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Charles Monnoyer de Galland

Publications and source records attributed to Charles Monnoyer de Galland.

6 recordsLinked to original sources

Evolution of Descriptors in Open Multi-Agent Systems for Gossip Interactions and Beyond

We consider open multi-agent systems, which are systems subject to frequent arrivals and departures of agents while the studied process takes place. We study the behavior of all-to-all pairwise gossip interactions in such open systems. Arrivals and departures of agents imply that the composition and size of the system evolve with time, and in particular prevent convergence. We describe the expected behavior of the system by showing that the evolution of scale-independent quantities can be characterized exactly by fixed-size linear dynamical systems that correspond to Markov processes with states of potentially unbounded dimension. For this purpose we develop a general methodology that could be applicable to larger classes of models. We apply this approach to characterize the evolution of the two first moments (and thus also of a variance-like measure of disagreement) for open systems of fixed and variable size.

cs.MA↗

Random Coordinate Descent for Resource Allocation in Open Multi-Agent Systems

We propose a method for analyzing the distributed random coordinate descent algorithm for solving separable resource allocation problems in the context of an open multiagent system, where agents can be replaced during the process. In particular, we characterize the evolution of the distance to the minimizer in expectation by following a time-varying optimization approach which builds on two components. First, we establish the linear convergence of the algorithm in closed systems, in terms of the estimate towards the minimizer, for general graphs and appropriate step-size. Second, we estimate the change of the optimal solution after a replacement, in order to evaluate its effect on the distance between the current estimate and the minimizer. From these two elements, we derive stability conditions in open systems and establish the linear convergence of the algorithm towards a steady-state expected error. Our results enable to characterize the trade-off between speed of convergence and robustness to agent replacements, under the assumptions that local functions are smooth, strongly convex, and have their minimizers located in a given ball. The approach proposed in this paper can moreover be extended to other algorithms guaranteeing linear convergence in closed system.

cs.MA↗

Resource allocation in open multi-agent systems: an online optimization analysis

The resource allocation problem consists of the optimal distribution of a budget between agents in a group. We consider such a problem in the context of open systems, where agents can be replaced at some time instances. These replacements lead to variations in both the budget and the total cost function that hinder the overall network's performance. For a simple setting, we analyze the performance of the Random Coordinate Descent algorithm (RCD) using tools similar to those commonly used in online optimization. In particular, we study the accumulated errors that compare solutions issued from the RCD algorithm and the optimal solution or the non-collaborating selfish strategy and we derive some bounds in expectation for these accumulated errors.

cs.MA↗

Fundamental Performance Limitations for Average Consensus in Open Multi-Agent Systems

We derive fundamental performance limitations for intrinsic average consensus problems in open multi-agent systems, which are systems subject to frequent arrivals and departures of agents. Each agent holds a value, and the objective of the agents is to collaboratively estimate the average of the values of the agents presently in the system. Algorithms solving such problems in open systems are poised to never converge because of the permanent variations in the composition, size and objective pursued by the agents of the system. We provide lower bounds on the expected Mean Squared Error achievable by any averaging algorithms in open systems of fixed size. Our derivation is based on the analysis of a conceptual algorithm that would achieve optimal performance for a given model of replacements. We obtain a general bound that depends on the properties of the model defining the interactions between the agents, and instantiate that result for all-to-one and one-to-one interaction models. A comparison between those bounds and algorithms implementable with those models is then provided to highlight their validity.

cs.MA↗

Random coordinate descent algorithm for open multi-agent systems with complete topology and homogeneous agents

We study the convergence in expectation of the Random Coordinate Descent algorithm (RCD) for solving optimal resource allocations problems in open multi-agent systems, i.e., multi-agent systems that are subject to arrivals and departures of agents. Assuming all local functions are strongly-convex and smooth, and their minimizers lie in a given ball, we analyse the evolution of the distance to the minimizer in expectation when the system is occasionally subject to replacements in addition to the usual iterations of the RCD algorithm. We focus on complete graphs where all agents interact with each other with the same probability, and provide conditions to guarantee convergence in open system. Finally, a discussion around the tightness of our results is provided.

cs.MA↗

Lower bound performances for average consensus in open multi-agent systems (extended version)

We derive fundamental limitations on the performances of intrinsic averaging algorithms in open multi-agent systems, which are systems subject to random arrivals and departures of agents. Each agent holds a value, and their goal is to estimate the average of the values of the agents presently in the system. We provide a lower bound on the expected Mean Square Error for any estimation algorithm, assuming that the number of agents remains constant and that communications are random and pairwise. Our derivation is based on the expected error obtained with an optimal algorithm under conditions more favorable than those the actual problem allows, and relies on an analysis of the constraints on the information spreading mechanisms in the system, and relaxations of these.

cs.MA↗