An Event-Triggered Distributed Continuous-Time Optimization Approach
نویسندگان
چکیده
منابع مشابه
Event-Triggered Optimization
This section introduces an event-triggered distributed algorithm that solves network utility maximization (NUM) problems in large-scale networked systems [18, 17]. Existing distributed algorithms for the NUM problem are gradient-based schemes whose convergence to the optimal point provided the communication between subsystems is sufficiently frequent. Analytic bounds on the communication interv...
متن کاملAn Event-based Approach to Distributed Diagnosis of Continuous Systems
Distributed fault diagnosis solutions are becoming necessary due to the complexity of modern engineering systems, and the advent of smart sensors and computing elements. This paper presents a novel event-based approach for distributed diagnosis of abrupt parametric faults in continuous systems, based on a qualitative abstraction of measurement deviations from the nominal behavior. We systematic...
متن کاملA class of distributed optimization methods with event-triggered communication
We present a class of methods for distributed optimization with event-triggered communication. To this end, we extend Nesterov’s first order scheme to use event-triggered communication in a networked environment. We then apply this approach to generalize the proximal center algorithm (PCA) for separable convex programs by Necoara and Suykens. Our method uses dual decomposition and applies the d...
متن کاملDistributed and event-triggered optimization in multi-agent networks
This thesis is concerned with the development of distributed optimization methods with adaptive step-size control and event-triggered communication, where the focus is on convex optimization problems with either nonseparable objective function but separable constraints or separable objective function but couplings in the constraints. Regarding a practice related application of the developed alg...
متن کاملContinuous time portfolio optimization
This paper presents dynamic portfolio model based on the Merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. This paper is extended version of methodological paper published by Yuan Yao (2012). Because of the long history of the development of foreign financial market, with a variety of financial derivatives, the study on ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Access
سال: 2019
ISSN: 2169-3536
DOI: 10.1109/access.2019.2939643