Online Distributed Optimization on Dynamic Networks
This work addresses cooperative cost minimization for multi-agent systems like sensor networks, but it appears incremental as it builds on existing distributed convex optimization methods.
The paper tackles distributed optimization over dynamic networks with cost uncertainties and switching topologies by proposing a dual sub-gradient averaging algorithm that adapts communication weights to neighbor reliability, achieving a convergence rate analysis and simulation results for sensor networks.
This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a distributed algorithm based on a dual sub-gradient averaging. The objective of this algorithm is to minimize a cost function cooperatively. Furthermore, the algorithm changes the weights on the communication links in the network to adapt to varying reliability of neighboring agents. A convergence rate analysis as a function of the underlying network topology is then presented, followed by simulation results for representative classes of sensor networks.