Distributed sub-optimal resource allocation over weight-balanced graph via singular perturbation

Abstract

In this paper, we consider distributed optimization design for resource allocation problems over weight-balanced graphs. With the help of singular perturbation analysis, we propose a simple sub-optimal continuous-time optimization algorithm. Moreover, we prove the existence and uniqueness of the algorithm equilibrium, and then show the convergence with an exponential rate. Finally, we verify the sub-optimality of the algorithm, which can approach the optimal solution as an adjustable parameter tends to zero.