Distributed Convex Optimization with State-Dependent (Social) Interactions over Random Networks

Fuente: arXiv
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Auteurs principaux: Alaviani, Seyyed Shaho, Kelkar, Atul
Format: Preprint
Publié: 2024
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author Alaviani, Seyyed Shaho
Kelkar, Atul
author_facet Alaviani, Seyyed Shaho
Kelkar, Atul
contents This paper aims at distributed multi-agent convex optimization where the communications network among the agents are presented by a random sequence of possibly state-dependent weighted graphs. This is the first work to consider both random arbitrary communication networks and state-dependent interactions among agents. The state-dependent weighted random operator of the graph is shown to be quasi-nonexpansive; this property neglects a priori distribution assumption of random communication topologies to be imposed on the operator. Therefore, it contains more general class of random networks with or without asynchronous protocols. A more general mathematical optimization problem than that addressed in the literature is presented, namely minimization of a convex function over the fixed-value point set of a quasi-nonexpansive random operator. A discrete-time algorithm is provided that is able to converge both almost surely and in mean square to the global solution of the optimization problem. Hence, as a special case, it reduces to a totally asynchronous algorithm for the distributed optimization problem. The algorithm is able to converge even if the weighted matrix of the graph is periodic and irreducible under synchronous protocol. Finally, a case study on a network of robots in an automated warehouse is given where there is distribution dependency among random communication graphs.
format Preprint
id arxiv_https___arxiv_org_abs_2412_20354
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Distributed Convex Optimization with State-Dependent (Social) Interactions over Random Networks
Alaviani, Seyyed Shaho
Kelkar, Atul
Systems and Control
This paper aims at distributed multi-agent convex optimization where the communications network among the agents are presented by a random sequence of possibly state-dependent weighted graphs. This is the first work to consider both random arbitrary communication networks and state-dependent interactions among agents. The state-dependent weighted random operator of the graph is shown to be quasi-nonexpansive; this property neglects a priori distribution assumption of random communication topologies to be imposed on the operator. Therefore, it contains more general class of random networks with or without asynchronous protocols. A more general mathematical optimization problem than that addressed in the literature is presented, namely minimization of a convex function over the fixed-value point set of a quasi-nonexpansive random operator. A discrete-time algorithm is provided that is able to converge both almost surely and in mean square to the global solution of the optimization problem. Hence, as a special case, it reduces to a totally asynchronous algorithm for the distributed optimization problem. The algorithm is able to converge even if the weighted matrix of the graph is periodic and irreducible under synchronous protocol. Finally, a case study on a network of robots in an automated warehouse is given where there is distribution dependency among random communication graphs.
title Distributed Convex Optimization with State-Dependent (Social) Interactions over Random Networks
topic Systems and Control
url https://arxiv.org/abs/2412.20354