Adaptive Price Update in Distributed Lagrangian Relaxation Protocol

Distributed Lagrangian Relaxation Protocol (DisLRP) has been proposed to solve a distributed combinatorial maximization problem called the Generalized Mutual Assignment Problem (GMAP). In DisLRP, when updating Lagrange multipliers (prices) of goods, the agents basically control their step length, which determines the degree of update, by a static rule. A merit of this updating rule is that since it is static, it is easy to implement even without a central control. Furthermore, if we choose this static rule appropriately, we have observed empirically that DisLRP converges to a state providing a good upper bound. However, it must be difficult to devise such a good static rule for updating step length since it naturally depends on problem instances to be solved. On the other hand, in a centralized context, the Lagrangian relaxation approach has conventionally computed step length by exploiting th