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Proceedings ArticleDOI

Distributed convex stochastic optimization under few constraints in large networks

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TLDR
This article introduces a distributed convex optimization algorithm in a constrained multi-agent system composed by a large number of nodes that alleviates several limitations of algorithms proposed in the stochastic optimization literature.
Abstract
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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Citations
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Journal ArticleDOI

Methodology for multiarea state estimation solved by a decomposition method

TL;DR: In this article, a decentralized optimization scheme with minimum information exchange among subsystems is proposed to solve the multi-area state estimation problem by a decomposition method, which is derived from the Lagrangian relaxation method and is named optimality condition decomposition.
Book ChapterDOI

Optimization classification and techniques of WSNs in smart grid

TL;DR: In this paper, the authors present a general optimization framework for WSNs in smart grid and specify different possibilities for input, output, objective function, and constraints, and investigate different objectives used in defining the optimization problems.
Proceedings ArticleDOI

An alternative method for multiarea state estimation based on OCD

TL;DR: In this paper, an alternative method for multi-area state estimation based on Optimality Condition Decomposition (OCD) is proposed to solve the problem of state estimation in a decentralized optimization scheme with minimum information exchange among subsystems.
References
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Parallel and distributed computation

TL;DR: This book focuses on numerical algorithms suited for parallelization for solving systems of equations and optimization problems, with emphasis on relaxation methods of the Jacobi and Gauss-Seidel type.
Journal ArticleDOI

Distributed Stochastic Subgradient Projection Algorithms for Convex Optimization

TL;DR: This paper considers a distributed multi-agent network system where the goal is to minimize a sum of convex objective functions of the agents subject to a common convex constraint set, and investigates the effects of stochastic subgradient errors on the convergence of the algorithm.
Journal ArticleDOI

Consensus in Ad Hoc WSNs With Noisy Links— Part I: Distributed Estimation of Deterministic Signals

TL;DR: This work introduces a decentralized scheme for least-squares and best linear unbiased estimation (BLUE) and establishes its convergence in the presence of communication noise and introduces a method of multipliers in conjunction with a block coordinate descent approach to demonstrate how the resultant algorithm can be decomposed into a set of simpler tasks suitable for distributed implementation.
Journal ArticleDOI

Distributed Consensus Algorithms in Sensor Networks: Quantized Data and Random Link Failures

TL;DR: In this article, the authors studied the problem of distributed average consensus in sensor networks with quantized data and random link failures. But their work was restricted to the case where the quantizer range is unbounded.
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