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Reaching an Optimal Consensus: Dynamical Systems that Compute Intersections of Convex Sets (1112.1333v2)

Published 6 Dec 2011 in cs.MA

Abstract: In this paper, multi-agent systems minimizing a sum of objective functions, where each component is only known to a particular node, is considered for continuous-time dynamics with time-varying interconnection topologies. Assuming that each node can observe a convex solution set of its optimization component, and the intersection of all such sets is nonempty, the considered optimization problem is converted to an intersection computation problem. By a simple distributed control rule, the considered multi-agent system with continuous-time dynamics achieves not only a consensus, but also an optimal agreement within the optimal solution set of the overall optimization objective. Directed and bidirectional communications are studied, respectively, and connectivity conditions are given to ensure a global optimal consensus. In this way, the corresponding intersection computation problem is solved by the proposed decentralized continuous-time algorithm. We establish several important properties of the distance functions with respect to the global optimal solution set and a class of invariant sets with the help of convex and non-smooth analysis.

Citations (261)

Summary

  • The paper introduces a novel decentralized continuous-time algorithm that reformulates distributed optimization as an intersection computation of convex sets.
  • It rigorously proves convergence under dynamic network topologies using UJSC and IJC conditions despite fluctuating communication links.
  • Analytical tools from convex and non-smooth analysis are applied, offering new insights into consensus achievement in multi-agent systems.

Overview of "Reaching an Optimal Consensus: Dynamical Systems that Compute Intersections of Convex Sets"

This paper presents a paper on multi-agent systems focused on achieving optimal consensus through the computation of intersections of convex sets, under continuously changing network communication topologies. The primary objective is to transform a distributed optimization problem, where each agent only knows its specific convex component, into a more manageable intersection computation problem.

The research leverages a multi-agent system framework where agents operate under continuous-time dynamics. They are tasked to minimize a collective objective represented as a sum of individual objective functions. The innovation in this approach lies in its adaptability with respect to time-varying connectivity conditions, a crucial factor given the dynamic nature of many real-world systems.

Problem Formulation

The agents communicate through a graph topology characterized by either directed or bidirectional edges. The paper posits two significant assumptions: each agent's optimal solution set is convex, and the collective intersection of these sets is both non-empty and bounded. Under these assumptions, the complex distributed optimization task is reduced to finding the shared converging point of the convex sets.

A distributed continuous-time algorithm is constructed, where agents apply simple control rules ensuring both consensus and optimality. The paper emphasizes that even in conditions where communication links fluctuate, the system can still converge towards the global optimal solution set, if certain connectivity conditions are satisfied.

Key Contributions

  1. Novel Algorithm: The authors provide a decentralized continuous-time control algorithm, derived from classical consensus and subgradient optimization techniques. This represents a potential improvement over existing discrete-time methods.
  2. Convergence Proofs: Detailed connectivity conditions are established under which the proposed approach guarantees convergence to the global optimal consensus. UJSC (Uniformly Jointly Strongly Connected) and IJC (Infinitely Jointly Connected) conditions are shown to be essential in directed and bidirectional communication scenarios, respectively.
  3. Analytical Tools: Application of convex and non-smooth analysis offers new insights into the properties of distance functions concerning both the global solution set and invariant sets under the proposed dynamics.

Implications and Future Work

The proposed framework has far-reaching implications in fields such as sensor networks, formation control, and resource allocation, where achieving consensus among distributed agents is essential. The paper enriches the current understandings of distributed computing in networked systems, offering a theoretically sound yet practically applicable approach to solve intersection computation problems in continuous-time frameworks.

Future research directions may involve exploration into randomized and event-based algorithmic paradigms. The stochastic nature could further enhance the applicability of these methods in more unpredictable settings, such as mobile sensor networks or robotic swarms, where environmental dynamics could affect connectivity strategies.

In conclusion, the paper by Shi et al. contributes significantly to the ongoing research on distributed optimization in multi-agent systems, presenting not only a robust theoretical approach but also opening avenues for practical applications in dynamic, interconnected environments.