Distributed Covariance Steering via Non-Convex ADMM for Large-Scale Multi-Agent Systems

Fuente: arXiv
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Autores principales: Saravanos, Augustinos D., Balci, Isin M., Abdul, Arshiya Taj, Bakolas, Efstathios, Theodorou, Evangelos A.
Formato: Preprint
Publicado: 2026
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author Saravanos, Augustinos D.
Balci, Isin M.
Abdul, Arshiya Taj
Bakolas, Efstathios
Theodorou, Evangelos A.
author_facet Saravanos, Augustinos D.
Balci, Isin M.
Abdul, Arshiya Taj
Bakolas, Efstathios
Theodorou, Evangelos A.
contents This paper studies the problem of steering large-scale multi-agent stochastic linear systems between Gaussian distributions under probabilistic collision avoidance constraints. We introduce a family of \textit{distributed covariance steering (DCS)} methods based on the Alternating Direction Method of Multipliers (ADMM), each offering different trade-offs between conservatism and computational efficiency. The first method, Full-Covariance-Consensus (FCC)-DCS, enforces consensus over both the means and covariances of neighboring agents, yielding the least conservative safe solutions. The second approach, Partial-Covariance-Consensus (PCC)-DCS, leverages the insight that safety can be maintained by exchanging only partial covariance information, reducing computational demands. The third method, Mean-Consensus (MC)-DCS, provides the most scalable alternative by requiring consensus only on mean states. Furthermore, we establish novel convergence guarantees for distributed ADMM with iteratively linearized non-convex constraints, covering a broad class of consensus optimization problems. This analysis proves convergence to stationary points for PCC-DCS and MC-DCS, while the convergence of FCC-DCS follows from standard ADMM theory. Simulations in 2D and 3D multi-agent environments verify safety, illustrate the trade-offs between methods, and demonstrate scalability to thousands of agents.
format Preprint
id arxiv_https___arxiv_org_abs_2604_04499
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Distributed Covariance Steering via Non-Convex ADMM for Large-Scale Multi-Agent Systems
Saravanos, Augustinos D.
Balci, Isin M.
Abdul, Arshiya Taj
Bakolas, Efstathios
Theodorou, Evangelos A.
Systems and Control
Optimization and Control
This paper studies the problem of steering large-scale multi-agent stochastic linear systems between Gaussian distributions under probabilistic collision avoidance constraints. We introduce a family of \textit{distributed covariance steering (DCS)} methods based on the Alternating Direction Method of Multipliers (ADMM), each offering different trade-offs between conservatism and computational efficiency. The first method, Full-Covariance-Consensus (FCC)-DCS, enforces consensus over both the means and covariances of neighboring agents, yielding the least conservative safe solutions. The second approach, Partial-Covariance-Consensus (PCC)-DCS, leverages the insight that safety can be maintained by exchanging only partial covariance information, reducing computational demands. The third method, Mean-Consensus (MC)-DCS, provides the most scalable alternative by requiring consensus only on mean states. Furthermore, we establish novel convergence guarantees for distributed ADMM with iteratively linearized non-convex constraints, covering a broad class of consensus optimization problems. This analysis proves convergence to stationary points for PCC-DCS and MC-DCS, while the convergence of FCC-DCS follows from standard ADMM theory. Simulations in 2D and 3D multi-agent environments verify safety, illustrate the trade-offs between methods, and demonstrate scalability to thousands of agents.
title Distributed Covariance Steering via Non-Convex ADMM for Large-Scale Multi-Agent Systems
topic Systems and Control
Optimization and Control
url https://arxiv.org/abs/2604.04499