Distributed constraint optimization on networked multi-agent systems

This paper deals with a distributed constraint optimization problem on networked multi-agent systems. First, we propose a distributed algorithm based on the Lagrangian method, where a new update law of the Lagrangian multiplier is designed. This update law enables each agent to estimate the value of the Lagrangian multiplier in a distributed manner. Next, we derive a necessary and sufficient condition that the optimization problem is solvable in a distributed manner over a graph. Finally, we apply the proposed method to power grid control via distributed pricing to maintain the supply-demand balance.