Back to Search
Start Over
Random coordinate descent algorithm for open multi-agent systems with complete topology and homogeneous agents
- Source :
- CDC 2021-60th IEEE Conference on Decision and Control, CDC 2021-60th IEEE Conference on Decision and Control, Dec 2021, Austin, Texas, United States. pp.1701-1708, CDC 2021-60th IEEE Conference on Decision and Control, Dec 2021, Austin, Texas, United States. pp.1-8
- Publication Year :
- 2021
- Publisher :
- HAL CCSD, 2021.
-
Abstract
- We study the convergence in expectation of the Random Coordinate Descent algorithm (RCD) for solving optimal resource allocations problems in open multi-agent systems, i.e., multi-agent systems that are subject to arrivals and departures of agents. Assuming all local functions are strongly-convex and smooth, and their minimizers lie in a given ball, we analyse the evolution of the distance to the minimizer in expectation when the system is occasionally subject to replacements in addition to the usual iterations of the RCD algorithm. We focus on complete graphs where all agents interact with each other with the same probability, and provide conditions to guarantee convergence in open system. Finally, a discussion around the tightness of our results is provided.<br />8 pages, 3 figures, to be published in proceedings of the 60th IEEE Conference on Decision and Control (CDC2021)
- Subjects :
- [INFO.INFO-SY] Computer Science [cs]/Systems and Control [cs.SY]
FOS: Computer and information sciences
Optimization
Multi-agent systems
[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]
[SPI.AUTO]Engineering Sciences [physics]/Automatic
Gradient methods
[SPI.AUTO] Engineering Sciences [physics]/Automatic
Optimization and Control (math.OC)
[INFO.INFO-MA]Computer Science [cs]/Multiagent Systems [cs.MA]
[INFO.INFO-AU]Computer Science [cs]/Automatic Control Engineering
FOS: Mathematics
[INFO.INFO-SY]Computer Science [cs]/Systems and Control [cs.SY]
Computer Science - Multiagent Systems
[INFO.INFO-MA] Computer Science [cs]/Multiagent Systems [cs.MA]
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
Networks
[INFO.INFO-AU] Computer Science [cs]/Automatic Control Engineering
Mathematics - Optimization and Control
Multiagent Systems (cs.MA)
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- CDC 2021-60th IEEE Conference on Decision and Control, CDC 2021-60th IEEE Conference on Decision and Control, Dec 2021, Austin, Texas, United States. pp.1701-1708, CDC 2021-60th IEEE Conference on Decision and Control, Dec 2021, Austin, Texas, United States. pp.1-8
- Accession number :
- edsair.doi.dedup.....d235831ab6205163c23d0db26de4a33f