Optimization in open networks via dual averaging

Yu-Guan Hsieh (1) , Franck Iutzeler (1) , Jérôme Malick (1) , Panayotis Mertikopoulos (2, 3)

1 DAO - Données, Apprentissage et Optimisation
2 POLARIS - Performance analysis and optimization of LARge Infrastructures and Systems
3 Criteo AI Lab

In networks of autonomous agents (e.g., fleets of vehicles, scattered sensors), the problem of minimizing the sum of the agents' local functions has received a lot of interest. We tackle here this distributed optimization problem in the case of open networks when agents can join and leave the network at any time. Leveraging recent online optimization techniques, we propose and analyze the convergence of a decentralized asynchronous optimization method for open networks.

Domaines: Optimisation et contrôle [math.OC]

Yu-Guan Hsieh, Franck Iutzeler, Jérôme Malick, Panayotis Mertikopoulos. Optimization in open networks via dual averaging. CDC 2021 - 60th IEEE Annual Conference on Decision and Control, Dec 2021, Austin, United States. pp.1-7, ⟨10.1109/CDC45484.2021.9683558⟩. ⟨hal-03342395⟩