We discuss an online decentralized decision making problem where the agents are coupled with affine inequality constraints. Alternating Direction Method of Multipliers (ADMM) is used as the computation engine and we discuss the convergence of the algorithm in an online setting. To be specific, when decisions have to be made sequentially with a fixed time step, there might not be enough time for the ADMM to converge before the scenario changes and the decision needs to be updated. In this case, a suboptimal solution is employed and we analyze the optimality gap given the convergence condition. Moreover, in many cases, the decision making problem changes gradually over time. We propose a warm-start scheme to accelerate the convergence of ADMM and analyze the benefit of the warm-start. The proposed method is demonstrated in a decentralized multiagent control barrier function problem with simulation.
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…
Decentralized conflict resolution for autonomous vehicles is needed in many places where a centralized method is not feasible, e.g., parking lots, rural roads, merge lanes, etc. However, existing methods generally do not fully utilize optimization in decentralized conflict resolution. We propose a decentralized conflict resolution method for autonomous vehicles based on a novel extension to the Alternating Directions Method of Multipliers (ADMM), called Online Adaptive ADMM (OA-ADMM), and on Model Predictive Control (MPC). OA-ADMM is tailored to online systems, where fast and adaptive real-tim…
Ericsson AB（爱立信公司）；KTH Royal Institute of Technology（瑞典皇家理工学院）；University of Houston（休斯顿大学）
Edge computing provides a promising paradigm to support the implementation of Industrial Internet of Things (IIoT) by offloading tasks to nearby edge nodes. Meanwhile, the increasing network size makes it impractical for centralized data processing due to limited bandwidth, and consequently a decentralized learning scheme is preferable. Reinforcement learning (RL) has been widely investigated and shown to be a promising solution for decision-making and optimal control processes. For RL in a decentralized setup, edge nodes (agents) connected through a communication network aim to work collabora…
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）
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…
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 propose two novel decentralized optimization frameworks for multi-agent nonlinear optimal control problems in robotics. The aim of this work is to suggest architectures that inherit the computational efficiency and scalability of Differential Dynamic Programming (DDP) and the distributed nature of the Alternating Direction Method of Multipliers (ADMM). In this direction, two frameworks are introduced. The first one called Nested Distributed DDP (ND-DDP), is a three-level architecture which employs ADMM for enforcing a consensus between all agents, an augmented Lagrangian laye…
This paper involves the innovative development of a symmetric Gauss-Seidel ADMM algorithm to solve the H-infinity guaranteed cost control problem. In the presence of parametric uncertainties, the H-infinity guaranteed cost control problem generally leads to the large-scale optimization. This is due to the exponential growth of the number of the extreme systems involved with respect to the number of parametric uncertainties. In this work, through a variant of the Youla-Kucera parameterization, the stabilizing controllers are parameterized in a convex set; yielding the outcome that the H-infinit…
In this paper, we investigate a key problem of Internet of Things (IoT) applications in practice. Our research objective is to optimize the transmission frequencies for a group of IoT edge devices under practical constraints. Our key assumption is that different IoT devices may have different priority levels when transmitting data in a resource-constrained environment and that those priority levels may only be locally defined and accessible by edge devices for privacy concerns. To address this problem, we leverage the well-known Alternating Direction Method of Multipliers (ADMM) optimization m…
In this paper, we investigate the problem of coordination between economic dispatch (ED) and demand response (DR) in multi-energy systems (MESs), aiming to improve the economic utility and reduce the waste of energy in MESs. Since multiple energy sources are coupled through energy hubs (EHs), the supply-demand constraints are nonconvex. To deal with this issue, we propose a linearization method to transform the coordination problem to a convex social welfare optimization one. Then a decentralized algorithm based on parallel Alternating Direction Method of Multipliers (ADMM) and dynamic average…
This work presents an optimization framework to aggregate the power and energy flexibilities in an interconnected power distribution systems. The aggregation framework is used to compute the day-ahead dispatch plans of multiple and interconnected distribution grids operating at different voltage levels. Specifically, the proposed framework optimizes the dispatch plan of an upstream medium voltage (MV) grid accounting for the flexibility offered by downstream low voltage (LV) grids and the knowledge of the uncertainties of the stochastic resources. The framework considers grid, i.e., operationa…
Cell-free networks are considered as a promising distributed network architecture to satisfy the increasing number of users and high rate expectations in beyond-5G systems. However, to further enhance network capacity, an increasing number of high-cost base stations (BSs) are required. To address this problem and inspired by the cost-effective intelligent reflecting surface (IRS) technique, we propose a fully decentralized design framework for cooperative beamforming in IRS-aided cell-free networks. We first transform the centralized weighted sum-rate maximization problem into a tractable cons…
This paper focuses on distributed learning-based control of decentralized multi-agent systems where the agents' dynamics are modeled by Gaussian Processes (GPs). Two fundamental problems are considered: the optimal design of experiment for concurrent learning of the agents' GP models, and the distributed coordination given the learned models. Using a Distributed Model Predictive Control (DMPC) approach, the two problems are formulated as distributed optimization problems, where each agent's sub-problem includes both local and shared objectives and constraints. To solve the resulting complex an…
We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the environment state and their immediate rewards. Each agent only observes the environment state and its own immediate reward and is unknown about the actions or immediate rewards of others. We introduce the concepts of weighted asymptotic Nash equilibrium with probability 1 and in probability. For the case with exact pseudo gradients, we design a two-loop algorithm b…
In this paper, we develop centralized and decentralized techniques for analyzing and synthesizing networked systems comprised of interconnected sets of non-linear subsystems - only using the subsystem dissipativity properties. In particular, this paper extends a recent work that proposed dissipativity based centralized analysis techniques for non-linear networked systems as linear matrix inequality (LMI) problems. First, we consider four networked system configurations (NSCs) of interest and provide centralized stability/dissipativity \emph{analysis} techniques for them as LMI problems. Second…
Towards Serverless Semi-Decentralized Federated Learning with Heterogeneous Optimizers
Department of Electrical and Computer Engineering, Princeton University（普林斯顿大学电子工程与计算机科学系）；Department of Electrical and Computer Engineering, Purdue University（帕克森大学电子工程与计算机科学系）
Decentralized Online Regularized Learning Over Random Time-Varying Graphs
East China Normal University（华东师范大学）；No.2 High School of East China Normal University（华东师范大学第二附属中学）；Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院系统科学研究所）；University of Chinese Academy of Sciences（中国科学院大学）；Ningbo University（宁波大学）
