Search

This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing distributed online algorithms require that each agent broadcasts its decision to its neighbors at each iteration. To better utilize the limited communication resources, we propose a distributed event-triggered online primal--dual algorithm with two-point bandit feedback. Under several classes of appropriately chosen decreasing parameter sequences and non-increasing event-triggered threshold sequences, we establish dynamic network regret and network cumulative constraint violation bounds. These bounds are comparable to the results achieved by distributed event-triggered online algorithms with full-information feedback. Finally, a numerical example is provided to verify the theoretical results., Comment: 34 pages, 4 figures. arXiv admin note: text overlap with arXiv:2311.01957

Considering non-stationary environments in online optimization enables decision-maker to effectively adapt to changes and improve its performance over time. In such cases, it is favorable to adopt a strategy that minimizes the negative impact of change to avoid potentially risky situations. In this paper, we investigate risk-averse online optimization where the distribution of the random cost changes over time. We minimize risk-averse objective function using the Conditional Value at Risk (CVaR) as risk measure. Due to the difficulty in obtaining the exact CVaR gradient, we employ a zeroth-order optimization approach that queries the cost function values multiple times at each iteration and estimates the CVaR gradient using the sampled values. To facilitate the regret analysis, we use a variation metric based on Wasserstein distance to capture time-varying distributions. Given that the distribution variation is sub-linear in the total number of episodes, we show that our designed learning algorithm achieves sub-linear dynamic regret with high probability for both convex and strongly convex functions. Moreover, theoretical results suggest that increasing the number of samples leads to a reduction in the dynamic regret bounds until the sampling number reaches a specific limit. Finally, we provide numerical experiments of dynamic pricing in a parking lot to illustrate the efficacy of the designed algorithm.

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We propose a distributed stochastic gradient descent (SGD) algorithm, suitable for a general class of compressors. We show that the proposed algorithm achieves the linear speedup convergence rate $\mathcal{O}(1/\sqrt{nT})$ for smooth nonconvex functions, where $T$ and $n$ are the number of iterations and agents, respectively. If the global cost function additionally satisfies the Polyak--{\L}ojasiewicz condition, the proposed algorithm can linearly converge to a neighborhood of the global optimum, regardless of whether the stochastic gradient is unbiased or not. Numerical experiments are carried out to verify the efficiency of our algorithm.

The aim of this work is to develop deep learning-based algorithms for high-dimensional stochastic control problems based on physics-informed learning and dynamic programming. Unlike classical deep learning-based methods relying on a probabilistic representation of the solution to the Hamilton--Jacobi--Bellman (HJB) equation, we introduce a pathwise operator associated with the HJB equation so that we can define a problem of physics-informed learning. According to whether the optimal control has an explicit representation, two numerical methods are proposed to solve the physics-informed learning problem. We provide an error analysis on how the truncation, approximation and optimization errors affect the accuracy of these methods. Numerical results on various applications are presented to illustrate the performance of the proposed algorithms., Comment: 20 pages

This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide loss over time. To reduce communication overhead between the agents, we propose a distributed event-triggered online primal-dual algorithm over a time-varying directed graph. With several classes of appropriately chose decreasing parameter sequences and non-increasing event-triggered threshold sequences, we establish dynamic network regret and network cumulative constraint violation bounds. Finally, a numerical simulation example is provided to verify the theoretical results., Comment: 12 pages, 3 figures

In this paper, we study the distributed nonconvex optimization problem, which aims to minimize the average value of the local nonconvex cost functions using local information exchange. To reduce the communication overhead, we introduce three general classes of compressors, i.e., compressors with bounded relative compression error, compressors with globally bounded absolute compression error, and compressors with locally bounded absolute compression error. By integrating them with distributed gradient tracking algorithm, we then propose three compressed distributed nonconvex optimization algorithms. For each algorithm, we design a novel Lyapunov function to demonstrate its sublinear convergence to a stationary point if the local cost functions are smooth. Furthermore, when the global cost function satisfies the Polyak--{\L}ojasiewicz (P--{\L}) condition, we show that our proposed algorithms linearly converge to a global optimal point. It is worth noting that, for compressors with bounded relative compression error and globally bounded absolute compression error, our proposed algorithms' parameters do not require prior knowledge of the P--{\L} constant. The theoretical results are illustrated by numerical examples, which demonstrate the effectiveness of the proposed algorithms in significantly reducing the communication burden while maintaining the convergence performance. Moreover, simulation results show that the proposed algorithms outperform state-of-the-art compressed distributed nonconvex optimization algorithms.

This paper studies the privacy-preserving distributed optimization problem under limited communication, where each agent aims to keep its cost function private while minimizing the sum of all agents' cost functions. To this end, we propose two differentially private distributed algorithms under compressed communication. We show that the proposed algorithms achieve sublinear convergence for smooth (possibly nonconvex) cost functions and linear convergence when the global cost function additionally satisfies the Polyak-{\L}ojasiewicz condition, even for a general class of compressors with bounded relative compression error. Furthermore, we rigorously prove that the proposed algorithms ensure $\epsilon$-differential privacy. Unlike methods in the literature, the analysis of privacy under the proposed algorithms do not rely on the specific forms of compressors. Simulations are presented to demonstrate the effectiveness of our proposed approach., Comment: 51 pages

This paper considers online convex games involving multiple agents that aim to minimize their own cost functions using locally available feedback. A common assumption in the study of such games is that the agents are symmetric, meaning that they have access to the same type of information or feedback. Here we lift this assumption, which is often violated in practice, and instead consider asymmetric agents; specifically, we assume some agents have access to first-order gradient feedback and others have access to the zeroth-order oracles (cost function evaluations). We propose an asymmetric feedback learning algorithm that combines the agent feedback mechanisms. We analyze the regret and Nash equilibrium convergence of this algorithm for convex games and strongly monotone games, respectively. Specifically, we show that our algorithm always performs between pure first-order and zeroth-order methods, and can match the performance of these two extremes by adjusting the number of agents with access to zeroth-order oracles. Therefore, our algorithm incorporates the pure first-order and zeroth-order methods as special cases. We provide numerical experiments on an online market problem for both deterministic and risk-averse games to demonstrate the performance of the proposed algorithm., Comment: 16pages

This paper considers distributed online convex optimization with adversarial constraints. In this setting, a network of agents makes decisions at each round, and then only a portion of the loss function and a coordinate block of the constraint function are privately revealed to each agent. The loss and constraint functions are convex and can vary arbitrarily across rounds. The agents collaborate to minimize network regret and cumulative constraint violation. A novel distributed online algorithm is proposed and it achieves an $\mathcal{O}(T^{\max\{c,1-c\}})$ network regret bound and an $\mathcal{O}(T^{1-c/2})$ network cumulative constraint violation bound, where $T$ is the number of rounds and $c\in(0,1)$ is a user-defined trade-off parameter. When Slater's condition holds (i.e, there is a point that strictly satisfies the inequality constraints), the network cumulative constraint violation bound is reduced to $\mathcal{O}(T^{1-c})$. Moreover, if the loss functions are strongly convex, then the network regret bound is reduced to $\mathcal{O}(\log(T))$, and the network cumulative constraint violation bound is reduced to $\mathcal{O}(\sqrt{\log(T)T})$ and $\mathcal{O}(\log(T))$ without and with Slater's condition, respectively. To the best of our knowledge, this paper is the first to achieve reduced (network) cumulative constraint violation bounds for (distributed) online convex optimization with adversarial constraints under Slater's condition. Finally, the theoretical results are verified through numerical simulations.

This paper addresses the problem of differentially private distributed optimization under limited communication, where each agent aims to keep their cost function private while minimizing the sum of all agents' cost functions. In response, we propose a novel Compressed differentially Private distributed Gradient Tracking algorithm (CPGT). We demonstrate that CPGT achieves linear convergence for smooth and strongly convex cost functions, even with a class of biased but contractive compressors, and achieves the same accuracy as the idealized communication algorithm. Additionally, we rigorously prove that CPGT ensures differential privacy. Simulations are provided to validate the effectiveness of the proposed algorithm., Comment: To appear in IFAC WC 2023

Information compression techniques are majorly employed to address the concern of reducing communication cost over peer-to-peer links. In this paper, we investigate distributed Nash equilibrium (NE) seeking problems in a class of non-cooperative games over directed graphs with information compression. To improve communication efficiency, a compressed distributed NE seeking (C-DNES) algorithm is proposed to obtain a NE for games, where the differences between decision vectors and their estimates are compressed. The proposed algorithm is compatible with a general class of compression operators, including both unbiased and biased compressors. Moreover, our approach only requires the adjacency matrix of the directed graph to be row-stochastic, in contrast to past works that relied on balancedness or specific global network parameters. It is shown that C-DNES not only inherits the advantages of conventional distributed NE algorithms, achieving linear convergence rate for games with restricted strongly monotone mappings, but also saves communication costs in terms of transmitted bits. Finally, numerical simulations illustrate the advantages of C-DNES in saving communication cost by an order of magnitude under different compressors.

This work studies nonconvex distributed constrained optimization over stochastic communication networks. We revisit the distributed dual averaging algorithm, which is known to converge for convex problems. We start from the centralized case, for which the change of two consecutive updates is taken as the suboptimality measure. We validate the use of such a measure by showing that it is closely related to stationarity. This equips us with a handle to study the convergence of dual averaging in nonconvex optimization. We prove that the squared norm of this suboptimality measure converges at rate $\mathcal{O}(1/t)$. Then, for the distributed setup we show convergence to the stationary point at rate $\mathcal{O}(1/t)$. Finally, a numerical example is given to illustrate our theoretical results., Comment: 7 pages, 2 figures

This paper considers distributed optimization for minimizing the average of local nonconvex cost functions, by using local information exchange over undirected communication networks. To reduce the required communication capacity, we introduce an encoder--decoder scheme. By integrating them with distributed gradient tracking and proportional integral algorithms, respectively, we then propose two quantized distributed nonconvex optimization algorithms. Assuming the global cost function satisfies the Polyak--{\L}ojasiewicz condition, which does not require the global cost function to be convex and the global minimizer is not necessarily unique, we show that our proposed algorithms linearly converge to a global optimal point and that larger quantization level leads to faster convergence speed. Moreover, we show that a low data rate is sufficient to guarantee linear convergence when the algorithm parameters are properly chosen. The theoretical results are illustrated by numerical examples.

This paper considers distributed nonconvex optimization with the cost functions being distributed over agents. Noting that information compression is a key tool to reduce the heavy communication load for distributed algorithms as agents iteratively communicate with neighbors, we propose three distributed primal--dual algorithms with compressed communication. The first two algorithms are applicable to a general class of compressors with bounded relative compression error and the third algorithm is suitable for two general classes of compressors with bounded absolute compression error. We show that the proposed distributed algorithms with compressed communication have comparable convergence properties as state-of-the-art algorithms with exact communication. Specifically, we show that they can find first-order stationary points with sublinear convergence rate $\mathcal{O}(1/T)$ when each local cost function is smooth, where $T$ is the total number of iterations, and find global optima with linear convergence rate under an additional condition that the global cost function satisfies the Polyak--{\L}ojasiewicz condition. Numerical simulations are provided to illustrate the effectiveness of the theoretical results.

Traditional machine learning relies on a centralized data pipeline, i.e., data are provided to a central server for model training. In many applications, however, data are inherently fragmented. Such a decentralized nature of these databases presents the biggest challenge for collaboration: sending all decentralized datasets to a central server raises serious privacy concerns. Although there has been a joint effort in tackling such a critical issue by proposing privacy-preserving machine learning frameworks, such as federated learning, most state-of-the-art frameworks are built still in a centralized way, in which a central client is needed for collecting and distributing model information (instead of data itself) from every other client, leading to high communication pressure and high vulnerability when there exists a failure at or attack on the central client. Here we propose a principled decentralized federated learning algorithm (DeceFL), which does not require a central client and relies only on local information transmission between clients and their neighbors, representing a fully decentralized learning framework. It has been further proven that every client reaches the global minimum with zero performance gap and achieves the same convergence rate $O(1/T)$ (where $T$ is the number of iterations in gradient descent) as centralized federated learning when the loss function is smooth and strongly convex. Finally, the proposed algorithm has been applied to a number of applications to illustrate its effectiveness for both convex and nonconvex loss functions, demonstrating its applicability to a wide range of real-world medical and industrial applications.

This paper considers online convex optimization with long term constraints, where constraints can be violated in intermediate rounds, but need to be satisfied in the long run. The cumulative constraint violation is used as the metric to measure constraint violations, which excludes the situation that strictly feasible constraints can compensate the effects of violated constraints. A novel algorithm is first proposed and it achieves an $\mathcal{O}(T^{\max\{c,1-c\}})$ bound for static regret and an $\mathcal{O}(T^{(1-c)/2})$ bound for cumulative constraint violation, where $c\in(0,1)$ is a user-defined trade-off parameter, and thus has improved performance compared with existing results. Both static regret and cumulative constraint violation bounds are reduced to $\mathcal{O}(\log(T))$ when the loss functions are strongly convex, which also improves existing results. %In order to bound the regret with respect to any comparator sequence, In order to achieve the optimal regret with respect to any comparator sequence, another algorithm is then proposed and it achieves the optimal $\mathcal{O}(\sqrt{T(1+P_T)})$ regret and an $\mathcal{O}(\sqrt{T})$ cumulative constraint violation, where $P_T$ is the path-length of the comparator sequence. Finally, numerical simulations are provided to illustrate the effectiveness of the theoretical results.

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine learning applications. As a solution, we propose two distributed ZO algorithms, in which at each iteration each agent samples the local stochastic ZO oracle at two points with a time-varying smoothing parameter. We show that the proposed algorithms achieve the linear speedup convergence rate $\mathcal{O}(\sqrt{p/(nT)})$ for smooth cost functions under the state-dependent variance assumptions which are more general than the commonly used bounded variance and Lipschitz assumptions, and $\mathcal{O}(p/(nT))$ convergence rate when the global cost function additionally satisfies the Polyak--{\L}ojasiewicz (P--{\L}) condition in addition, where $p$ and $T$ are the dimension of the decision variable and the total number of iterations, respectively. To the best of our knowledge, this is the first linear speedup result for distributed ZO algorithms, which enables systematic processing performance improvements by adding more agents. We also show that the proposed algorithms converge linearly under the relative bounded second moment assumptions and the P--{\L} condition. We demonstrate through numerical experiments the efficiency of our algorithms on generating adversarial examples from deep neural networks in comparison with baseline and recently proposed centralized and distributed ZO algorithms., Comment: arXiv admin note: text overlap with arXiv:2006.03474

This paper considers the distributed online convex optimization problem with time-varying constraints over a network of agents. This is a sequential decision making problem with two sequences of arbitrarily varying convex loss and constraint functions. At each round, each agent selects a decision from the decision set, and then only a portion of the loss function and a coordinate block of the constraint function at this round are privately revealed to this agent. The goal of the network is to minimize the network-wide loss accumulated over time. Two distributed online algorithms with full-information and bandit feedback are proposed. Both dynamic and static network regret bounds are analyzed for the proposed algorithms, and network cumulative constraint violation is used to measure constraint violation, which excludes the situation that strictly feasible constraints can compensate the effects of violated constraints. In particular, we show that the proposed algorithms achieve $\mathcal{O}(T^{\max\{\kappa,1-\kappa\}})$ static network regret and $\mathcal{O}(T^{1-\kappa/2})$ network cumulative constraint violation, where $T$ is the time horizon and $\kappa\in(0,1)$ is a user-defined trade-off parameter. Moreover, if the loss functions are strongly convex, then the static network regret bound can be reduced to $\mathcal{O}(T^{\kappa})$. Finally, numerical simulations are provided to illustrate the effectiveness of the theoretical results.

This paper investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multi-agent network, where each individual agent is only able to access partial information of time-varying global loss functions, thus requiring local information exchanges between neighboring agents. Motivated by many applications in reality, the considered local loss functions depend not only on their own decision variables, but also on an aggregative variable, such as the average of all decision variables. To handle this problem, an Online Distributed Gradient Tracking algorithm (O-DGT) is proposed with exact gradient information and it is shown that the dynamic regret is upper bounded by three terms: a sublinear term, a path variation term, and a gradient variation term. Meanwhile, the O-DGT algorithm is also analyzed with stochastic/noisy gradients, showing that the expected dynamic regret has the same upper bound as the exact gradient case. To our best knowledge, this paper is the first to study online convex optimization in the presence of an aggregative variable, which enjoys new characteristics in comparison with the conventional scenario without the aggregative variable. Finally, a numerical experiment is provided to corroborate the obtained theoretical results.

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine learning techniques with data parallelism, such as deep learning and federated learning. We propose a distributed primal--dual stochastic gradient descent (SGD) algorithm, suitable for arbitrarily connected communication networks and any smooth (possibly nonconvex) cost functions. We show that the proposed algorithm achieves the linear speedup convergence rate $\mathcal{O}(1/\sqrt{nT})$ for general nonconvex cost functions and the linear speedup convergence rate $\mathcal{O}(1/(nT))$ when the global cost function satisfies the Polyak--{\L}ojasiewicz (P--{\L}) condition, where $T$ is the total number of iterations. We also show that the output of the proposed algorithm with constant parameters linearly converges to a neighborhood of a global optimum. We demonstrate through numerical experiments the efficiency of our algorithm in comparison with the baseline centralized SGD and recently proposed distributed SGD algorithms., Comment: arXiv admin note: text overlap with arXiv:1912.12110

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual algorithm. We show that it converges sublinearly to a stationary point if each local cost function is smooth and linearly to a global optimum under an additional condition that the global cost function satisfies the Polyak-{\L}ojasiewicz condition. This condition is weaker than strong convexity, which is a standard condition for proving linear convergence of distributed optimization algorithms, and the global minimizer is not necessarily unique. Motivated by the situations where the gradients are unavailable, we then propose a distributed zeroth-order algorithm, derived from the considered first-order algorithm by using a deterministic gradient estimator, and show that it has the same convergence properties as the considered first-order algorithm under the same conditions. The theoretical results are illustrated by numerical simulations.

This paper considers the problem of distributed bandit online convex optimization with time-varying coupled inequality constraints. This problem can be defined as a repeated game between a group of learners and an adversary. The learners attempt to minimize a sequence of global loss functions and at the same time satisfy a sequence of coupled constraint functions. The global loss and the coupled constraint functions are the sum of local convex loss and constraint functions, respectively, which are adaptively generated by the adversary. The local loss and constraint functions are revealed in a bandit manner, i.e., only the values of loss and constraint functions at sampled points are revealed to the learners, and the revealed function values are held privately by each learner. We consider two scenarios, one- and two-point bandit feedback, and propose two corresponding distributed bandit online algorithms used by the learners. We show that sublinear expected regret and constraint violation are achieved by these two algorithms, if the accumulated variation of the comparator sequence also grows sublinearly. In particular, we show that $\mathcal{O}(T^{\theta_1})$ expected static regret and $\mathcal{O}(T^{7/4-\theta_1})$ constraint violation are achieved in the one-point bandit feedback setting, and $\mathcal{O}(T^{\max\{\kappa,1-\kappa\}})$ expected static regret and $\mathcal{O}(T^{1-\kappa/2})$ constraint violation in the two-point bandit feedback setting, where $\theta_1\in(3/4,5/6]$ and $\kappa\in(0,1)$ are user-defined trade-off parameters. Finally, these theoretical results are illustrated by numerical simulations of a simple power grid example.

This paper considers the distributed smooth optimization problem in which the objective is to minimize a global cost function formed by a sum of local smooth cost functions, by using local information exchange. The standard assumption for proving exponential/linear convergence of first-order methods is the strong convexity of the cost functions, which does not hold for many practical applications. In this paper, we first show that the continuous-time distributed primal-dual gradient algorithm converges to one global minimizer exponentially under the assumption that the global cost function satisfies the restricted secant inequality condition. This condition is weaker than the strong convexity condition since it does not require convexity and the global minimizers are not necessary to be unique. We then show that the discrete-time distributed primal-dual algorithm constructed by using the Euler's approximation method converges to one global minimizer linearly under the same condition. The theoretical results are illustrated by numerical simulations.

We propose a distributed event-triggered control law to solve the consensus problem for multi-agent systems with nonlinear output. Under the condition that the underlying digraph is strongly connected, we propose some sufficient conditions related to the nonlinear output function and initial states to guarantee that the event-triggered controller realizes consensus. Then the results are extended to the case where the underlying directed graph contains a directed spanning tree. These theoretical results are illustrated by numerical simulations., Comment: arXiv admin note: text overlap with arXiv:1704.05429

This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the sum of local convex functions. A distributed online primal-dual dynamic mirror descent algorithm is proposed to solve this problem, where the local cost, regularization, and constraint functions are held privately and revealed only after each time slot. Without assuming Slater's condition, we first derive regret and constraint violation bounds for the algorithm and show how they depend on the stepsize sequences, the accumulated dynamic variation of the comparator sequence, the number of agents, and the network connectivity. As a result, under some natural decreasing stepsize sequences, we prove that the algorithm achieves sublinear dynamic regret and constraint violation if the accumulated dynamic variation of the optimal sequence also grows sublinearly. We also prove that the algorithm achieves sublinear static regret and constraint violation under mild conditions. Assuming Slater's condition, we show that the algorithm achieves smaller bounds on the constraint violation. In addition, smaller bounds on the static regret are achieved when the objective function is strongly convex. Finally, numerical simulations are provided to illustrate the effectiveness of the theoretical results.

In this paper, we study the problem of finding the least square solutions of over-determined linear algebraic equations over networks in a distributed manner. Each node has access to one of the linear equations and holds a dynamic state. We first propose a distributed least square solver over connected undirected interaction graphs and establish a necessary and sufficient on the step-size under which the algorithm exponentially converges to the least square solution. Next, we develop a distributed least square solver over strongly connected directed graphs and show that the proposed algorithm exponentially converges to the least square solution provided the step-size is sufficiently small. Moreover, we develop a finite-time least square solver by equipping the proposed algorithms with a finite-time decentralized computation mechanism. The theoretical findings are validated and illustrated by numerical simulation examples.

This paper presents the formulation and analysis of a fully distributed dynamic event-triggered communication based robust dynamic average consensus algorithm. Dynamic average consensus problem involves a networked set of agents estimating the time-varying average of dynamic reference signals locally available to individual agents. We propose an asymptotically stable solution to the dynamic average consensus problem that is robust to network disruptions. Since this robust algorithm requires continuous communication among agents, we introduce a novel dynamic event-triggered communication scheme to reduce the overall inter-agent communications. It is shown that the event-triggered algorithm is asymptotically stable and free of Zeno behavior. Numerical simulations are provided to illustrate the effectiveness of the proposed algorithm.

This paper studies the synchronization of a finite number of Kuramoto oscillators in a frequency-dependent bidirectional tree network. We assume that the coupling strength of each link in each direction is equal to the product of a common coefficient and the exogenous frequency of its corresponding head oscillator. We derive a sufficient condition for the common coupling strength in order to guarantee frequency synchronization in tree networks. Moreover, we discuss the dependency of the obtained bound on both the graph structure and the way that exogenous frequencies are distributed. Further, we present an application of the obtained result by means of an event-triggered algorithm for achieving frequency synchronization in a star network assuming that the common coupling coefficient is given., Comment: 1- IEEE Conference on Decision and Control (CDC), 2018. 2- The word `source' has been mistakenly used instead of `head' in the paper to be published in the 57th IEEE Conference on Decision and Control, 2018

This paper investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor networks, power systems and plug-in electric vehicles. In this problem, the cost function at each time step is the sum of local cost functions with each of them being gradually revealed to its corresponding agent, and meanwhile only local functions in coupled inequality constraints are accessible to each agent. To address this problem, a modified primal-dual algorithm, called distributed online primal-dual push-sum algorithm (DOPP), is developed in this paper, which does not rest on any assumption on parameter boundedness and is applicable to unbalanced networks. It is shown that the proposed algorithm is sublinear for both the dynamic regret and the violation of coupled inequality constraints. Finally, the theoretical results are supported by a simulation example.

In this paper, we propose a fully distributed algorithm for second-order continuous-time multi-agent systems to solve the distributed optimization problem. The global objective function is a sum of private cost functions associated with the individual agents and the interaction between agents is described by a weighted undirected graph. We show the exponential convergence of the proposed algorithm if the underlying graph is connected, each private cost function is locally gradient-Lipschitz-continuous, and the global objective function is restricted strongly convex with respect to the global minimizer. Moreover, to reduce the overall need of communication, we then propose a dynamic event-triggered communication mechanism that is free of Zeno behavior. It is shown that the exponential convergence is achieved if the private cost functions are also globally gradient-Lipschitz-continuous. Numerical simulations are provided to illustrate the effectiveness of the theoretical results.

We propose two distributed dynamic triggering laws to solve the consensus problem for multi-agent systems with event-triggered control. Compared with existing triggering laws, the proposed triggering laws involve internal dynamic variables which play an essential role to guarantee that the triggering time sequence does not exhibit Zeno behavior. Some existing triggering laws are special cases of our dynamic triggering laws. Under the condition that the underlying graph is undirected and connected, it is proven that the proposed dynamic triggering laws together with the event-triggered control make the state of each agent converges exponentially to the average of the agents' initial states. Numerical simulations illustrate the effectiveness of the theoretical results and show that the dynamic triggering laws lead to reduction of actuation updates and inter-agent communications.

We consider the global consensus problem for multi-agent systems with input saturation over digraphs. Under a mild connectivity condition that the underlying digraph has a directed spanning tree, we use Lyapunov methods to show that the widely used distributed consensus protocol, which solves the consensus problem for the case without input saturation constraints, also solves the global consensus problem for the case with input saturation constraints. In order to reduce the overall need of communication and system updates, we then propose a distributed event-triggered control law. Global consensus is still realized and Zeno behavior is excluded. Numerical simulations are provided to illustrate the effectiveness of the theoretical results.

This paper studies multi-agent systems with nonlinear consensus protocols, i.e., only nonlinear measurements of the states are available to agents. The solutions of these systems are understood in Filippov sense since the possible discontinuity of the nonlinear controllers. Under the condition that the nonlinear functions are monotonic increasing without any continuous constraints, asymptotic stability is derived for systems defines on both directed and undirected graphs. The results can be applied to quantized consensus which extend some existing results from undirected graphs to directed ones., Comment: IFAC 2017

In this paper, event-triggered controllers and corresponding algorithms are proposed to establish the formation with connectivity preservation for multi-agent systems. Each agent needs to update its control input and to broadcast this control input together with the relative state information to its neighbors at its own triggering times, and to receive information at its neighbors' triggering times. Two types of system dynamics, single integrators and double integrators, are considered. As a result, all agents converge to the formation exponentially with connectivity preservation, and Zeno behavior can be excluded. Numerical simulations show the effectiveness of the theoretical results.

Two types of general nonlinear consensus protocols are considered in this paper, namely the systems with nonlinear measurement and communication of the agents' states, respectively. The solutions of the systems are understood in the sense of Filippov to handle the possible discontinuity of the nonlinear functions. For each case, we prove the asymptotic stability of the systems defined on both directed and undirected graphs. Then we reinterpret the results about the general models for a specific type of systems, i.e., the quantized consensus protocols, which extend some existing results (e.g., [1,2]) from undirected graphs to directed ones.

The consensus problem for multi-agent systems with quantized communication or sensing is considered. Centralized and distributed self-triggered rules are proposed to reduce the overall need of communication and system updates. It is proved that these self-triggered rules realize consensus exponentially if the network topologies have a spanning tree and the quantization function is uniform. Numerical simulations are provided to show the effectiveness of the theoretical results., Comment: 6 pages, 3 figures, conference

In this paper, we investigate stability of a class of analytic neural networks with the synaptic feedback via event-triggered rules. This model is general and include Hopfield neural network as a special case. These event-trigger rules can efficiently reduces loads of computation and information transmission at synapses of the neurons. The synaptic feedback of each neuron keeps a constant value based on the outputs of the other neurons at its latest triggering time but changes at its next triggering time, which is determined by certain criterion. It is proved that every trajectory of the analytic neural network converges to certain equilibrium under this event-triggered rule for all initial values except a set of zero measure. The main technique of the proof is the Lojasiewicz inequality to prove the finiteness of trajectory length. The realization of this event-triggered rule is verified by the exclusion of Zeno behaviors. Numerical examples are provided to illustrate the efficiency of the theoretical results., Comment: 12 pages, 3 figures. arXiv admin note: substantial text overlap with arXiv:1504.08081

Active cyber defense is one important defensive method for combating cyber attacks. Unlike traditional defensive methods such as firewall-based filtering and anti-malware tools, active cyber defense is based on spreading "white" or "benign" worms to combat against the attackers' malwares (i.e., malicious worms) that also spread over the network. In this paper, we initiate the study of {\em optimal} active cyber defense in the setting of strategic attackers and/or strategic defenders. Specifically, we investigate infinite-time horizon optimal control and fast optimal control for strategic defenders (who want to minimize their cost) against non-strategic attackers (who do not consider the issue of cost). We also investigate the Nash equilibria for strategic defenders and attackers. We discuss the cyber security meanings/implications of the theoretic results. Our study brings interesting open problems for future research.

In this paper, we investigate convergence of a class of analytic neural networks with event-triggered rule. This model is general and include Hopfield neural network as a special case. The event-trigger rule efficiently reduces the frequency of information transmission between synapses of the neurons. The synaptic feedback of each neuron keeps a constant value based on the outputs of its neighbours at its latest triggering time but changes until the next triggering time of this neuron that is determined by certain criterion via its neighborhood information. It is proved that the analytic neural network is completely stable under this event-triggered rule. The main technique of proof is the ${\L}$ojasiewicz inequality to prove the finiteness of trajectory length. The realization of this event-triggered rule is verified by the exclusion of Zeno behaviors. Numerical examples are provided to illustrate the theoretical results and present the optimisation capability of the network dynamics.