Distributed Constrained Optimization over Networked Systems via A Singular Perturbation Method and Application to Economic Dispatch
Phuong H. Hoang, Christopher Shannon Edrington, Behnaz Papari, Gökhan Özkan, Hyo‐Sung Ahn · 2020
This paper presents an algorithm for a distributed constrained optimization problem. The studied problem has a strictly convex objective function, affine constraints, and an undirected and connected communication topology. The algorithm is based on singular perturbation theory, dynamic average consensus, and saddle point dynamics methods to tackle the problem in a fully distributed manner. An analysis of the global optimal solution is presented. Additionally, to demonstrate the effectiveness of the proposed algorithm, it is applied to a simulated energy network by a demonstration of two simulations of the economic dispatch problem.