Distributed Time-Varying Optimization—An Output Regulation Approach
针对时变优化问题(包括无约束和资源分配问题),设计了两种分布式算法,利用外系统动态跟踪时变解,并通过李雅普诺夫理论证明收敛性。
This article deals with distributed algorithm design for time-varying optimization problems, which include unconstrained time-varying optimization and a special constrained problem commonly known as a resource allocation problem. The time-varying nature exists in the individual cost functions and the demand functions, and they are then captured by neutrally stable linear dynamic systems known as exosystems. To address the time-varying nature, new distributed algorithm structures are developed and two algorithms are designed for distributed time-varying optimization (DTVO) and distributed time-varying optimal resource allocation (DTVORA) to ensure that there exist time-varying solutions and the solution states will converge to the time-varying solutions. The driving terms for tracking the variation in the solutions are designed using exosystem dynamics. Rigorous convergence analyses are carried out using Lyapunov theory, and the examples are included to demonstrate the potential applications of the two proposed algorithms.