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Communication Dans Un Congrès Année : 2011

Distributed convex stochastic optimization under few constraints in large networks

Résumé

This article introduces a distributed convex optimization algorithm in a constrained multi-agent system composed by a large number of nodes. We focus on the case where each agent seeks to optimize its own local parameter under few coupling equality and inequality constraints. The objective function is of the power flow type and can be decoupled as a sum of elementary functions, each of which assumed (imperfectly) known by only one node. Under these assumptions, a cost-efficient decentralized iterative solution based on Lagrangian duality is derived, which is provably converging. This new approach alleviates several limitations of algorithms proposed in the stochastic optimization literature. Applications are proposed to decentralized power flow optimization in smart grids.
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Dates et versions

hal-00755087 , version 1 (20-11-2012)

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Romain Couillet, Pascal Bianchi, Jérémie Jakubowicz. Distributed convex stochastic optimization under few constraints in large networks. 2011 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP) , Dec 2011, San Juan, Puerto Rico. pp.289-292, ⟨10.1109/CAMSAP.2011.6136006⟩. ⟨hal-00755087⟩
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