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Solving specified-time distributed optimization problem via sampled-data-based algorithm
TL;DR: In this paper, a specified-time distributed optimization algorithm for connected agents with directed topologies to collectively minimize the sum of individual objective functions subject to an equality constraint is proposed. But the algorithm is not applicable to online solving distributed optimization problems such as economic dispatch.
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Abstract: Despite significant advances on distributed continuous-time optimization of multi-agent networks, there is still lack of an efficient algorithm to achieve the goal of distributed optimization at a pre-specified time. Herein, we design a specified-time distributed optimization algorithm for connected agents with directed topologies to collectively minimize the sum of individual objective functions subject to an equality constraint. With the designed algorithm, the settling time of distributed optimization can be exactly predefined. The specified selection of such a settling time is independent of not only the initial conditions of agents, but also the algorithm parameters and the communication topologies. Furthermore, the proposed algorithm can realize specified-time optimization by exchanging information among neighbours only at discrete sampling instants and thus reduces the communication burden. In addition, the equality constraint is always satisfied during the whole process, which makes the proposed algorithm applicable to online solving distributed optimization problems such as economic dispatch. For the special case of undirected communication topologies, a reduced-order algorithm is also designed. Finally, the effectiveness of the theoretical analysis is justified by numerical simulations.
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Citations
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Accelerated Distributed Optimization Algorithm With Malicious Nodes
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Information consensus in multivehicle cooperative control
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Distributed Continuous-Time Convex Optimization on Weight-Balanced Digraphs
TL;DR: In this article, the authors show that the consensus-based dynamics that solves the continuous-time distributed optimization problem for undirected graphs fails to converge when transcribed to the directed setting.
A survey of distributed optimization
Tao Yang,Xinlei Yi,Junfeng Wu,Ye Yuan,Di Wu,Ziyang Meng,Yiguang Hong,Hong Wang,Zongli Lin,Karl Henrik Johansson +9 more
TL;DR: This survey paper aims to offer a detailed overview of existing distributed optimization algorithms and their applications in power systems, and focuses on the application of distributed optimization in the optimal coordination of distributed energy resources.
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