Distributed Discrete-Time Optimization in Multiagent Networks Using Only Sign of Relative State

DOI10.1109/TAC.2018.2884998zbMATH Open1482.90162arXiv1709.08360OpenAlexW2773221161WikidataQ128824114 ScholiaQ128824114MaRDI QIDQ5223743FDOQ5223743

Authors: Jiaqi Zhang, Keyou You, Tamer Başar 

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: This paper proposes distributed discrete-time algorithms to cooperatively solve an additive cost optimization problem in multi-agent networks. The striking feature lies in the use of only the sign of relative state information between neighbors, which substantially differentiates our algorithms from others in the existing literature. We first interpret the proposed algorithms in terms of the penalty method in optimization theory and then perform non-asymptotic analysis to study convergence for static network graphs. Compared with the celebrated distributed subgradient algorithms, which however use the exact relative state information, the convergence speed is essentially not affected by the loss of information. We also study how introducing noise into the relative state information and randomly activated graphs affect the performance of our algorithms. Finally, we validate the theoretical results on a class of distributed quantile regression problems.

Full work available at URL: https://arxiv.org/abs/1709.08360

Mathematics Subject Classification ID

Convex programming (90C25) Deterministic network models in operations research (90B10) Distributed algorithms (68W15)

Cited In (11)

• Cooperative output regulation of singular multi-agent systems under adaptive distributed protocol and general entirety method
• Decentralized online convex optimization with compressed communications
• Neurodynamic approaches for multi-agent distributed optimization
• Decentralized online convex optimization based on signs of relative states
• An adaptive penalty-like continuous-time algorithm to constrained distributed convex optimization
• A continuous-time neurodynamic approach and its discretization for distributed convex optimization over multi-agent systems
• A second-order accelerated neurodynamic approach for distributed convex optimization
• A collective neurodynamic penalty approach to nonconvex distributed constrained optimization
• Distributed online bandit optimization under random quantization
• Distributed optimization in multi-agent networks using one-bit of relative state information
• Distributed optimization with hybrid linear constraints for multi‐agent networks

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