We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables that should be set so as to minimize its individual objective function subject to local constraints. Resource sharing is modeled via coupling constraints that involve the non-positivity of the sum of agents' individual functions, each one depending on the decision variables of one single agent. We propose a novel distributed algorithm to minimize the sum of the agents' objective functions subject to both local and coupling constraints, where dual decomposition and proximal minimization are combined in an iterative scheme. Notably, privacy of information is guaranteed since only the dual optimization variables associated with the coupling constraints are exchanged by the agents. Under convexity assumptions, jointly with suitable connectivity properties of the communication network, we are able to prove that agents reach consensus to some optimal solution of the centralized dual problem counterpart, while primal variables converge to the set of optimizers of the centralized primal problem. The efficacy of the proposed approach is demonstrated on a plug-in electric vehicles charging problem.
We consider the problem of optimal charging of plug-in electric vehicles (PEVs). We treat this problem as a multi-agent game, where vehicles/agents are heterogeneous since they are subject to possibly different constraints. Under the assumption that electricity price is affine in total demand, we show that, for any finite number of heterogeneous agents, the PEV charging control game admits a unique Nash equilibrium, which is the optimizer of an auxiliary minimization program. We are also able to quantify the asymptotic behaviour of the price of anarchy for this class of games. More precisely, we prove that if the parameters defining the constraints of each vehicle are drawn randomly from a given distribution, then, the value of the game converges almost surely to the optimum of the cooperative problem counterpart as the number of agents tends to infinity. In the case of a discrete probability distribution, we provide a systematic way to abstract agents in homogeneous groups and show that, as the number of agents tends to infinity, the value of the game tends to a deterministic quantity.
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