A Distributed PrimalDual Push-Sum Algorithm on Open Multiagent Networks

• 成果类型: Article
• 署名作者: Sawamura, Riki; Hayashi, Naoki; Inuiguchi, Masahiro
• 署名单位: University of Osaka
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2024.3453382
• 发表日期: 2025
• 页码: 1192-1199
• 关键词: Optimization; Heuristic algorithms; Multi-agent systems; estimation; COSTS; vectors; resource management; Distributed online optimization; open network; primal-dual subgradient algorithm

摘要

This article addresses distributed constrained convex optimization in open multiagent systems characterized by dynamic and unpredictable changes in their structural components and active participants. Such systems, often found in many networked infrastructures, have an openness property, wherein the configuration and the number of active agents vary significantly. This article considers a distributed online algorithm to estimate a dynamic optimal strategy that minimizes a dynamic regret and a constraint violation, quantifying the algorithm's performance concerning the cost optimality and conformity to the constraints. Each active agent iteratively updates its local variables through a consensus-based primal-dual algorithm, integrating information from neighboring agents. We evaluate the algorithm's performance by showing sublinear bounds in dynamic regret and the constraint violation. We also provide empirical validation via a numerical simulation of an economic dispatch problem in a power network.