On the Connectivity of Unions of Random Graphs

Graph-theoretic tools and techniques have seen wide use in the multi-agent systems literature, and the unpredictable nature of some multi-agent communications has been successfully modeled using random communication graphs. Across both network control and network optimization, a common assumption is that the union of agents' communication graphs is connected across any finite interval of some prescribed length, and some convergence results explicitly depend upon this length. Despite the prevalence of this assumption and the prevalence of random graphs in studying multi-agent systems, to the best of our knowledge, there has not been a study dedicated to determining how many random graphs must be in a union before it is connected. To address this point, this paper solves two related problems. The first bounds the number of random graphs required in a union before its expected algebraic connectivity exceeds the minimum needed for connectedness. The second bounds the probability that a union of random graphs is connected. The random graph model used is the Erd\H{o}s-R\'enyi model, and, in solving these problems, we also bound the expectation and variance of the algebraic connectivity of unions of such graphs. Numerical results for several use cases are given to supplement the theoretical developments made.Comment: 16 pages, 3 tables; accepted to 2017 IEEE Conference on Decision and Control (CDC

Distributed Stochastic Optimization over Time-Varying Noisy Network

This paper is concerned with distributed stochastic multi-agent optimization problem over a class of time-varying network with slowly decreasing communication noise effects. This paper considers the problem in composite optimization setting which is more general in noisy network optimization. It is noteworthy that existing methods for noisy network optimization are Euclidean projection based. We present two related different classes of non-Euclidean methods and investigate their convergence behavior. One is distributed stochastic composite mirror descent type method (DSCMD-N) which provides a more general algorithm framework than former works in this literature. As a counterpart, we also consider a composite dual averaging type method (DSCDA-N) for noisy network optimization. Some main error bounds for DSCMD-N and DSCDA-N are obtained. The trade-off among stepsizes, noise decreasing rates, convergence rates of algorithm is analyzed in detail. To the best of our knowledge, this is the first work to analyze and derive convergence rates of optimization algorithm in noisy network optimization. We show that an optimal rate of $O(1/\sqrt{T})$ in nonsmooth convex optimization can be obtained for proposed methods under appropriate communication noise condition. Moveover, convergence rates in different orders are comprehensively derived in both expectation convergence and high probability convergence sense.Comment: 27 page

Robust Distributed Averaging on Networks with Adversarial Intervention

We study the interaction between a network designer and an adversary over a dynamical network. The network consists of nodes performing continuous-time distributed averaging. The goal of the network designer is to assist the nodes reach consensus by changing the weights of a limited number of links in the network. Meanwhile, an adversary strategically disconnects a set of links to prevent the nodes from converging. We formulate two problems to describe this competition where the order in which the players act is reversed in the two problems. We utilize Pontryagin's Maximum Principle (MP) to tackle both problems and derive the optimal strategies. Although the canonical equations provided by the MP are intractable, we provide an alternative characterization for the optimal strategies that highlights a connection with potential theory. Finally, we provide a sufficient condition for the existence of a saddle-point equilibrium (SPE) for this zero-sum game.Comment: 8 pages, 2 figures, submitted to CDC 201