A Distributed Algorithm for Large-Scale Linearly Coupled Resource Allocation Problems with Selfish Agents

A decentralized randomized coordinate descent method is proposed to solve a large-scale linearly constrained, separable resource optimization problem with selfish agent. This method has a cheap computational cost and can guarantee an improvement of selected objective function without jeopardizing the others in each iteration. The convergence rate is obtained using an alternative gap benchmark of objective value. Numerical simulations suggest that the algorithm will converge to a random point on the Pareto front.

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