Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 61, Issue 11, Pages 3545-3550Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAC.2016.2525928
Keywords
Distributed optimization; online optimization; switching graphs; weighted dual-averaging
Funding
- ONR [N00014-12-1-1002]
- AFOSR [FA9550-12-1-0203-DEF]
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This note 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 dual sub-gradient averaging. A convergence rate analysis for the offline optimization, and a regret analysis for the online case, as a function of the underlying dynamic network topology are then presented for both classes of uncertainties. Application of the proposed setup is then discussed for uncertain sensor networks.
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