This paper presents the formulation and analysis of a novel distributed maximum likelihood algorithm that utilizes a first-order optimization scheme. The proposed approach utilizes a static average consensus algorithm to reach agreement on the initial condition to the iterative optimization scheme and a dynamic average consensus algorithm to reach agreement on the gradient direction. The current distributed algorithm is guaranteed to exponentially recover the performance of the centralized algorithm. Though the current formulation focuses on maximum likelihood algorithm built on first-order methods, it can be easily extended to higher order methods. Numerical simulations validate the theoretical contributions of the paper.
We consider the distributed leader-follower consensus problem with event-triggered communications. The system under consideration is a non-linear input-affine multi agent system. The agents are assumed to have identical dynamics structure with uncertain parameters and satisfying an incremental stabilisability condition. A distributed control law is proposed which achieves consensus based on two novel Communication Triggering Conditions (CTCs): the first one to achieve an asymptotic consensus but without any guarantees on Zeno behaviour and the second one to exclude Zeno behaviour but with prac…
We consider the global consensus problem for multi-agent systems with input saturation over digraphs. Under a mild connectivity condition that the underlying digraph has a directed spanning tree, we use Lyapunov methods to show that the widely used distributed consensus protocol, which solves the consensus problem for the case without input saturation constraints, also solves the global consensus problem for the case with input saturation constraints. In order to reduce the overall need of communication and system updates, we then propose a distributed event-triggered control law. Global conse…
This paper studies the consensusability problem of multi-agent systems (MASs), where agents communicate with each other through Markovian packet loss channels. We try to determine conditions under which there exists a linear distributed consensus controller such that the MAS can achieve mean square consensus. We first provide a necessary and sufficient consensus condition for MASs with single input and i.i.d.\ channel losses, which complements existing results. Then we proceed to study the case with identical Markovian packet losses. A necessary and sufficient consensus condition is firstly de…
Distributed Optimal Consensus of Nonlinear Multi-Agent Systems
College of Electrical Engineering and Automation, Shandong University of Science and Technology（山东科技大学电气工程学院）；School of Control Science and Engineering, Shandong University（山东大学控制科学与工程学院）
This paper presents the formulation and analysis of a fully distributed dynamic event-triggered communication based robust dynamic average consensus algorithm. Dynamic average consensus problem involves a networked set of agents estimating the time-varying average of dynamic reference signals locally available to individual agents. We propose an asymptotically stable solution to the dynamic average consensus problem that is robust to network disruptions. Since this robust algorithm requires continuous communication among agents, we introduce a novel dynamic event-triggered communication scheme…
Consensus conditions and convergence speeds are crucial for distributed consensus algorithms of networked systems. Based on a basic first-order average-consensus protocol with time-varying topologies and additive noises, this paper first investigates its critical consensus condition on network topology by stochastic approximation frameworks. A new joint-connectivity condition called extensible joint-connectivity that contains a parameter $δ$ (termed the extensible exponent) is proposed. With this and a balanced topology condition, we show that a critical value of $δ$ for consensus is $1/2$. Op…
Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider nonlinear consensus schemes with a set of time-varying and agent-dependent monotonic Lipschitz nonlinear transformations, where we note the operation is a subprojection onto the consensus plane, which has been identified via stochastic approximation theory. For the proposed nonlinear consensus schemes, we establish convergence when combined with the NEXT algorith…
Linear consensus iterations guarantee asymptotic convergence, thereby, limiting their applicability in applications where consensus value needs to be used in real time to perform a system level task. It also leads to wastage of power and communication resources. In this article, an algorithm is proposed which enables each node to detect in a distributed manner and in finite number of iterations, when every agent in the network is within a user specified threshold of the consensus value (approximate consensus) and hence terminate further communications and computations associated with consensus…
Distributed averaging of agent initial conditions is a well-studied problem in context of networked systems where coordination amongst the agents is of paramount importance. The asymptotic nature of convergence of distributed averaging protocols and presence of communication delays, however, makes it challenging to implement in practical settings. It is important that agents develop the ability to detect on their own when average of the initial conditions of the agents is achieved within some pre-specified tolerance and stop further computations to avoid overhead expenses in the presence of de…
This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms where each node iteratively updates using only the local information and finitely quantized outputs from its neighbors. It is shown that all the agent variables either converge to the same quantization level or cycle around the data average after finite iterations. An error bound for the consensus value is established, which turns out to be the same as that o…
Distributed dynamic compensators, also known as distributed observer, play a key role in the output consensus problem of heterogeneous nonlinear multi-agent systems. However, most existing distributed dynamic compensators require either the compensators' information to be exchanged through communication networks, or that the controller for each subsystem satisfies a class of small gain conditions. In this note, we develop a novel distributed dynamic compensator to address the adaptive output consensus problem of heterogeneous nonlinear multi-agent systems with unknown parameters. The distribut…
The shift of power systems toward a smarter grid has brought devices such as distributed generators and smart loads with an increase of the operational challenges for the system operator. These challenges are related to the real-time implementation as well as control and stability issues. We present a distributed transactive control strategy, based on the projected consensus algorithm, to operate the distributed energy resources and smart loads of a power system toward optimal social welfare. We consider two types of agents: Generators, and smart loads. Each agent iteratively optimizes its loc…
This paper presents a novel distributed algorithm for tracking a maneuvering target using bearing or direction of arrival measurements collected by a networked sensor array. The proposed approach is built on the dynamic average-consensus algorithm, which allows a networked group of agents (nodes) to reach consensus on the global average of a set of local time-varying signals in a distributed fashion. Since the average-consensus error corresponding to the presented dynamic average-consensus algorithm converges to zero in finite time, the proposed distributed algorithm guarantees that the tracki…
We study the popular distributed consensus method over networks composed of a number of densely connected clusters with a sparse connection between them. In these cluster networks, the method often constitutes two-time-scale dynamics, where the internal nodes within each cluster reach consensus quickly relative to the aggregate nodes across clusters. Our main contribution is to provide the rate of the distributed consensus method, which characterize explicitly the impacts of the internal and external graphs on the performance of this method. Our main result shows that this rate converges expon…
CADMM-Prox: A Bi-level Consensus ADMM for Non-smooth Non-convex Distributed Consensus Optimization
The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））；The Hong Kong University of Science and Technology（香港科技大学）；North China University of Water Resources and Electric Power（华北水利水电大学）；KTH Royal Institute of Technology（皇家理工学院）
Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence rate. Hence, they can require many iterations or communications among agents to converge. In many cases, however, we do not seek a highly accurate solution for consensus problems. Based on this we propose a controlled relaxation of the coupling in the problem which allows us to compute an approximate solution, where the accuracy of the approximation can be co…
This paper is concerned with the leader-following output consensus problem in the framework of distributed nonlinear observers. In stead of certain hypotheses on the leader system, a group of geometric conditions is put forward to develop a novel distributed observer strategy with less conservatism, thereby definitely improving the applicability of the existing results. To be more specific, the improved distributed observer can precisely handle consensus problems for some nonlinear leader systems which are invalid for the traditional strategies with the certain assumption, such as Elastic Shaf…
ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and communication between neighbors. Local computations usually suffer from different types of errors, due to e.g., observation or quantization noise, which can degrade the performance of the algorithm. In this work, we focus on analyzing the convergence behavior of distributed ADMM for consensus optimization in presence of additive node error. We specifically show th…
We consider the problems of reaching average consensus and solving consensus-based optimization over unreliable communication networks wherein packets may be dropped accidentally during transmission. Existing work either assumes that the link failures affect the communication on both directions or that the message senders {\em know exactly}, in each iteration, how many of their outgoing links are functioning properly. In this paper, we consider directed links, and we {\em do not} require each node know its current outgoing degree. First, we propose and characterize the convergence rate of reac…
This paper aims at proposing a procedure to derive distributed algorithms for distributed consensus-based optimization by using distributed algorithms for network resource allocation and vice versa over switching networks with/without synchronous protocol. It is shown that first-order gradient distributed consensus-based optimization algorithms can be used for finding an optimal solution of distributed resource allocation with synchronous protocol under weaker assumptions than those given in the literature for non-switching (static) networks. It is shown that first-order gradient distributed r…
This paper presents the formulation of fault detection and accommodation schemes for a network of autonomous agents running internal model-based dynamic average consensus algorithms. We focus on two types of consensus algorithms, one that is internally stable but non-robust to initial conditions and one that is robust to initial conditions but not internally stable. For each consensus algorithm, a fault detection filter based on the unknown input observer scheme is developed for precisely estimating the communication faults that occur on the network edges. We then propose a fault remediation s…
This paper investigates the distributed Kalman filtering (DKF) from distributed optimization viewpoint. Motivated by the fact that Kalman filtering is a maximum a posteriori estimation (MAP) problem, which is a quadratic optimization problem, we reformulate DKF problem as a consensus optimization problem, resulting in that it can be solved by many existing distributed optimization algorithms. A new DKF algorithm employing the dual ascent method is proposed, and its stability is proved under mild assumptions. The performance of the proposed algorithm is evaluated through numerical experiments.
Consensus of Multi-Agent Systems with General Linear and Lipschitz Nonlinear Dynamics Using Distributed Adaptive Protocols
School of Automation, Beijing Institute of Technology（北京理工大学自动化学院）；Department of Electrical and Computer Engineering, Utah State University（犹他州立大学电气与计算机工程系）
In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of the Newton step as one of efficiently solving symmetric diagonally dominant linear equations. We validate our algorithm both theoretically and empirically. On the theory side, we demonstrate that our algorithm exhibits superlinear convergence within a neighborhood of optimality. Empirically, we show the superiority of this new method on a variety of machine l…
In this paper, we consider the problem of containment control of multi-agent systems with multiple stationary leaders, interacting over a directed network. While, containment control refers to just ensuring that the follower agents reach the convex hull of the leaders states, we focus on the problem where the followers achieve a consensus to the average values of the leaders states. We propose an algorithm that can be implemented in a distributed manner to achieve the above consensus among followers. Next we optimize the convergence rate of the followers to the average consensus by proper choi…
Mix-CALADIN: A Distributed Algorithm for Consensus Mixed-Integer Optimization
The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））；KTH Royal Institute of Technology（瑞典皇家理工学院）；The Hong Kong University of Science and Technology（香港科技大学）
This paper focuses on the problem of distributed consensus control of multi-agent systems while considering two main practical concerns (i) stochastic noise in the agent dynamics and (ii) predefined performance constraints over evolutions of multi-agent systems. In particular, we consider that each agent is driven by a stochastic differential equation with state-dependent noise which makes the considered problem more challenging compared to non-stochastic agents. The work provides sufficient conditions under which the proposed timevarying distributed control laws ensure consensus in expectatio…
We revisit an algorithm for distributed consensus optimization proposed in 2010 by J. Wang and N. Elia. By means of a Lyapunov-based analysis, we prove input-to-state stability of the algorithm relative to a closed invariant set composed of optimal equilibria and with respect to perturbations affecting the algorithm's dynamics. In the absence of perturbations, this result implies linear convergence of the local estimates and Lyapunov stability of the optimal steady state. Moreover, we unveil fundamental connections with the well-known Gradient Tracking and with distributed integral control. Ov…
Average consensus protocols emerge with a central role in distributed systems and decision-making such as distributed information fusion, distributed optimization, distributed estimation, and control. A key advantage of these protocols is that agents exchange and reveal their state information only to their neighbors. Yet, it can raise privacy concerns in situations where the agents' states contain sensitive information. In this paper, we propose a novel (noiseless) privacy preserving distributed algorithms for multi-agent systems to reach an average consensus. The main idea of the algorithms …
Distributed quantized weight-balancing and average consensus over fixed digraphs are considered. A digraph with non-negative weights associated to its edges is weight-balanced if, for each node, the sum of the weights of its out-going edges is equal to that of its incoming edges. This paper proposes and analyzes the first distributed algorithm that solves the weight-balancing problem using only finite rate and simplex communications among nodes (compliant to the directed nature of the graph edges). Asymptotic convergence of the scheme is proved and a convergence rate analysis is provided. Buil…
A Round-Robin Protocol for Distributed Estimation with $H_\infty$ Consensus
School of Engineering and Information Technology, UNSW Canberra at the Australian Defence Force Academy（新南威尔士大学堪培拉校区澳大利亚国防军学院工程与信息科技学院）；School of Electrical Engineering, Tel-Aviv University（特拉维夫大学电气工程学院）
Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are modeled by an undirected graph, the algorithm is capable of achieving the optimum solution with an exponential convergence rate. Furthermore, inherited from the beneficial integral feedback, the proposed algorithm has attractive requirements on communication bandwidth and good robustness against disturbance. Both analytical proof and numerical simulations are pro…
Department of Mechanical Engineering and Materials Science, Duke University（杜克大学机械工程与材料科学系）；Duke University（杜克大学）
In this paper, we propose a distributed off-policy actor critic method to solve multi-agent reinforcement learning problems. Specifically, we assume that all agents keep local estimates of the global optimal policy parameter and update their local value function estimates independently. Then, we introduce an additional consensus step to let all the agents asymptotically achieve agreement on the global optimal policy function. The convergence analysis of the proposed algorithm is provided and the effectiveness of the proposed algorithm is validated using a distributed resource allocation exampl…
This paper proposes the first distributed algorithm that solves the weight-balancing problem using only finite rate and simplex communications among nodes, compliant with the directed nature of the graph edges. It is proved that the algorithm converges to a weight-balanced solution at sublinear rate. The analysis builds upon a new metric inspired by positional system representations, which characterizes the dynamics of information exchange over the network, and on a novel step-size rule. Building on this result, a novel distributed algorithm is proposed that solves the average consensus proble…
