In this paper, the distributed resource allocation problem on strongly connected and weight-balanced digraphs is investigated, where the decisions of each agent are restricted to satisfy the coupled network resource constraints and heterogeneous general convex sets. Moreover, the local cost function can be non-smooth. In order to achieve the exact optimum of the nonsmooth resource allocation problem, a novel continuous-time distributed algorithm based on the gradient descent scheme and differentiated projection operators is proposed. With the help of the set-valued LaSalle invariance principle and nonsmooth analysis, it is demonstrated that the algorithm converges asymptotically to the global optimal allocation. Moreover, for the situation where local constraints are not involved and the cost functions are differentiable with Lipschitz gradients, the convergence of the algorithm to the exact optimal solution is exponentially fast. Finally, the effectiveness of the proposed algorithms is illustrated by simulation examples.
This paper proposes a novel distributed event-triggered algorithmic solution to the multi-agent average consensus problem for networks whose communication topology is described by weight-balanced, strongly connected digraphs. The proposed event-triggered communication and control strategy does not rely on individual agents having continuous or periodic access to information about the state of their neighbors. In addition, it does not require the agents to have a priori knowledge of any global parameter. We show that, under the proposed law, events cannot be triggered an infinite number of time…
In this paper, a distributed optimization problem is investigated via input feedforward passivity. First, an input-feedforward-passivity-based continuous-time distributed algorithm is proposed. It is shown that the error system of the proposed algorithm can be decomposed into a group of individual input feedforward passive (IFP) systems that interact with each other using output feedback information. Based on this IFP framework, convergence conditions of a suitable coupling gain are derived over weight-balanced and uniformly jointly strongly connected (UJSC) topologies. It is also shown that t…
This work is concerned with the problem of distributed resource allocation in continuous-time setting but with discrete-time communication over infinitely jointly connected and balanced digraphs. We provide a passivity-based perspective for the continuous-time algorithm, based on which an intermittent communication scheme is developed. Particularly, a periodic communication scheme is first derived through analyzing the passivity degradation over output sampling of the distributed dynamics at each node. Then, an asynchronous distributed event-triggered scheme is further developed. The sampled-b…
The distributed non-smooth resource allocation problem over multi-agent networks is studied in this paper, where each agent is subject to globally coupled network resource constraints and local feasibility constraints described in terms of general convex sets. To solve such a problem, two classes of novel distributed continuous-time algorithms via differential inclusions and projection operators are proposed. Moreover, the convergence of the algorithms is analyzed by the Lyapunov functional theory and nonsmooth analysis. We illustrate that the first algorithm can globally converge to the exact…
In this paper, we propose a novel primal-dual proximal splitting algorithm (PD-PSA), named BALPA, for the composite optimization problem with equality constraints, where the loss function consists of a smooth term and a nonsmooth term composed with a linear mapping. In BALPA, the dual update is designed as a proximal point for a time-varying quadratic function, which balances the implementation of primal and dual update and retains the proximity-induced feature of classic PD-PSAs. In addition, by this balance, BALPA eliminates the inefficiency of classic PD-PSAs for composite optimization prob…
A weighted digraph is balanced if the sums of the weights of the incoming and of the outgoing edges are equal at each vertex. We show that if these sums are integers, then the edge weights can be integers as well.
In this paper, two distributed multi-proximal primal-dual algorithms are proposed to deal with a class of distributed nonsmooth resource allocation problems. In these problems, the global cost function is the summation of local convex and nonsmooth cost functions, each of which consists of one twice differentiable function and multiple nonsmooth functions. Communication graphs of underling multi-agent systems are directed and strongly connected but not necessarily weighted-balanced. The multi-proximal splitting is designed to deal with the difficulty caused by the unproximable property of the …
This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To collaboratively solve the optimization, most of the existing works require the interaction graph to be balanced or "doubly-stochastic", which is quite restrictive and not necessary as shown in this paper. We focus on an epigraph form of the original optimization to resolve the "unbalanced" problem, and design a novel two-step recursive algorithm with a simple structure.…
This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local objective and inequality constraints. Although there is a vast literature on distributed optimization, most of them require the graph to be balanced, which is quite restrictive and not necessary. Very recently, the unbalanced problem has been resolved only for either time-invariant graphs or unconstrained optimization. This work addresses the unbalancedness by focus…
This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex (nonseparable) function--the agent's sum-utility--plus a Difference-of-Convex (DC) function (with nonsmooth convex part). This general formulation arises in many applications, from statistical machine learning to engineering. The proposed distributed method combines successive convex approximation techniques with a judiciously designed perturbed push-sum consensus…
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…
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…
This paper aims at addressing distributed averaging problems for signed networks in the presence of general directed topologies that are represented by signed digraphs. A new class of improved Laplacian potential functions is proposed by presenting two notions of any signed digraph: induced unsigned digraph and mirror (undirected) signed graph, based on which two distributed averaging protocols are designed using the nearest neighbor rules. It is shown that with any of the designed protocols, signed-average consensus (respectively, state stability) can be achieved if and only if the associated…
This paper considers dyadic-exchange networks in which individual agents autonomously form coalitions of size two and agree on how to split a transferable utility. Valid results for this game include stable (if agents have no unilateral incentive to deviate), balanced (if matched agents obtain similar benefits from collaborating), or Nash (both stable and balanced) outcomes. We design provably-correct continuous-time algorithms to find each of these classes of outcomes in a distributed way. Our algorithmic design to find Nash bargaining solutions builds on the other two algorithms by having th…
Discretized Distributed Optimization over Dynamic Digraphs
Semnan University（塞姆南大学）；Aalto University（阿尔托大学）；Finnish Geospatial Research Institute（芬兰地理空间研究所）；Oregon State University（俄勒冈州立大学）；Iran Telecom Research Centre（伊朗电信研究中心）
In this work, we address the distributed optimization problem with event-triggered communication by the notion of input feedforward passivity (IFP). First, we analyze the distributed continuous-time algorithm over uniformly jointly strongly connected balanced digraphs in an IFP-based framework. Then, we propose a distributed event-triggered communication mechanism for this algorithm. Next, we discretize the continuous-time algorithm by the forward Euler method with a constant stepsize irrelevant to network size, and show that the discretization can be seen as a stepsize-dependent passivity deg…
This note investigates the distributed estimation problem for continuous-time linear time-invariant (LTI) systems observed by a network of observers. Each observer in the network has access to only part of the output of the observed system, and communicates with its neighbors according to a given network graph. In this note we recover the known result that if the observed system is observable and the network graph is a strongly connected digraph, then a distributed observer exists. Moreover, the estimation error can be made to converge to zero at any a priori given decay rate. Our approach lea…
This paper considers the dynamic economic dispatch problem for a group of distributed energy resources (DERs) with storage that communicate over a weight-balanced strongly connected digraph. The objective is to collectively meet a certain load profile over a finite time horizon while minimizing the aggregate cost. At each time slot, each DER decides on the amount of generated power, the amount sent to/drawn from the storage unit, and the amount injected into the grid to satisfy the load. Additional constraints include bounds on the amount of generated power, ramp constraints on the difference …
This paper considers the economic dispatch problem for a network of power generating units communicating over a strongly connected, weight-balanced digraph. The collective aim is to meet a power demand while respecting individual generator constraints and minimizing the total generation cost. We design a distributed coordination algorithm consisting of two interconnected dynamical systems. One block uses dynamic average consensus to estimate the evolving mismatch in load satisfaction given the generation levels of the units. The other block adjusts the generation levels based on the optimizati…
This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the exponential convergence of the proposed algorithm under (i) strongly connected and weight-balanced digraph topologies when the local costs are strongly convex with globally Lipschitz gradients, and (ii) connected graph topologies when the local costs are strongly convex with locally Lipschitz gradients. When the local cost functions are convex and the global cost…
Nash Equilibrium Computation in Subnetwork Zero-Sum Games with Switching Communications
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）；Nanyang Technological University（南洋理工大学）；College of Engineering and Computer Science, The Australian National University（澳大利亚国立大学工程与计算机科学学院）；ACCESS Linnaeus Centre, School of Electrical Engineering, Royal Institute of Technology（瑞典皇家理工学院电气工程学院 ACCESS 林奈中心）
In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination of the coordination of Lagrange multipliers and the estimation of the aggregator. Each player has only access to partial-decision information and communicates with his neighbors in a weight-balanced digraph which characterizes players' preferences as to the values of information received from neighbors. We first consider networks of double-integrator agents a…
