Zimmermann, Jan ; Tatarenko, Tatiana ; Willert, Volker ; Adamy, Jürgen (2021):
Projected Push-Sum Gradient Descent-Ascent for Convex Optimization with Application to Economic Dispatch Problems. (Postprint)
In: 2020 59th IEEE Conference on Decision and Control (CDC),
New York, NY, IEEE, 2020 59th IEEE Conference on Decision and Control (CDC), Jeju, 14.-18.12.2020, DOI: 10.26083/tuprints-00017573,
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Item Type: | Conference or Workshop Item |
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Status: | Postprint |
Title: | Projected Push-Sum Gradient Descent-Ascent for Convex Optimization with Application to Economic Dispatch Problems |
Language: | English |
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. |
Journal or Publication Title: | Proceedings of the IEEE Conference on Decision & Control |
Book Title: | 2020 59th IEEE Conference on Decision and Control (CDC) |
Volume of the journal: | 59 |
Place of Publication: | New York, NY |
Publisher: | IEEE |
Collation: | 8 Seiten |
Classification DDC: | 600 Technik, Medizin, angewandte Wissenschaften > 620 Ingenieurwissenschaften |
Divisions: | 18 Department of Electrical Engineering and Information Technology > Institut für Automatisierungstechnik und Mechatronik > Control Methods and Robotics |
Event Title: | 2020 59th IEEE Conference on Decision and Control (CDC) |
Event Location: | Jeju |
Event Dates: | 14.-18.12.2020 |
Date Deposited: | 23 Mar 2021 08:14 |
Last Modified: | 23 Mar 2021 08:14 |
DOI: | 10.26083/tuprints-00017573 |
Corresponding Links: | |
URN: | urn:nbn:de:tuda-tuprints-175739 |
URI: | https://tuprints.ulb.tu-darmstadt.de/id/eprint/17573 |
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