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

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Mo, L.
Li, J.
Huang, Jian
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Institute of Electrical and Electronics Engineers Inc.
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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.
Closed loop systems , Discrete time systems , Distributed control , Matrix algebra , Multi-agent systems , Optimisation , Stochastic processes , Time-varying systems , Communication topology , Nonuniform stepsizes , Discrete-time heterogeneous multiagent systems , Stochastic matrix , System matrix , Time-varying system , Local objective function , Distributed optimization algorithim , Optimization , Linear programming , Distributed algorithims , Laplace equations , Topology , Distributed optimization , Heterogeneous
Mo, L., Li, J. and Huang, J. (2019) 'Distributed Optimization Algorithm for Discrete-Time Heterogeneous Multi-Agent Systems With Nonuniform Stepsizes', IEEE Access, 87303-87312. (7pp.) DOI: 10.1109/ACCESS.2019.2925414