions On Automatic Control

This article develops a proximal primal-dual decentralized strategy for multiagent optimization problems that involve multiple coupled affine constraints, where each constraint may involve only a subset of the agents. The constraints are generally sparse, meaning that only a small subset of the agents are involved in them. This scenario arises in many applications, including decentralized control formulations, resource allocation problems, and smart grids. Traditional decentralized solutions tend to ignore the structure of the constraints and lead to degraded performance. We instead develop a decentralized solution that exploits the sparsity structure. Under constant step-size learning, the asymptotic convergence of the proposed algorithm is established in the presence of nonsmooth terms, and it occurs at a linear rate in the smooth case. We also examine how the performance of the algorithm is influenced by the sparsity of the constraints. Simulations illustrate the superior performance of the proposed strategy.

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Type
research article
DOI
10.1109/TAC.2019.2960265
Web of Science ID

WOS:000583711500006

Author(s)
Alghunaim, Sulaiman A.  
Yuan, Kun  
Sayed, Ali H.  
Date Issued

2020-11-01

Publisher

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC

Published in
Ieee Transactions On Automatic Control
Volume

65

Issue

11

Start page

4554

End page

4567

Subjects

Automation & Control Systems

•

Engineering, Electrical & Electronic

•

Engineering

•

convergence

•

couplings

•

resource management

•

predictive control

•

smart grids

•

cost function

•

dual diffusion strategy

•

multiagent optimization

•

primal–

•

dual methods

•

sparsely coupled constraints

•

distributed optimization

•

resource-allocation

•

dual decomposition

•

gradient-method

•

algorithms

•

management

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ASL  
Available on Infoscience
December 8, 2020
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/173924
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