A New Family of Feasible Methods for Distributed Resource Allocation

TL;DR

This paper introduces a fully distributed resource reallocation algorithm that guarantees feasibility at each iteration and converges near the optimal solution, suitable for network systems like smart grids and transportation.

Contribution

It presents a novel distributed method ensuring feasible iterates in resource allocation with convergence guarantees and practical efficiency.

Findings

Algorithm produces feasible allocations at every step

Converges to near-optimal solutions under mild conditions

Demonstrates competitive performance in numerical tests

Abstract

Distributed resource allocation is a central task in network systems such as smart grids, water distribution networks, and urban transportation systems. When solving such problems in practice it is often important to have nonasymptotic feasibility guarantees for the iterates, since overallocation of resources easily causes systems to break down. In this paper, we develop a distributed resource reallocation algorithm where every iteration produces a feasible allocation. The algorithm is fully distributed in the sense that nodes communicate only with neighbors over a given communication network. We prove that under mild conditions the algorithm converges to a point arbitrarily close to the optimal resource allocation. Numerical experiments demonstrate the competitive practical performance of the algorithm.