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A distributed optimization method to resource allocation problem on directed communication network under time delays

机译：时延下定向通信网络资源分配问题的分布式优化方法

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摘要

This work solves the resource allocation problem (RAP) for the multi-agents on time-varying directed communication networks under time delays. When the total demand of the resources is an equality constraint, the demand of resources is allocated and each agent is limited to an inequality constraint which is usually named the state constraint. In practical, time delays have a great influence on RAP. Hence, we attend to solve this problem by a fully distributed optimization method. The RAP that is subject to the state constraints could be solved by introducing a stochastic gradient-push to store the residue at each step on each agent with state constraint. It is also has been proved that the our method converges globally when the time-varying directed communication network is jointly strongly connected. The most distinguishing feature of our method is that its converges globally for the time-varying communication network even under time delays.
机译：这项工作解决了在时滞的情况下，时变定向通信网络上多主体的资源分配问题（RAP）。当资源的总需求为等式约束时，分配资源的需求，并且将每个代理限制为不等式约束，该不等式约束通常称为状态约束。实际上，时间延迟对RAP有很大影响。因此，我们致力于通过完全分布式的优化方法来解决这个问题。受到状态约束的RAP可以通过引入随机梯度推来在状态约束下将每个步骤的残基存储在每个代理上来解决。还已经证明，当时变定向通信网络被共同牢固地连接时，我们的方法在全球范围内收敛。我们方法的最大特色是，即使在时间延迟下，它对于时变通信网络也可以全局收敛。

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