We consider the problem of achieving average consensus among multiple agents, where the inter-agent communication network is depicted by a graph. We consider the discrete-time consensus protocol where each agent updates its value as a weighted average of its own value and those of its neighbours. Given a graph, it is known that there exists a set of 'optimal weights' such that the agents reach average consensus asymptotically with an optimal rate of convergence. However, existing methods require the knowledge of the entire graph to compute these optimal weights. We propose a method for each agent to compute its set of optimal weights locally, i.e., each agent only has to know who are its neighbours. The method is derived by solving a matrix norm minimization problem subject to linear constraints in a distributed manner using the Alternating Direction Method of Multipliers (ADMM). We illustrate our results using numerical examples and compare our method with an existing method called the Metropolis weights, which are also computed locally.
Wireless sensor network has recently received much attention due to its broad applicability and ease-of-installation. This paper is concerned with a distributed state estimation problem, where all sensor nodes are required to achieve a consensus estimation. The weighted least squares (WLS) estimator is an appealing way to handle this problem since it does not need any prior distribution information. To this end, we first exploit the equivalent relation between the information filter and WLS estimator. Then, we establish an optimization problem under the relation coupled with a consensus constr…
Latency is inherent in almost all real-world networked applications. In this paper, we propose a distributed allocation strategy over multi-agent networks with delayed communications. The state of each agent (or node) represents its share of assigned resources out of a fixed amount (equal to overall demand). Every node locally updates its state toward optimizing a global allocation cost function via received information of its neighbouring nodes even when the data exchange over the network is heterogeneously delayed at different links. The update is based on the alternating direction method of…
Adaptive Consensus ADMM for Distributed Optimization
University of Maryland, College Park（马里兰大学 College Park分校）；United States Naval Academy, Annapolis（美国海军学院 安纳波利斯分校）；Hong Kong Baptist University, Hong Kong（香港 Baptist大学）
This paper takes the first steps toward enabling wireless networks to perform both imaging and communication in a distributed manner. We propose Distributed Simultaneous Imaging and Symbol Detection (DSISD), a provably convergent distributed simultaneous imaging and communication scheme based on the alternating direction method of multipliers. We show that DSISD achieves similar imaging and communication performance as centralized schemes, with order-wise reduction in computational complexity. We evaluate the performance of DSISD via 2.4 GHz Wi-Fi simulations.
We propose a distributed nonparametric algorithm for solving measure-valued optimization problems with additive objectives. Such problems arise in several contexts in stochastic learning and control including Langevin sampling from an unnormalized prior, mean field neural network learning and Wasserstein gradient flows. The proposed algorithm comprises a two-layer alternating direction method of multipliers (ADMM). The outer-layer ADMM generalizes the Euclidean consensus ADMM to the Wasserstein consensus ADMM, and to its entropy-regularized version Sinkhorn consensus ADMM. The inner-layer ADMM…
In this paper, the alternating direction method of multipliers (ADMM) is investigated for distributed optimization problems in a networked multi-agent system. In particular, a new adaptive-gain ADMM algorithm is derived in a closed form and under the standard convex property in order to greatly speed up convergence of ADMM-based distributed optimization. Using Lyapunov direct approach, the proposed solution embeds control gains into weighted network matrix among the agents and uses those weights as adaptive penalty gains in the augmented Lagrangian. It is shown that the proposed closed loop ga…
Distributed restoration can harness distributed energy resources (DER) to enhance the resilience of active distribution networks. However, the large number of decision variables, especially the binary decision variables of reconfiguration, bring challenges on developing effective distributed distribution service restoration (DDSR) strategies. This paper proposes a scalable distributed optimization method based on the alternating direction method of multipliers (ADMM) for non-convex mixed-integer optimization problems and applies to develop the DDSR framework. The non-convex ADMM method consist…
Connected and automated vehicles (CAVs) offer huge potential to improve the performance of automated vehicles (AVs) without communication capabilities, especially in situations when the vehicles (or agents) need to be cooperative to accomplish their maneuver. Lane change maneuvers in dense traffic, e.g., are very challenging for non-connected AVs. To alleviate this problem, we propose a holistic distributed lane change control scheme for CAVs which relies on vehicle-to-vehicle communication. The originally centralized optimal control problem is embedded into a consensus-based Alternating Direc…
This paper considers the design of a distributed state-observer for discrete-time Linear Time-Invariant (LTI) systems in the presence of sensor attacks. We assume there is a network of observer nodes, communicating with each other over an undirected graph, each with partial measurements of the output corrupted by some adversarial attack. We address the case of sparse attacks where the attacker targets a small subset of sensors. An algorithm based on Alternating Direction Method of Multipliers (ADMM) is developed which provides an update law for each observer which ensures convergence of each o…
We consider constraint-coupled optimization problems in which agents of a network aim to cooperatively minimize the sum of local objective functions subject to individual constraints and a common linear coupling constraint. We propose a novel optimization algorithm that embeds a dynamic average consensus protocol in the parallel Alternating Direction Method of Multipliers (ADMM) to design a fully distributed scheme for the considered set-up. The dynamic average mechanism allows agents to track the time-varying coupling constraint violation (at the current solution estimates). The tracked versi…
Affine-coupled Distributed Optimization via Distributed Proximal Jacobian ADMM with Quantized Communication
The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））；University of Bologna（博洛尼亚大学）；KTH Royal Institute of Technology（皇家理工学院）；The Hong Kong University of Science and Technology（香港科技大学）
Chance-Constrained ADMM Approach for Decentralized Control of Distributed Energy Resources
Tandon School of Engineering, New York University（纽约大学坦顿工程学院）；Los Alamos National Laboratory（洛斯阿拉莫斯国家实验室）；Skolkovo Institute of Science and Technology（斯科尔科沃科学技术研究所）
National Renewable Energy Laboratory（国家可再生能源实验室）；University of Colorado at Boulder（科罗拉多大学博尔德分校）
We propose a novel data-driven method to accelerate the convergence of Alternating Direction Method of Multipliers (ADMM) for solving distributed DC optimal power flow (DC-OPF) where lines are shared between independent network partitions. Using previous observations of ADMM trajectories for a given system under varying load, the method trains a recurrent neural network (RNN) to predict the converged values of dual and consensus variables. Given a new realization of system load, a small number of initial ADMM iterations is taken as input to infer the converged values and directly inject them i…
In this paper, an alternating direction method of multipliers based novel distributed wide-area control architecture is proposed for damping the interarea oscillations. In this approach, first, an interconnected power system is divided into areas based on coherency grouping. Second, local processors are assigned on each area that estimate a black-box transfer function model based on Lagrange multipliers using measurements. These local area processors are then used to estimate a global transfer function model of the power system based on a consensus algorithm through a global processor. After c…
With the proliferation of distributed energy resources and the volume of data stored due to advancement in metering infrastructure, energy management in power system operation needs distributed computing. In this paper, we propose a fully distributed Alternating Direction Method of Multipliers (ADMM) algorithm to solve the distributed economic dispatch (ED) problem, where the optimization problem is fully decomposed between participating agents. In our proposed framework, each agent estimates the dual variable and the average of the total power mismatch of the network using dynamic average con…
Asynchronous Distributed ADMM for Large-Scale Optimization- Part II: Linear Convergence Analysis and Numerical Performance
The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；University of Minnesota（明尼苏达大学）；Iowa State University（爱荷华州立大学）；East China Normal University（华东师范大学）
Optimal transport (OT) is a framework that can guide the design of efficient resource allocation strategies in a network of multiple sources and targets. To ease the computational complexity of large-scale transport design, we first develop a distributed algorithm based on the alternating direction method of multipliers (ADMM). However, such a distributed algorithm is vulnerable to sensitive information leakage when an attacker intercepts the transport decisions communicated between nodes during the distributed ADMM updates. To this end, we propose a privacy-preserving distributed mechanism ba…
Distributed or multi-area optimal power flow appears to be promising in order to cope with computational burdens in large-scale grids and without the regional system operators losing control over their respective areas. However, algorithms are usually tested either in small test cases or single countries. We present a realistic case study in the interconnected European transmission grid with over 5000 buses and 315 GW load. The grid is partitioned into 24 areas which correspond to the respective single countries. We use a full alternating current model and integrate multi-terminal direct curre…
Asynchronous Distributed ADMM for Large-Scale Optimization- Part I: Algorithm and Convergence Analysis
The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；Iowa State University（爱荷华州立大学）；University of Minnesota（明尼苏达大学）；East China Normal University（华东师范大学）
Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to update their local states and dual variables in a completely distributed and parallel manner by modifying the existing distributed sequential ADMM. Moreover, the updating rules and storage method for variables are illustrated. It is shown that all the agents can reach a consensus by asymptotically converging to the optimal solution. Besides, the global cost fu…
In this work, we propose a novel safe and scalable decentralized solution for multi-agent control in the presence of stochastic disturbances. Safety is mathematically encoded using stochastic control barrier functions and safe controls are computed by solving quadratic programs. Decentralization is achieved by augmenting to each agent's optimization variables, copy variables, for its neighbors. This allows us to decouple the centralized multi-agent optimization problem. However, to ensure safety, neighboring agents must agree on "what is safe for both of us" and this creates a need for consens…
One potential future for the next generation of smart grids is the use of decentralized optimization algorithms and secured communications for coordinating renewable generation (e.g., wind/solar), dispatchable devices (e.g., coal/gas/nuclear generations), demand response, battery & storage facilities, and topology optimization. The Alternating Direction Method of Multipliers (ADMM) has been widely used in the community to address such decentralized optimization problems and, in particular, the AC Optimal Power Flow (AC-OPF). This paper studies how machine learning may help in speeding up the c…
This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees. \textcolor{black}{The algorithm accrues all the benefits of the Alternating Direction Method of Multipliers (ADMM) approach}. It also overcomes the limitations of existing methods on convex optimization problems with linear inequality, equality and set constraints by allowing directed communication topologies. Moreover, the algorithm can be synthesized distributively. The devel…
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…
State Key Lab. of Industrial Control Technology, Zhejiang University（浙江大学工业控制技术国家重点实验室）；Dept. of Computer Science, Tokyo Institute of Technology（东京工业大学计算机科学系）
With the proliferation of training data, distributed machine learning (DML) is becoming more competent for large-scale learning tasks. However, privacy concerns have to be given priority in DML, since training data may contain sensitive information of users. In this paper, we propose a privacy-preserving ADMM-based DML framework with two novel features: First, we remove the assumption commonly made in the literature that the users trust the server collecting their data. Second, the framework provides heterogeneous privacy for users depending on data's sensitive levels and servers' trust degree…
