Distributed convex optimization via continuous-time coordination algorithms with discrete-time communication

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 function is strictly convex, we establish asymptotic convergence under connected graph topologies. We also characterize the algorithm's correctness under time-varying interaction topologies and study its privacy preservation properties. Motivated by practical considerations, we analyze the algorithm implementation with discrete-time communication. We provide an upper bound on the stepsize that guarantees exponential convergence over connected graphs for implementations with periodic communication. Building on this result, we design a provably-correct centralized event-triggered communication scheme that is free of Zeno behavior. Finally, we develop a distributed, asynchronous event-triggered communication scheme that is also free of Zeno with asymptotic convergence guarantees. Several simulations illustrate our results.Comment: 12 page

Distributed event-triggered aggregative optimization with applications to price-based energy management

This paper studies a distributed continuous-time aggregative optimization problem, which is a fundamental problem in the price-based energy management. The objective of the distributed aggregative optimization is to minimize the sum of local objective functions, which have a specific expression that relies on agents' own decisions and the aggregation of all agents' decisions. To solve the problem, a novel distributed continuous-time algorithm is proposed by combining gradient dynamics with a dynamic average consensus estimator in a two-time scale. The exponential convergence of the proposed algorithm is established under the assumption of a convex global cost function by virtue of the stability theory of singular perturbation systems. Motivated by practical applications, the implementation of the continuous-time algorithm with event-triggered communication is investigated. Simulations on the price-based energy management of distributed energy resources are given to illustrate the proposed method.Comment: 7 pages,7 figure

Event-triggered distributed H∞ state estimation with packet dropouts through sensor networks

This study is concerned with the event-triggered distributed H∞ state estimation problem for a class of discrete-time stochastic non-linear systems with packet dropouts in a sensor network. An event-triggered communication mechanism is adopted over the sensor network with hope to reduce the communication burden and the energy consumption, where the measurements on each sensor are transmitted only when a certain triggering condition is violated. Furthermore, a novel distributed state estimator is designed where the available innovations are not only from the individual sensor, but also from its neighbouring ones according to the given topology. The purpose of the problem under consideration is to design a set of distributed state estimators such that the dynamics of estimation errors is exponentially mean-square stable and also the prespecified H∞ disturbance rejection attenuation level is guaranteed. By utilising the property of the Kronecker product and the stochastic analysis approaches, sufficient conditions are established under which the addressed state estimation problem is recast as a convex optimisation one that can be easily solved via available software packages. Finally, a simulation example is utilised to illustrate the usefulness of the proposed design scheme of event-triggered distributed state estimators.This work was supported in part by Royal Society of the UK, the National Natural Science Foundation of China under Grants 61329301, 61203139, 61473076, 61374127 and 61422301, the Shanghai Rising-Star Program of China under Grant 13QA1400100, the ShuGuang project of Shanghai Municipal Education Commission and Shanghai Education Development Foundation under Grant 13SG34, the Fundamental Research Funds for the Central Universities, DHU Distinguished Young Professor Program, and the Alexander von Humboldt Foundation of Germany

A Finite-Time Cutting Plane Algorithm for Distributed Mixed Integer Linear Programming

Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class of optimization problems in a peer-to-peer network with no coordinator and with limited computation and communication capabilities. In the proposed algorithm, at each communication round, agents solve locally a small LP, generate suitable cutting planes, namely intersection cuts and cost-based cuts, and communicate a fixed number of active constraints, i.e., a candidate optimal basis. We prove that, if the cost is integer, the algorithm converges to the lexicographically minimal optimal solution in a finite number of communication rounds. Finally, through numerical computations, we analyze the algorithm convergence as a function of the network size.Comment: 6 pages, 3 figure

Event-triggered distributed control for optimal consensus of unknown nonlinear agents in normal form

Εθνικό Μετσόβιο Πολυτεχνείο--Μεταπτυχιακή Εργασία. Διεπιστημονικό-Διατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών (Δ.Π.Μ.Σ.) “Συστήματα Αυτοματισμού

Distributed Event-Based State Estimation for Networked Systems: An LMI-Approach

In this work, a dynamic system is controlled by multiple sensor-actuator agents, each of them commanding and observing parts of the system's input and output. The different agents sporadically exchange data with each other via a common bus network according to local event-triggering protocols. From these data, each agent estimates the complete dynamic state of the system and uses its estimate for feedback control. We propose a synthesis procedure for designing the agents' state estimators and the event triggering thresholds. The resulting distributed and event-based control system is guaranteed to be stable and to satisfy a predefined estimation performance criterion. The approach is applied to the control of a vehicle platoon, where the method's trade-off between performance and communication, and the scalability in the number of agents is demonstrated.Comment: This is an extended version of an article to appear in the IEEE Transactions on Automatic Control (additional parts in the Appendix