Duality and Stability in Complex Multiagent State-Dependent Network Dynamics

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Publication:5136124

DOI10.1137/19M1296628zbMATH Open1451.93270arXiv1910.14081OpenAlexW3094709895MaRDI QIDQ5136124FDOQ5136124

Author name not available (Why is that?)

Publication date: 25 November 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Abstract: Despite significant progress on stability analysis of conventional multiagent networked systems with weakly coupled state-network dynamics, most of the existing results have shortcomings in addressing multiagent systems with highly coupled state-network dynamics. Motivated by numerous applications of such dynamics, in our previous work [1], we initiated a new direction for stability analysis of such systems that uses a sequential optimization framework. Building upon that, in this paper, we extend our results by providing another angle on multiagent network dynamics from a duality perspective, which allows us to view the network structure as dual variables of a constrained nonlinear program. Leveraging that idea, we show that the evolution of the coupled state-network multiagent dynamics can be viewed as iterates of a primal-dual algorithm for a static constrained optimization/saddle-point problem. This view bridges the Lyapunov stability of state-dependent network dynamics and frequently used optimization techniques such as block coordinated descent, mirror descent, the Newton method, and the subgradient method. As a result, we develop a systematic framework for analyzing the Lyapunov stability of state-dependent network dynamics using techniques from nonlinear optimization. Finally, we support our theoretical results through numerical simulations from social science.


Full work available at URL: https://arxiv.org/abs/1910.14081




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