We consider an in-network optimal resource allocation problem in which a group of agents interacting over a connected graph want to meet a demand while minimizing their collective cost. The contribution of this paper is to design a distributed continuous-time algorithm for this problem inspired by a recently developed first-order transformed primal-dual method. The solution applies to cluster-based setting where each agent may have a set of subagents, and its local cost is the sum of the cost of these subagents. The proposed algorithm guarantees an exponential convergence for strongly convex costs and asymptotic convergence for convex costs. Exponential convergence when the local cost functions are strongly convex is achieved even when the local gradients are only locally Lipschitz. For convex local cost functions, our algorithm guarantees asymptotic convergence to a point in the minimizer set. Through numerical examples, we show that our proposed algorithm delivers a faster convergence compared to existing distributed resource allocation algorithms.
more »
« less
Distributed Optimal Resource Allocation with Time-Varying Quadratic Cost Functions and Resources over Switching Agents
This paper proposes a distributed solution for an optimal resource allocation problem with a time-varying cost function and time-varying demand. The objective is to minimize a global cost, which is the summation of local quadratic time-varying cost functions, by allocating time-varying resources. A reformulation of the original problem is developed and is solved in a distributed manner using only local interactions over an undirected connected graph. In the proposed algorithm, the local state trajectories converge to a bounded neighborhood of the optimal trajectory. This bound is characterized in terms the parameters of the cost and topology properties. We also show that despite the tracking error, the trajectories are feasible at all times, meaning that the resource allocation equality constraint is met at every execution time. Our algorithm also considers the possibility of some generators going out of production from time to time and adjusts the solution so that the remaining generators can meet the demands in an optimal manner. Numerical examples demonstrate our results.
more »
« less
- Award ID(s):
- 1653838
- PAR ID:
- 10406241
- Date Published:
- Journal Name:
- 2022 European Control Conference (ECC)
- Page Range / eLocation ID:
- 441 to 446
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
This paper proposes a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal trajectory that minimizes the total cost at each time instant. Our approach consists of a two-stage dynamics, where the first one samples the first and second derivatives of the local costs periodically to construct an estimate of the descent direction towards the optimal trajectory, and the second one uses this estimate and a consensus term to drive local states towards the time-varying solution while reaching consensus. The first part is carried out by a weighted average consensus algorithm in the discrete-time framework and the second part is performed with a continuous-time dynamics. Using the Lyapunov stability analysis, an upper bound on the gradient of the total cost is obtained which is asymptotically reached. This bound is characterized by the properties of the local costs. To demonstrate the performance of the proposed method, a numerical example is conducted that studies tuning the algorithm’s parameters and their effects on the convergence of local states to the optimal trajectory.more » « less
-
A critical factor for expanding the adoption of networked solutions is ensuring local data privacy of in-network agents implementing a distributed algorithm. In this paper, we consider privacy preservation in the distributed optimization problem in the sense that local cost parameters should not be revealed. Current approaches to privacy preservation normally propose methods that sacrifice exact convergence or increase communication overhead. We propose PrivOpt, an intrinsically private distributed optimization algorithm that converges exponentially fast without any convergence error or using extra communication channels. We show that when the number of the parameters of the local cost is greater than the dimension of the decision variable of the problem, no malicious agent, even if it has access to all transmitted-in and -out messages in the network, can obtain local cost parameters of other agents. As an application study, we show how our proposed PrivOpt algorithm can be used to solve an optimal resource allocation problem with the guarantees that the local cost parameters of all the agents stay private.more » « less
-
Network cache allocation and management are important aspects of an Information-Centric Network (ICN) design, such as one based on Named Data Networking (NDN). We address the problem of optimal cache size allocation and content placement in an ICN in order to maximize the caching gain resulting from routing cost savings. While prior art assumes a given cache size at each network node and focuses on content placement, we study the problem when a global, network-wide cache storage budget is given and we solve for the optimal per-node cache allocation. This problem arises in cloud-based network settings where each network node is virtualized and housed within a cloud data center node with associated dynamic storage resources acquired from the cloud node as needed. As the offline centralized version of the optimal cache allocation problem is NP-hard, we develop a distributed adaptive algorithm that provides an approximate solution within a constant factor from the optimal. Performance evaluation of the algorithm is carried out through extensive simulations over multiple network topologies, demonstrating that our proposal significantly outperforms existing cache allocation algorithms.more » « less
-
We consider a large-scale service system where incoming tasks have to be instantaneously dispatched to one out of many parallel server pools. The user-perceived performance degrades with the number of concurrent tasks and the dispatcher aims at maximizing the overall quality of service by balancing the load through a simple threshold policy. We demonstrate that such a policy is optimal on the fluid and diffusion scales, while only involving a small communication overhead, which is crucial for large-scale deployments. In order to set the threshold optimally, it is important, however, to learn the load of the system, which may be unknown. For that purpose, we design a control rule for tuning the threshold in an online manner. We derive conditions that guarantee that this adaptive threshold settles at the optimal value, along with estimates for the time until this happens. In addition, we provide numerical experiments that support the theoretical results and further indicate that our policy copes effectively with time-varying demand patterns. Summary of Contribution: Data centers and cloud computing platforms are the digital factories of the world, and managing resources and workloads in these systems involves operations research challenges of an unprecedented scale. Due to the massive size, complex dynamics, and wide range of time scales, the design and implementation of optimal resource-allocation strategies is prohibitively demanding from a computation and communication perspective. These resource-allocation strategies are essential for certain interactive applications, for which the available computing resources need to be distributed optimally among users in order to provide the best overall experienced performance. This is the subject of the present article, which considers the problem of distributing tasks among the various server pools of a large-scale service system, with the objective of optimizing the overall quality of service provided to users. A solution to this load-balancing problem cannot rely on maintaining complete state information at the gateway of the system, since this is computationally unfeasible, due to the magnitude and complexity of modern data centers and cloud computing platforms. Therefore, we examine a computationally light load-balancing algorithm that is yet asymptotically optimal in a regime where the size of the system approaches infinity. The analysis is based on a Markovian stochastic model, which is studied through fluid and diffusion limits in the aforementioned large-scale regime. The article analyzes the load-balancing algorithm theoretically and provides numerical experiments that support and extend the theoretical results.more » « less