Distributed Multi-Objective Optimization over Randomly Varying Unbalanced Networks*. Issue 1 (July 2017)

• Record Type: Journal Article
• Authors: Wada, Takayuki; Masubuchi, Izumi; Hanada, Kenta; Asai, Toru; Fujisaki, Yasumasa
• Is Part Of: IFAC-PapersOnLine. Volume 50:Issue 1(2017)
• Page Start: 2403
• Page End: 2408
• Publication Date: 2017-07
• Subjects: Distributed optimization -- multi-agent systems -- convex optimization -- unbalanced graph -- multi-objective optimization; Automatic control -- Periodicals; 629.805
• DOI: 10.1016/j.ifacol.2017.08.434
• Languages: English
• ISSNs: 2405-8963

Abstract

Abstract: A distributed optimization for a multi-agent system connected by a directed unbalanced random network is considered. It is shown that a sequense of candidate solutions of the standard algorithm for distributed optimization converges to a Pareto optimal solution of a multi-objective optimization which is to minimize objective functions of agents in a mean square sense. This is illustrated through a numerical example.