Distributed Constrained Optimization over Networked Systems via A Singular Perturbation Method

Abstract: This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle point dynamics methods to tackle the problem for a general class of objective function and affine constraints in a fully distributed manner. It is shown that the private information of agents in the interconnected network is guaranteed in our proposed strategy. The theoretical guarantees on the optimality of the solution are provided by rigorous analyses. We apply the new proposed solution into energy networks by a demonstration of two simulations.