摘要
具有全局等式约束分布优化问题在资源分配、投资组合、智能电网等领域有广泛应用。针对这类协作式的分布优化问题,设计了一个指数时间收敛的分布式算法,利用凸分析、代数图论和Lyapunov稳定性理论,证明了该算法的指数时间收敛性。最后,通过一个电力调度问题,验证了提出的算法在求解具有全局等式约束分布优化问题时的有效性。
The global equal-constrained distribution optimization problem is widely used in resource allocation,investment portfolio,smart power grid and other fields.For this kind of cooperative distribution optimization problem,a distributed algorithm with exponential time convergence is designed in this paper,and its exponential time convergence is proved by convex analysis,algebraic graph theory and Lyapunov stability theory.Finally,a power scheduling problem is presented to demonstrate the effectiveness of the proposed algorithm in solving distributed optimization problems with global equality constraints.
作者
刘书新
韩佳敏
杜海霞
曹若薇
LIU Shu-xin;HAN Jia-min;DU Hai-xia;CAO Ruo-wei(School of Mathematics and Physics,Xinjiang Agricultural University,Urumqi Xinjiang,830052)
出处
《山西大同大学学报（自然科学版）》
2021年第4期25-28,共4页
Journal of Shanxi Datong University(Natural Science Edition)
基金
新疆农业大学校前期项目资助[XJAU201705]。
关键词
分布式算法
凸优化
多智能体系统
distributed algorithm
convex optimization
multiagent system
