Distributed Convex Optimization on State-Dependent Undirected Graphs: Homogeneity Technique

This paper investigates the distributed convex optimization problem (DCOP) based on continuous-time multiagent systems under a state-dependent graph. The objective is to optimize the sum of local cost functions, each of which is only known by the corresponding agent. First, a piecewise continuous distributed optimization algorithm is proposed, such that all agents reach consensus in finite time and reach the optimal point of the total cost function asymptotically under a time-invariant graph. Then, another distributed optimization algorithm is presented to preserve the initial edges and make the agents solve DCOP on a state-dependent graph. In particular, any pair of agents can exchange information with each other when their geometry distance is less than a certain range. Finally, several simulations are given to verify the effectiveness of the proposed algorithms.

[1]  Zhengtao Ding,et al.  Distributed Adaptive Consensus Disturbance Rejection for Multi-Agent Systems on Directed Graphs , 2016, IEEE Transactions on Control of Network Systems.

[2]  Guoguang Wen,et al.  Distributed cooperative control for multi-agent systems , 2012 .

[3]  J. Cortés Discontinuous dynamical systems , 2008, IEEE Control Systems.

[4]  Guoqiang Hu,et al.  Robust Connectivity Preserving Rendezvous of Multirobot Systems Under Unknown Dynamics and Disturbances , 2017, IEEE Transactions on Control of Network Systems.

[5]  Weisheng Chen,et al.  Finite-time convergent distributed consensus optimisation over networks , 2016 .

[6]  Angelia Nedic,et al.  Distributed and Recursive Parameter Estimation in Parametrized Linear State-Space Models , 2008, IEEE Transactions on Automatic Control.

[7]  Jing Wang,et al.  Control approach to distributed optimization , 2010, 2010 48th Annual Allerton Conference on Communication, Control, and Computing (Allerton).

[8]  Asuman E. Ozdaglar,et al.  Distributed Subgradient Methods for Multi-Agent Optimization , 2009, IEEE Transactions on Automatic Control.

[9]  Jay A. Farrell,et al.  Distributed Continuous-Time Optimization: Nonuniform Gradient Gains, Finite-Time Convergence, and Convex Constraint Set , 2017, IEEE Transactions on Automatic Control.

[10]  Guanghui Wen,et al.  Second-Order Consensus in Multiagent Systems via Distributed Sliding Mode Control , 2017, IEEE Transactions on Cybernetics.

[11]  Xiaoming Hu,et al.  Sufficient conditions for connectivity maintenance and rendezvous in leader-follower networks , 2010, Autom..

[12]  Randy A. Freeman,et al.  Robust dynamic average consensus algorithm for signals with bounded derivatives , 2017, 2017 American Control Conference (ACC).

[13]  Jorge Cortés,et al.  Finite-time convergent gradient flows with applications to network consensus , 2006, Autom..

[14]  Guoqiang Hu,et al.  Robust connectivity preserving rendezvous of multi-robot systems under unknown dynamics and disturbances , 2015, 2015 54th IEEE Conference on Decision and Control (CDC).

[15]  Zhengtao Ding,et al.  Distributed Adaptive Convex Optimization on Directed Graphs via Continuous-Time Algorithms , 2018, IEEE Transactions on Automatic Control.

[16]  Ritesh Madan,et al.  Distributed algorithms for maximum lifetime routing in wireless sensor networks , 2004, IEEE Transactions on Wireless Communications.

[17]  Qing-Long Han,et al.  Distributed Optimization for Multiagent Systems: An Edge-Based Fixed-Time Consensus Approach , 2019, IEEE Transactions on Cybernetics.

[18]  Guanghui Wen,et al.  Distributed Robust Fixed-Time Consensus for Nonlinear and Disturbed Multiagent Systems , 2017, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[19]  J. Alvarez,et al.  An Invariance Principle for Discontinuous Dynamic Systems With Application to a Coulomb Friction Oscillator , 2000 .

[20]  Stephen P. Boyd,et al.  Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers , 2011, Found. Trends Mach. Learn..

[21]  Qingshan Liu,et al.  Distributed Optimization Based on a Multiagent System in the Presence of Communication Delays , 2017, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

[22]  Qing-Long Han,et al.  Distributed Optimization of Multiagent Systems With Preserved Network Connectivity , 2019, IEEE Transactions on Cybernetics.

[23]  Yongcan Cao,et al.  Finite-Time Connectivity-Preserving Consensus of Networked Nonlinear Agents With Unknown Lipschitz Terms , 2016, IEEE Transactions on Automatic Control.

[24]  Qingshan Liu,et al.  A Second-Order Multi-Agent Network for Bound-Constrained Distributed Optimization , 2015, IEEE Transactions on Automatic Control.

[25]  Y. ORLOV,et al.  Finite Time Stability and Robust Control Synthesis of Uncertain Switched Systems , 2004, SIAM J. Control. Optim..

[26]  Bahman Gharesifard,et al.  Distributed Continuous-Time Convex Optimization on Weight-Balanced Digraphs , 2012, IEEE Transactions on Automatic Control.

[27]  Hayashi Naoki,et al.  Distributed Cooperative Control for Multi-Agent Systems , 2016 .

[28]  Yigang He,et al.  Finite-Time Synchronization of a Class of Second-Order Nonlinear Multi-Agent Systems Using Output Feedback Control , 2014, IEEE Transactions on Circuits and Systems I: Regular Papers.

[29]  Jiu-Gang Dong Finite-time connectivity preservation rendezvous with disturbance rejection , 2016, Autom..

[30]  Magnus Egerstedt,et al.  Distributed Coordination Control of Multiagent Systems While Preserving Connectedness , 2007, IEEE Transactions on Robotics.

[31]  Sonia Martínez,et al.  Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication , 2014, Autom..

[32]  Xinghuo Yu,et al.  Finite-Time Connectivity-Preserving Consensus for Second-Order Nonlinear Multiagent Systems , 2019, IEEE Transactions on Control of Network Systems.

[33]  Aleksej F. Filippov,et al.  Differential Equations with Discontinuous Righthand Sides , 1988, Mathematics and Its Applications.

[34]  James Lam,et al.  Finite-Time Consensus of Multiagent Systems With a Switching Protocol , 2016, IEEE Transactions on Neural Networks and Learning Systems.

[35]  Albert,et al.  Emergence of scaling in random networks , 1999, Science.

[36]  Shengyuan Xu,et al.  Distributed Primal–Dual Subgradient Method for Multiagent Optimization via Consensus Algorithms , 2011, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[37]  Yiguang Hong,et al.  Finite-Time Consensus for Multi-Agent Networks with Second-Order Agent Dynamics , 2008 .