Distributed Resource Allocation via Accelerated Saddle Point Dynamics

doi:10.1109/JAS.2021.1004114

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	Distributed Resource Allocation via Accelerated Saddle Point Dynamics
	Wen-Ting Lin; Yan-Wu Wang; Chaojie Li; Xinghuo Yu
发表期刊	IEEE/CAA Journal of Automatica Sinica
ISSN	2329-9266
	2021
卷号	8 期号:9 页码:1588-1599
摘要	In this paper, accelerated saddle point dynamics is proposed for distributed resource allocation over a multi-agent network, which enables a hyper-exponential convergence rate. Specifically, an inertial fast-slow dynamical system with vanishing damping is introduced, based on which the distributed saddle point algorithm is designed. The dual variables are updated in two time scales, i.e., the fast manifold and the slow manifold. In the fast manifold, the consensus of the Lagrangian multipliers and the tracking of the constraints are pursued by the consensus protocol. In the slow manifold, the updating of the Lagrangian multipliers is accelerated by inertial terms. Hyper-exponential stability is defined to characterize a faster convergence of our proposed algorithm in comparison with conventional primal-dual algorithms for distributed resource allocation. The simulation of the application in the energy dispatch problem verifies the result, which demonstrates the fast convergence of the proposed saddle point dynamics.
关键词	Accelerated saddle point dynamic distributed resource allocation hyper-exponential stability power dispatch
DOI	10.1109/JAS.2021.1004114
引用统计	被引频次：7[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.ia.ac.cn/handle/173211/45374
专题	学术期刊_IEEE/CAA Journal of Automatica Sinica
推荐引用方式 GB/T 7714	Wen-Ting Lin,Yan-Wu Wang,Chaojie Li,et al. Distributed Resource Allocation via Accelerated Saddle Point Dynamics[J]. IEEE/CAA Journal of Automatica Sinica,2021,8(9):1588-1599.
APA	Wen-Ting Lin,Yan-Wu Wang,Chaojie Li,&Xinghuo Yu.(2021).Distributed Resource Allocation via Accelerated Saddle Point Dynamics.IEEE/CAA Journal of Automatica Sinica,8(9),1588-1599.
MLA	Wen-Ting Lin,et al."Distributed Resource Allocation via Accelerated Saddle Point Dynamics".IEEE/CAA Journal of Automatica Sinica 8.9(2021):1588-1599.

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