A Distributed Dual Proximal Minimization Algorithm for Constraint-Coupled Optimization Problems
Alessandro Falsone, Maria Prandini · IEEE Control Systems Letters · 2020
We address constraint-coupled optimization for a system composed of multiple cooperative agents communicating over a time-varying network. We propose a distributed proximal minimization algorithm that is guaranteed to converge to an optimal solution of the optimization problem, under suitable convexity and connectivity assumptions. The performance of the introduced algorithm is shown on a numerical example of a charging scheduling problem for a fleet of plug-in electric vehicles.