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Multi-agent systems reaching optimal consensus based on simple Bernoulli decisions
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0001-9940-5929
2012 (English)In: 31st Chinese Control Conference (CCC), IEEE conference proceedings, 2012, 6273-6278 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, we formulate and solve a randomized optimal consensus problem for multi-agent systems with stochastically time-varying interconnection topology. The considered multi-agent system with a simple randomized iterating rule achieves an almost sure consensus meanwhile solving the optimization problem min z∊Rd Σni=1 fi(z), in which the optimal solution set of objective function fi corresponding to agent i can only be observed by agent i itself. At each time step, each agent independently and randomly chooses either taking an average among its neighbor set, or projecting onto the optimal solution set of its own optimization component. Both directed and bidirectional communication graphs are studied. Connectivity conditions are proposed to guarantee an optimal consensus almost surely with proper convexity and intersection assumptions. The convergence analysis is carried out using convex analysis. The results illustrate that a group of autonomous agents can reach an optimal opinion with probability one by each node simply making a randomized trade-off between following its neighbors or sticking to its own opinion at each time step.

Place, publisher, year, edition, pages
IEEE conference proceedings, 2012. 6273-6278 p.
Keyword [en]
Distributed optimization, Multi-agent systems, Optimal consensus, Randomized algorithms, Set convergence
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-111468Scopus ID: 2-s2.0-84873558383ISBN: 978-1-4673-2581-3 (print)OAI: oai:DiVA.org:kth-111468DiVA: diva2:586475
Conference
31st Chinese Control Conference (CCC), 25-27 July 2012, Hefei, China
Note

QC 20130121

Available from: 2013-01-21 Created: 2013-01-11 Last updated: 2013-01-21Bibliographically approved

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CiteExportLink to record
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Citation style
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