Abstract:Mobile target tracking is crucial in various applications such as surveillance and autonomous navigation. This study presents a decentralized tracking framework utilizing a Consensus-Based Estimation Filter (CBEF) integrated with the Nearly-Constant-Velocity (NCV) model to predict a moving target's state. The framework facilitates agents in a network to collaboratively estimate the target's position by sharing local observations and achieving consensus despite communication constraints and measurement noise. A saturation-based filtering technique is employed to enhance robustness by mitigating the impact of noisy sensor data. Simulation results demonstrate that the proposed method effectively reduces the Mean Squared Estimation Error (MSEE) over time, indicating improved estimation accuracy and reliability. The findings underscore the effectiveness of the CBEF in decentralized environments, highlighting its scalability and resilience in the presence of uncertainties.
Abstract:Distributed optimization finds many applications in machine learning, signal processing, and control systems. In these real-world applications, the constraints of communication networks, particularly limited bandwidth, necessitate implementing quantization techniques. In this paper, we propose distributed optimization dynamics over multi-agent networks subject to logarithmically quantized data transmission. Under this condition, data exchange benefits from representing smaller values with more bits and larger values with fewer bits. As compared to uniform quantization, this allows for higher precision in representing near-optimal values and more accuracy of the distributed optimization algorithm. The proposed optimization dynamics comprise a primary state variable converging to the optimizer and an auxiliary variable tracking the objective function's gradient. Our setting accommodates dynamic network topologies, resulting in a hybrid system requiring convergence analysis using matrix perturbation theory and eigenspectrum analysis.
Abstract:Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a computationally efficient algorithm that solves distributed convex problems and optimally finds the solution to locally non-convex objective functions. In contrast to batch gradient optimization in some literature, our algorithm is on a single-time scale with no extra inner consensus loop. It evaluates one gradient entry per node per time. Further, the algorithm addresses link-level nonlinearity representing, for example, logarithmic quantization of the exchanged data or clipping of the exchanged data bits. Leveraging perturbation-based theory and algebraic Laplacian network analysis proves optimal convergence and dynamics stability over time-varying and switching networks. The time-varying network setup might be due to packet drops or link failures. Despite the nonlinear nature of the dynamics, we prove exact convergence in the face of odd sign-preserving sector-bound nonlinear data transmission over the links. Illustrative numerical simulations further highlight our contributions.
Abstract:Decentralized strategies are of interest for learning from large-scale data over networks. This paper studies learning over a network of geographically distributed nodes/agents subject to quantization. Each node possesses a private local cost function, collectively contributing to a global cost function, which the proposed methodology aims to minimize. In contrast to many existing literature, the information exchange among nodes is quantized. We adopt a first-order computationally-efficient distributed optimization algorithm (with no extra inner consensus loop) that leverages node-level gradient correction based on local data and network-level gradient aggregation only over nearby nodes. This method only requires balanced networks with no need for stochastic weight design. It can handle log-scale quantized data exchange over possibly time-varying and switching network setups. We analyze convergence over both structured networks (for example, training over data-centers) and ad-hoc multi-agent networks (for example, training over dynamic robotic networks). Through analysis and experimental validation, we show that (i) structured networks generally result in a smaller optimality gap, and (ii) logarithmic quantization leads to smaller optimality gap compared to uniform quantization.
Abstract:Resource allocation and scheduling in multi-agent systems present challenges due to complex interactions and decentralization. This survey paper provides a comprehensive analysis of distributed algorithms for addressing the distributed resource allocation (DRA) problem over multi-agent systems. It covers a significant area of research at the intersection of optimization, multi-agent systems, and distributed consensus-based computing. The paper begins by presenting a mathematical formulation of the DRA problem, establishing a solid foundation for further exploration. Real-world applications of DRA in various domains are examined to underscore the importance of efficient resource allocation, and relevant distributed optimization formulations are presented. The survey then delves into existing solutions for DRA, encompassing linear, nonlinear, primal-based, and dual-formulation-based approaches. Furthermore, this paper evaluates the features and properties of DRA algorithms, addressing key aspects such as feasibility, convergence rate, and network reliability. The analysis of mathematical foundations, diverse applications, existing solutions, and algorithmic properties contributes to a broader comprehension of the challenges and potential solutions for this domain.
Abstract:Distributed allocation finds applications in many scenarios including CPU scheduling, distributed energy resource management, and networked coverage control. In this paper, we propose a fast convergent optimization algorithm with a tunable rate using the signum function. The convergence rate of the proposed algorithm can be managed by changing two parameters. We prove convergence over uniformly-connected multi-agent networks. Therefore, the solution converges even if the network loses connectivity at some finite time intervals. The proposed algorithm is all-time feasible, implying that at any termination time of the algorithm, the resource-demand feasibility holds. This is in contrast to asymptotic feasibility in many dual formulation solutions (e.g., ADMM) that meet resource-demand feasibility over time and asymptotically.
Abstract:Efficient resource allocation and scheduling algorithms are essential for various distributed applications, ranging from wireless networks and cloud computing platforms to autonomous multi-agent systems and swarm robotic networks. However, real-world environments are often plagued by uncertainties and noise, leading to sub-optimal performance and increased vulnerability of traditional algorithms. This paper addresses the challenge of robust resource allocation and scheduling in the presence of noise and disturbances. The proposed study introduces a novel sign-based dynamics for developing robust-to-noise algorithms distributed over a multi-agent network that can adaptively handle external disturbances. Leveraging concepts from convex optimization theory, control theory, and network science the framework establishes a principled approach to design algorithms that can maintain key properties such as resource-demand balance and constraint feasibility. Meanwhile, notions of uniform-connectivity and versatile networking conditions are also addressed.
Abstract:We consider a discrete-time model of continuous-time distributed optimization over dynamic directed-graphs (digraphs) with applications to distributed learning. Our optimization algorithm works over general strongly connected dynamic networks under switching topologies, e.g., in mobile multi-agent systems and volatile networks due to link failures. Compared to many existing lines of work, there is no need for bi-stochastic weight designs on the links. The existing literature mostly needs the link weights to be stochastic using specific weight-design algorithms needed both at the initialization and at all times when the topology of the network changes. This paper eliminates the need for such algorithms and paves the way for distributed optimization over time-varying digraphs. We derive the bound on the gradient-tracking step-size and discrete time-step for convergence and prove dynamic stability using arguments from consensus algorithms, matrix perturbation theory, and Lyapunov theory. This work, particularly, is an improvement over existing stochastic-weight undirected networks in case of link removal or packet drops. This is because the existing literature may need to rerun time-consuming and computationally complex algorithms for stochastic design, while the proposed strategy works as long as the underlying network is weight-symmetric and balanced. The proposed optimization framework finds applications to distributed classification and learning.
Abstract:This paper considers distributed optimization algorithms, with application in binary classification via distributed support-vector-machines (D-SVM) over multi-agent networks subject to some link nonlinearities. The agents solve a consensus-constraint distributed optimization cooperatively via continuous-time dynamics, while the links are subject to strongly sign-preserving odd nonlinear conditions. Logarithmic quantization and clipping (saturation) are two examples of such nonlinearities. In contrast to existing literature that mostly considers ideal links and perfect information exchange over linear channels, we show how general sector-bounded models affect the convergence to the optimizer (i.e., the SVM classifier) over dynamic balanced directed networks. In general, any odd sector-bounded nonlinear mapping can be applied to our dynamics. The main challenge is to show that the proposed system dynamics always have one zero eigenvalue (associated with the consensus) and the other eigenvalues all have negative real parts. This is done by recalling arguments from matrix perturbation theory. Then, the solution is shown to converge to the agreement state under certain conditions. For example, the gradient tracking (GT) step size is tighter than the linear case by factors related to the upper/lower sector bounds. To the best of our knowledge, no existing work in distributed optimization and learning literature considers non-ideal link conditions.
Abstract:We propose a distributed (single) target tracking scheme based on networked estimation and consensus algorithms over static sensor networks. The tracking part is based on linear time-difference-of-arrival (TDOA) measurement proposed in our previous works. This paper, in particular, develops delay-tolerant distributed filtering solutions over sparse data-transmission networks. We assume general arbitrary heterogeneous delays at different links. This may occur in many realistic large-scale applications where the data-sharing between different nodes is subject to latency due to communication-resource constraints or large spatially distributed sensor networks. The solution we propose in this work shows improved performance (verified by both theory and simulations) in such scenarios. Another privilege of such distributed schemes is the possibility to add localized fault-detection and isolation (FDI) strategies along with survivable graph-theoretic design, which opens many follow-up venues to this research. To our best knowledge no such delay-tolerant distributed linear algorithm is given in the existing distributed tracking literature.