Distributed optimization algorithm for discrete-time heterogeneous multi-agent systems with nonuniform stepsizes

This paper is devoted to the distributed optimization problem of heterogeneous multi-agent systems, where the communication topology is jointly strongly connected and the dynamics of each agent is the first-order or second-order integrator. A new distributed algorithm is first designed for each agent based on the local objective function and the local neighbors' information that each agent can access. By a model transformation, the original closed-loop system is converted into a time-varying system and the system matrix of which is a stochastic matrix at any time. Then, by the properties of the stochastic matrix, it is proven that all agents' position states can converge to the optimal solution of a team objective function provided the union communication topology is strongly connected. Finally, the simulation results are provided to verify the effectiveness of the distributed algorithm proposed in this paper

CONSENSUS, PREDICTION AND OPTIMIZATION IN DIRECTED NETWORKS

This dissertation develops theory and algorithms for distributed consensus in multi-agent networks. The models considered are opinion dynamics models based on the well known DeGroot model. We study the following three related topics: consensus of networks with leaders, consensus prediction, and distributed optimization. First, we revisit the problem of agreement seeking in a weighted directed network in the presence of leaders. We develop new sufficient conditions that are weaker than existing conditions for guaranteeing consensus for both fixed and switching network topologies, emphasizing the importance not only of persistent connectivity between the leader and the followers but also of the strength of the connections. We then study the problem of a leader aiming to maximize its influence on the opinions of the network agents through targeted connection with a limited number of agents, possibly in the presence of another leader having a competing opinion. We reveal fundamental properties of leader influence defined in terms of either the transient behavior or the achieved steady state opinions of the network agents. In particular, not only is the degree of this influence a supermodular set function, but its continuous relaxation is also convex for any strongly connected directed network. These results pave the way for developing efficient approximation algorithms admitting certain quality certifications, which when combined can provide effective tools and better analysis for optimal influence spreading in large networks. Second, we introduce and investigate problems of network monitoring and consensus prediction. Here, an observer, without exact knowledge of the network, seeks to determine in the shortest possible time the asymptotic agreement value by monitoring a subset of the agents. We uncover a fundamental limit on the minimum required monitoring time for the case of a single observed node, and analyze the case of multiple observed nodes. We provide conditions for achieving the limit in the former case and develop algorithms toward achieving conjectured bounds in the latter through local observation and local computation. Third, we study a distributed optimization problem where a network of agents seeks to minimize the sum of the agents' individual objective functions while each agent may be associated with a separate local constraint. We develop new distributed algorithms for solving this problem. In these algorithms, consensus prediction is employed as a means to achieve fast convergence rates, possibly in finite time. An advantage of our distributed optimization algorithms is that they work under milder assumptions on the network weight matrix than are commonly assumed in the literature. Most distributed algorithms require undirected networks. Consensus-based algorithms can apply to directed networks under an assumption that the network weight matrix is doubly stochastic (i.e., both row stochastic and column stochastic), or in some recent literature only column stochastic. Our algorithms work for directed networks and only require row stochasticity, a mild assumption. Doubly stochastic or column stochastic weight matrices can be hard to arrange locally, especially in broadcast-based communication. We achieve the simplification to the row stochastic assumption through a distributed rescaling technique. Next, we develop a unified convergence analysis of a distributed projected subgradient algorithm and its variation that can be applied to both unconstrained and constrained problems without assuming boundedness or commonality of the local constraint sets

Distributed optimal and predictive control methods for networks of dynamic systems

Several recent approaches to distributed control design over networks of interconnected dynamic systems rely on certain assumptions, such as identical subsystem dynamics, absence of dynamical couplings, linear dynamics and undirected interaction schemes. In this thesis, we investigate systematic methods for relaxing a number of simplifying factors leading to a unifying approach for solving general distributed-control stabilization problems of networks of dynamic agents. We show that the gain-margin property of LQR control holds for complex multiplicative input perturbations and a generic symmetric positive definite input weighting matrix. Proving also that the potentially non-simple structure of the Laplacian matrix can be neglected for stability analysis and control design, we extend two well-known distributed LQR-based control methods originally established for undirected networks of identical linear systems, to the directed case. We then propose a distributed feedback method for tackling large-scale regulation problems of a general class of interconnected non-identical dynamic agents with undirected and directed topology. In particular, we assume that local agents share a minimal set of structural properties, such as input dimension, state dimension and controllability indices. Our approach relies on the solution of certain model matching type problems using local linear state-feedback and input matrix transformations which map the agent dynamics to a target system, selected to minimize the joint control effort of the local feedback-control schemes. By adapting well-established distributed LQR control design methodologies to our framework, the stabilization problem of a network of non-identical dynamical agents is solved. We thereafter consider a networked scheme synthesized by multiple agents with nonlinear dynamics. Assuming that agents are feedback linearizable in a neighborhood near their equilibrium points, we propose a nonlinear model matching control design for stabilizing networks of multiple heterogeneous nonlinear agents. Motivated by the structure of a large-scale LQR optimal problem, we propose a stabilizing distributed state-feedback controller for networks of identical dynamically coupled linear agents. First, a fully centralized controller is designed which is subsequently substituted by a distributed state-feedback gain with sparse structure. The control scheme is obtained byoptimizing an LQR performance index with a tuning parameter utilized to emphasize/deemphasize relative state difference between coupled systems. Sufficient conditions for stability of the proposed scheme are derived based on the inertia of a convex combination of two Hurwitz matrices. An extended simulation study involving distributed load frequency control design of a multi-area power network, illustrates the applicability of the proposed method. Finally, we propose a fully distributed consensus-based model matching scheme adapted to a model predictive control setting for tackling a structured receding horizon regulation problem

Potential-based analysis of social, communication, and distributed networks

In recent years, there has been a wide range of studies on the role of social and distributed networks in various disciplinary areas. In particular, availability of large amounts of data from online social networks and advances in control of distributed systems have drawn the attention of many researchers to exploit the connection between evolutionary behaviors in social, communication and distributed networks. In this thesis, we first revisit several well-known types of social and distributed networks and review some relevant results from the literature. Building on this, we present a set of new results related to four different types of problems, and identify several directions for future research. The study undertaken and the approaches adopted allow us to analyze the evolution of certain types of social and distributed networks and also to identify local and global patterns of their dynamics using some novel potential-theoretic techniques. Following the introduction and preliminaries, we focus on analyzing a specific type of distributed algorithm for quantized consensus known as an unbiased quantized algorithm where a set of agents interact locally in a network in order to reach a consensus. We provide tight expressions for the expected convergence time of such dynamics over general static and time-varying networks. Following this, we introduce new protocols using a special class of Markov chains known as Metropolis chains and obtain the fastest (as of today) randomized quantized consensus protocol. The bounds provided here considerably improve the state of the art over static and dynamic networks. We make a bridge between two classes of problems, namely distributed control problems and game problems. We analyze a class of distributed averaging dynamics known as Hegselmann-Krause opinion dynamics. Modeling such dynamics as a non-cooperative game problem, we elaborate on some of the evolutionary properties of such dynamics. In particular, we answer an open question related to the termination time of such dynamics by connecting the convergence time to the spectral gap of the adjacency matrices of underlying dynamics. This not only allows us to improve the best known upper bound, but also removes the dependency of termination time from the dimension of the ambient space. The approach adopted here can also be leveraged to connect the rate of increase of a so-called kinetic-s-energy associated with multi-agent systems to the spectral gap of their underlying dynamics. We describe a richer class of distributed systems where the agents involved in the network act in a more strategic manner. More specifically, we consider a class of resource allocation games over networks and study their evolution to some final outcomes such as Nash equilibria. We devise some simple distributed algorithms which drive the entire network to a Nash equilibrium in polynomial time for dense and hierarchical networks. In particular, we show that such games benefit from having low price of anarchy, and hence, can be used to model allocation systems which suffer from lack of coordination. This fact allows us to devise a distributed approximation algorithm within a constant gap of any pure-strategy Nash equilibrium over general networks. Subsequently we turn our attention to an important problem related to competition over social networks. We establish a hardness result for searching an equilibrium over a class of games known as competitive diffusion games, and provide some necessary conditions for existence of a pure-strategy Nash equilibrium in such games. In particular, we provide some concentration results related to the expected utility of the players over random graphs. Finally, we discuss some future directions by identifying several interesting problems and justify the importance of the underlying problems

Supply Chain

Traditionally supply chain management has meant factories, assembly lines, warehouses, transportation vehicles, and time sheets. Modern supply chain management is a highly complex, multidimensional problem set with virtually endless number of variables for optimization. An Internet enabled supply chain may have just-in-time delivery, precise inventory visibility, and up-to-the-minute distribution-tracking capabilities. Technology advances have enabled supply chains to become strategic weapons that can help avoid disasters, lower costs, and make money. From internal enterprise processes to external business transactions with suppliers, transporters, channels and end-users marks the wide range of challenges researchers have to handle. The aim of this book is at revealing and illustrating this diversity in terms of scientific and theoretical fundamentals, prevailing concepts as well as current practical applications