A Distributed Optimization Problem Subject to Partial-Impact Cost Functions

Author(s):  
Zicong Xia ◽  
Yang Liu ◽  
Jianquan Lu ◽  
Jianlong Qiu ◽  
Jinde Cao
2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Nawarat Ekkarntrong ◽  
Tipsuda Arunrat ◽  
Nimit Nimana

AbstractIn this paper, we consider a distributed optimization problem of minimizing sum of convex functions over the intersection of fixed-point constraints. We propose a distributed method for solving the problem. We prove the convergence of the generated sequence to the solution of the problem under certain assumption. We further discuss the convergence rate with an appropriate positive stepsize. A numerical experiment is given to show the effectiveness of the obtained theoretical result.


2017 ◽  
Vol 2017 ◽  
pp. 1-9 ◽  
Author(s):  
Junxiu Yan ◽  
Hui Yu

This paper addresses a distributed consensus optimization problem of a first-order multiagent system with time-varying delay. A continuous-time distributed optimization algorithm is proposed. Different from most ways of solving distributed optimization problem, the Lyapunov-Razumikhin theorem is applied to the convergence analysis instead of the Lyapunov-Krasovskii functionals with LMI conditions. A sufficient condition for the control parameters is obtained to make all the agents converge to the optimal solution of the system. Finally, an example is given to validate the effectiveness of our theoretical result.


Author(s):  
Xingnan Wen ◽  
Sitian Qin

AbstractMulti-agent systems are widely studied due to its ability of solving complex tasks in many fields, especially in deep reinforcement learning. Recently, distributed optimization problem over multi-agent systems has drawn much attention because of its extensive applications. This paper presents a projection-based continuous-time algorithm for solving convex distributed optimization problem with equality and inequality constraints over multi-agent systems. The distinguishing feature of such problem lies in the fact that each agent with private local cost function and constraints can only communicate with its neighbors. All agents aim to cooperatively optimize a sum of local cost functions. By the aid of penalty method, the states of the proposed algorithm will enter equality constraint set in fixed time and ultimately converge to an optimal solution to the objective problem. In contrast to some existed approaches, the continuous-time algorithm has fewer state variables and the testification of the consensus is also involved in the proof of convergence. Ultimately, two simulations are given to show the viability of the algorithm.


2020 ◽  
Vol 325 ◽  
pp. 01002
Author(s):  
Hao Gao ◽  
Yadong Zhang ◽  
Jin Guo

The reduction of operation energy consumption without decreasing service quality has become a great challenge in subways daily operation. A novel DP based approach is proposed for optimizing the train driving strategy. The optimal driving problem is first considered as a multi-objective problem with five optimal targets (i.e., energy saving, punctual arriving, less switching, safe driving and accurate stopping). The optimization problem is remodelled as a multistage decision problem by discretizing the continuous train movement in space. The process of dynamic programming is carried out in the velocity-space status space. Due to the discretizing rules of searching space, the optimal goals of safe driving and accurate stopping can be satisfied during the searching process. The rest of multiple goals are spilt into cost functions and constrains for each stage. Due to the multiple cost functions, a set of pareto optimal solutions can be achieved at each vertex during the process of dynamic programming. To further improve the efficiency of algorithm, two evaluation criterions are introduced to maintain the capacity of the pareto set at each vertex. A case study of Yizhuang urban rail line in Beijing is conducted to verify the effectiveness and the efficiency of DP based algorithms.


2014 ◽  
Vol 984-985 ◽  
pp. 1295-1300
Author(s):  
S.R. Darsana ◽  
K. Dhayalini ◽  
S. Sathiyamoorthy

This paper deals with solution of economic dispatch problem with smooth and non smooth cost function. With practical consideration, ED will have non smooth cost functions with equality and inequality constraints that make the problem, a large-scale highly constrained nonlinear optimization problem. Here particle swarm optimization (PSO) technique is used to solve economic dispatch. PSO based algorithm is easy to implement and it performs well on optimization problem. To demonstrate the effectiveness of the proposed method it is being applied to test ED problems, with smooth and non smooth cost functions. Comparison with lagrangian relaxation method showed the superiority of the proposed approach to check the efficiency, studies have been performed for 6 generating unit with smooth cost function. Numerical simulations indicate an improvement in total fuel cost savings.


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