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Conference Paper: Distributed Robust Resource Allocation with Convex-concave Uncertain Objective Functions

TitleDistributed Robust Resource Allocation with Convex-concave Uncertain Objective Functions
Authors
KeywordsDistributed Robust Optimization
Saddle Point
Issue Date2018
PublisherIEEE. The Journal's web site is located at https://ieeexplore.ieee.org/xpl/conhome/1000666/all-proceedings
Citation
Proceedings of 2018 57th Annual Conference of the Society of Instrument and Control Engineers of Japan (SICE 2018), Nara, Japan, 11-14 September 2018, p. 368-373 How to Cite?
AbstractThis paper investigates the distributed robust resource allocation problem where the objective function is a convex-concave function with uncertain parameters. To guarantee the robustness, we investigate the worst-case scenario, which results in finding the saddle point of the objective function with the resource constraint satisfied. We deal with this problem by adopting a continuous-time distributed projected algorithm. A numerical example is presented to illustrate the effectiveness of the proposed algorithm.
Persistent Identifierhttp://hdl.handle.net/10722/274460
ISBN

 

DC FieldValueLanguage
dc.contributor.authorLI, M-
dc.contributor.authorLiu, T-
dc.date.accessioned2019-08-18T15:02:09Z-
dc.date.available2019-08-18T15:02:09Z-
dc.date.issued2018-
dc.identifier.citationProceedings of 2018 57th Annual Conference of the Society of Instrument and Control Engineers of Japan (SICE 2018), Nara, Japan, 11-14 September 2018, p. 368-373-
dc.identifier.isbn9784907764609-
dc.identifier.urihttp://hdl.handle.net/10722/274460-
dc.description.abstractThis paper investigates the distributed robust resource allocation problem where the objective function is a convex-concave function with uncertain parameters. To guarantee the robustness, we investigate the worst-case scenario, which results in finding the saddle point of the objective function with the resource constraint satisfied. We deal with this problem by adopting a continuous-time distributed projected algorithm. A numerical example is presented to illustrate the effectiveness of the proposed algorithm.-
dc.languageeng-
dc.publisherIEEE. The Journal's web site is located at https://ieeexplore.ieee.org/xpl/conhome/1000666/all-proceedings-
dc.relation.ispartofConference of the Society of Instrument and Control Engineers of Japan Proceedings-
dc.rightsConference of the Society of Instrument and Control Engineers of Japan Proceedings. Copyright © IEEE.-
dc.rights©2018 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.-
dc.subjectDistributed Robust Optimization-
dc.subjectSaddle Point-
dc.titleDistributed Robust Resource Allocation with Convex-concave Uncertain Objective Functions-
dc.typeConference_Paper-
dc.identifier.emailLiu, T: taoliu@eee.hku.hk-
dc.identifier.authorityLiu, T=rp02045-
dc.identifier.doi10.23919/SICE.2018.8492684-
dc.identifier.scopuseid_2-s2.0-85056731911-
dc.identifier.hkuros302037-
dc.identifier.spage368-
dc.identifier.epage373-
dc.publisher.placeUnited States-

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