A Distributed Buffering Drift-Plus-Penalty Algorithm for Coupling Constrained Optimization

doi:10.1109/LCSYS.2023.3345694

	A Distributed Buffering Drift-Plus-Penalty Algorithm for Coupling Constrained Optimization
	Wang, Dandan; Zhu, Daokuan; Ou, Zichong; Lu, Jie
	2023
发表期刊	IEEE CONTROL SYSTEMS LETTERS (IF:2.4[JCR-2023],2.4[5-Year])
ISSN	2475-1456
EISSN	2475-1456
卷号	7 页码:3944-3949
发表状态	已发表
DOI	10.1109/LCSYS.2023.3345694
摘要	This letter focuses on distributed constrained optimization over time-varying directed networks, where all agents cooperate to optimize the sum of their locally accessible objective functions subject to a coupled inequality constraint consisting of all their local constraint functions. To address this problem, we develop a buffering drift-plus-penalty algorithm, referred to as B-DPP. The proposed B-DPP algorithm utilizes the idea of drift-plus-penalty minimization in centralized optimization to control constraint violation and objective error, and adapts it to the distributed setting. It also innovatively incorporates a buffer variable into local virtual queue updates to acquire flexible and desirable tracking of constraint violation. We show that B-DPP achieves O( 1/ t ) rates of convergence to both optimality and feasibility, which outperform the alternative methods in the literature. Moreover, with a proper buffer parameter, B-DPP is capable of reaching feasibility within a finite number of iterations, which is a pioneering result in the area. Simulations on a resource allocation problem over 5G virtualized networks demonstrate the competitive convergence performance and efficiency of B-DPP. © 2017 IEEE.
关键词	Coupled constraints distributed optimization finite-time feasibility time-varying networks
URL	查看原文
收录类别	EI
语种	英语
出版者	Institute of Electrical and Electronics Engineers Inc.
EI入藏号	20240215349348
EI主题词	Target tracking
EI分类号	703.1 Electric Networks ; 716.3 Radio Systems and Equipment ; 722.4 Digital Computers and Systems ; 912.2 Management ; 961 Systems Science
原始文献类型	Journal article (JA)
来源库	IEEE
文献类型	期刊论文
条目标识符	https://kms.shanghaitech.edu.cn/handle/2MSLDSTB/348670
专题	信息科学与技术学院信息科学与技术学院_PI研究组_陆疌组信息科学与技术学院_硕士生信息科学与技术学院_博士生
通讯作者	Lu, Jie
作者单位	School of Information Science and Technology, ShanghaiTech University, Shanghai, China
第一作者单位	信息科学与技术学院
通讯作者单位	信息科学与技术学院
第一作者的第一单位	信息科学与技术学院
推荐引用方式 GB/T 7714	Wang, Dandan,Zhu, Daokuan,Ou, Zichong,et al. A Distributed Buffering Drift-Plus-Penalty Algorithm for Coupling Constrained Optimization[J]. IEEE CONTROL SYSTEMS LETTERS,2023,7:3944-3949.
APA	Wang, Dandan,Zhu, Daokuan,Ou, Zichong,&Lu, Jie.(2023).A Distributed Buffering Drift-Plus-Penalty Algorithm for Coupling Constrained Optimization.IEEE CONTROL SYSTEMS LETTERS,7,3944-3949.
MLA	Wang, Dandan,et al."A Distributed Buffering Drift-Plus-Penalty Algorithm for Coupling Constrained Optimization".IEEE CONTROL SYSTEMS LETTERS 7(2023):3944-3949.