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Asynchronous Multiagent Primal-Dual Optimization

delete2017-09-01
delete35
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OA
AI
M
Matthew Hale *
A
Angelia Nedich
M
Magnus Egerstedt
DOI:10.1109/TAC.2017.2662019delete
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Abstract

Abstract

En 中文
We present a framework for asynchronously solving convex optimization problems over networks of agents which are augmented by the presence of a centralized cloud computer. This framework uses a Tikhonov-regularized primal-dual approach in which the agents update the system's primal variables and the cloud updates its dual variables. To minimize coordination requirements placed upon the system, the times of communications and computations among the agents are allowed to be arbitrary, provided they satisfy mild conditions. Communications from the agents to the cloud are likewise carried out without any coordination in their timing. However, we require that the cloud keeps the dual variable's value synchronized across the agents, and a counterexample is provided that demonstrates that this level of synchrony is indeed necessary for convergence. Convergence rate estimates are provided in both the primal and dual spaces, and simulation results are presented that demonstrate the operation and convergence of the proposed algorithm.
Keywords:
Distributed algorithms
multi-agent systems
networked control systems
Optimization
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Journal

IEEE Transactions on Automatic Control cover
IEEE Transactions on Automatic Control
IF:
7
Papers:
1.3W
Citations:
6.7W

Organization

G
Georgia Institute of Technology
Scholars:
1.8W
Papers: 1.4W
Citations: 5.9W
U
university system of georgia
Scholars:
7.3W
Papers: 6.5W
Citations: 101