activity
20152022
most citedInitialization-free Distributed Algorithms for Optimal Resource Allocation with Feasibility Constraints and its Application to Economic Dispatch of Power Systems

489 citations · 1.2k across the 25 of their papers we have counts for

collaborators
Showing math.OCShow all

19 papers · 1 filter

math.OC2022

Distributed Projection-free Algorithm for Constrained Aggregative Optimization

Tongyu Wang, Peng Yi

In this paper, we focus on solving a distributed convex aggregative optimization problem in a network, where each agent has its own cost function which depends not only on its own…

math.OC2022

An Optimal Distributed Algorithm with Operator Extrapolation for Stochastic Aggregative Games

Tongyu Wang, Peng Yi, Jie Chen

This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strate…

math.OC2022

Distributed coordination for seeking the optimal Nash equilibrium of aggregative games

Xiaoyu Ma, Jinlong Lei, Peng Yi +1

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equi…

math.OC2021★ 1 cited

Distributed Variable Sample-size Stochastic Optimization with Fixed Step-sizes

Jinlong Lei, Peng Yi, Jie Chen +1

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued…

math.OC2021★ 5 cited

Distributed Optimization with Projection-free Dynamics

Guanpu Chen, Peng Yi, Yiguang Hong +1

We consider continuous-time dynamics for distributed optimization with set constraints in the paper. To handle the computational complexity of projection-based dynamics due to solv…

math.OC2020★ 17 cited

Nash Equilibrium Seeking Over Directed Graphs

Yutao Tang, Peng Yi, Yanqiong Zhang +1

In this paper, we aim to develop distributed continuous-time algorithms over directed graphs to seek the Nash equilibrium in a noncooperative game. Motivated by the recent consensu…

math.OC2020★ 1 cited

Distributed Optimization Over Markovian Switching Random Network

Peng Yi, Li Li

In this paper, we investigate the distributed convex optimization problem over a multi-agent system with Markovian switching communication networks. The objective function is the s…

math.OC2020★ 3 cited

Linearly Convergent Algorithm with Variance Reduction for Distributed Stochastic Optimization

Jinlong Lei, Peng Yi, Jie Chen +1

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cos…

math.OC2019

Exponentially convergent distributed Nash equilibrium seeking for constrained aggregative games

Shu Liang, Peng Yi, Yiguang Hong +1

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient pla…

math.OC2018★ 1 cited

Data Rates for Network Linear Equations

Jinlong Lei, Peng Yi, Guodong Shi +1

In this paper, we study network linear equations subject to digital communications with a finite data rate, where each node is associated with one equation from a system of linear…

math.OC2018★ 1 cited

Asynchronous distributed algorithms for seeking generalized Nash equilibria under full and partial decision information

Peng Yi, Lacra Pavel

We investigate asynchronous distributed algorithms with delayed information for seeking generalized Nash equilibrium over multi-agent networks. The considered game model has all pl…

math.OC2017★ 82 cited

Distributed generalized Nash equilibria computation of monotone games via a preconditioned proximal point algorithm

Peng Yi, Lacra Pavel

In this paper, we investigate distributed generalized Nash equilibrium (GNE) computation of monotone games with affine coupling constraints. Each player can only utilize its local…

math.OC2017★ 281 cited

A distributed primal-dual algorithm for computation of generalized Nash equilibria with shared affine coupling constraints via operator splitting methods

Peng Yi, Lacra Pavel

In this paper, we propose a distributed primal-dual algorithm for computation of a generalized Nash equilibrium (GNE) in noncooperative games over network systems. In the considere…

math.OC2017

Projected Primal-Dual Gradient Flow of Augmented Lagrangian with Application to Distributed Maximization of the Algebraic Connectivity of a Network

Han Zhang, Jieqiang Wei, Peng Yi +1

In this paper, a projected primal-dual gradient flow of augmented Lagrangian is presented to solve convex optimization problems that are not necessarily strictly convex. The optimi…

math.OC2016★ 331 cited

Distributed Nash equilibrium seeking for aggregative games with coupled constraints

Shu Liang, Peng Yi, Yiguang Hong

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents v…

math.OC2016★ 15 cited

Continuous-Time Distributed Algorithms for Extended Monotropic Optimization Problems

Xianlin Zeng, Peng Yi, Yiguang Hong +1

This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The c…

math.OC2015★ 1 cited

Distributed Resource Allocation Over Random Networks Based on Stochastic Approximation

Peng Yi, Jinlong Lei, Yiguang Hong

In this paper, a stochastic approximation (SA) based distributed algorithm is proposed to solve the resource allocation (RA) with uncertainties. In this problem, a group of agents…

math.OC2015★ 489 cited

Initialization-free Distributed Algorithms for Optimal Resource Allocation with Feasibility Constraints and its Application to Economic Dispatch of Power Systems

Peng Yi, Yiguang Hong, Feng Liu

In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective fu…

math.OC2015★ 5 cited

Distributed Continuous-Time Algorithm for Constrained Convex Optimizations via Nonsmooth Analysis Approach

Xianlin Zeng, Peng Yi, Yiguang Hong

This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed contin…