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Projected Push-Sum Gradient Descent-Ascent for Convex Optimization with Application to Economic Dispatch Problems

Zimmermann, Jan ; Tatarenko, Tatiana ; Willert, Volker ; Adamy, Jürgen (2021)
Projected Push-Sum Gradient Descent-Ascent for Convex Optimization with Application to Economic Dispatch Problems.
2020 59th IEEE Conference on Decision and Control (CDC). Jeju (14.-18.12.2020)
doi: 10.26083/tuprints-00017573
Conference or Workshop Item, Secondary publication, Postprint

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Item Type: Conference or Workshop Item
Type of entry: Secondary publication
Title: Projected Push-Sum Gradient Descent-Ascent for Convex Optimization with Application to Economic Dispatch Problems
Language: English
Date: 2021
Place of Publication: New York, NY
Year of primary publication: 2020
Publisher: IEEE
Journal or Publication Title: Proceedings of the IEEE Conference on Decision & Control
Volume of the journal: 59
Book Title: 2020 59th IEEE Conference on Decision and Control (CDC)
Collation: 8 Seiten
Event Title: 2020 59th IEEE Conference on Decision and Control (CDC)
Event Location: Jeju
Event Dates: 14.-18.12.2020
DOI: 10.26083/tuprints-00017573
Corresponding Links:
Origin: Secondary publication
Abstract:

We propose a novel algorithm for solving convex, constrained and distributed optimization problems defined on multi-agent-networks, where each agent has exclusive access to a part of the global objective function. The agents are able to exchange information over a directed, weighted communication graph, which can be represented as a column-stochastic matrix. The algorithm combines an adjusted push-sum consensus protocol for information diffusion and a gradient descent-ascent on the local cost functions, providing convergence to the optimum of their sum. We provide results on a reformulation of the push-sum into single matrix updates and prove convergence of the proposed algorithm to an optimal solution, given standard assumptions in distributed optimization. The algorithm is applied to a distributed economic dispatch problem, in which the constraints can be expressed in local and global subsets.

Status: Postprint
URN: urn:nbn:de:tuda-tuprints-175739
Classification DDC: 600 Technology, medicine, applied sciences > 620 Engineering and machine engineering
Divisions: 18 Department of Electrical Engineering and Information Technology > Institut für Automatisierungstechnik und Mechatronik > Control Methods and Robotics (from 01.08.2022 renamed Control Methods and Intelligent Systems)
Date Deposited: 23 Mar 2021 08:14
Last Modified: 22 Jun 2023 12:57
URI: https://tuprints.ulb.tu-darmstadt.de/id/eprint/17573
PPN: 47778755X
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