Distributed online optimization for multi-agent optimal transport

IF 4.8 2区 计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS
Vishaal Krishnan , Sonia Martínez
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引用次数: 0

Abstract

We propose a scalable, distributed algorithm for the optimal transport of large-scale multi-agent systems. We formulate the problem as one of steering the collective towards a target probability measure while minimizing the total cost of transport, with the additional constraint of distributed implementation. Using optimal transport theory, we realize the solution as an iterative transport based on a stochastic proximal descent scheme. At each stage of the transport, the agents implement an online, distributed primal–dual algorithm to obtain local estimates of the Kantorovich potential for optimal transport from the current distribution of the collective to the target distribution. Using these estimates as their local objective functions, the agents then implement the transport by stochastic proximal descent. This two-step process is carried out recursively by the agents to converge asymptotically to the target distribution. We rigorously establish the underlying theoretical framework and convergence of the algorithm and test its behavior in numerical experiments.

多代理优化运输的分布式在线优化
我们提出了一种可扩展的分布式算法,用于优化大规模多代理系统的运输。我们将这一问题表述为:在使运输总成本最小化的同时,引导集体向目标概率度量前进,并附加分布式实施的约束条件。利用最优传输理论,我们以随机近似下降方案为基础,实现了迭代传输的解决方案。在运输的每个阶段,代理都会执行在线分布式初等二元算法,以获得从当前集体分布到目标分布的最优运输的康托洛维奇势的局部估计值。利用这些估计值作为局部目标函数,代理们就可以通过随机近似下降法实现传输。这两步过程由代理递归执行,以渐近收敛到目标分布。我们严格建立了算法的基础理论框架和收敛性,并在数值实验中对其行为进行了测试。
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来源期刊
Automatica
Automatica 工程技术-工程:电子与电气
CiteScore
10.70
自引率
7.80%
发文量
617
审稿时长
5 months
期刊介绍: Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field. After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience. Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.
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