In this paper we propose a distributed algorithm for solving linear programs with combinations of local and global constraints in a multi-agent setup. A fully distributed and asynchronous algorithm is proposed. The computation of the local decision makers involves the solution of two distinct (local) optimization problems, namely a local copy of a global linear program and a smaller problem used to generate ”problem columns”. We show that, when running the proposed algorithm, all decision makers agree on a common optimal solution, even if the original problem has several optimal solutions, or detect unboundedness and infeasibility if necessary.

Mathias Burger, Giuseppe Notarstefano, Frank Allgower (2011). Locally Constrained Decision Making via Two-Stage Distributed Simplex. USA : IEEE [10.1109/CDC.2011.6161182].

Locally Constrained Decision Making via Two-Stage Distributed Simplex

Giuseppe Notarstefano;
2011

Abstract

In this paper we propose a distributed algorithm for solving linear programs with combinations of local and global constraints in a multi-agent setup. A fully distributed and asynchronous algorithm is proposed. The computation of the local decision makers involves the solution of two distinct (local) optimization problems, namely a local copy of a global linear program and a smaller problem used to generate ”problem columns”. We show that, when running the proposed algorithm, all decision makers agree on a common optimal solution, even if the original problem has several optimal solutions, or detect unboundedness and infeasibility if necessary.
2011
IEEE Conference on Decision and Control and European Control Conference (CDC-ECC)
5911
5916
Mathias Burger, Giuseppe Notarstefano, Frank Allgower (2011). Locally Constrained Decision Making via Two-Stage Distributed Simplex. USA : IEEE [10.1109/CDC.2011.6161182].
Mathias Burger; Giuseppe Notarstefano; Frank Allgower
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/672011
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