arXiv subjects

Youcheng Lou

Publications and source records attributed to Youcheng Lou.

7 recordsLinked to original sources

arXiv2021

Convergence Properties of the Distributed Projected Subgradient Algorithm over General Graphs

In this paper, we revisit a well-known distributed projected subgradient algorithm which aims to minimize a sum of cost functions with a common set constraint. In contrast to most of existing results, weight matrices of the time-varying multi-agent network are assumed to be more general, i.e., they are only required to be row stochastic instead of doubly stochastic. We focus on analyzing convergence properties of this algorithm under general graphs. We first show that there generally exists a graph sequence such that the algorithm is not convergent when the network switches freely within finitely many general graphs. Then to guarantee the convergence of this algorithm under any uniformly jointly strongly connected general graph sequence, we provide a necessary and sufficient condition, i.e., the intersection of optimal solution sets to all local optimization problems is not empty. Furthermore, we surprisingly find that the algorithm is convergent for any periodically switching general graph sequence, and the converged solution minimizes a weighted sum of local cost functions, where the weights depend on the Perron vectors of some product matrices of the underlying periodically switching graphs. Finally, we consider a slightly broader class of quasi-periodically switching graph sequences, and show that the algorithm is convergent for any quasi-periodic graph sequence if and only if the network switches between only two graphs.

math.OC↗

arXiv2018

Network Flows that Solve Least Squares for Linear Equations

This paper presents a first-order {distributed continuous-time algorithm} for computing the least-squares solution to a linear equation over networks. Given the uniqueness of the solution, with nonintegrable and diminishing step size, convergence results are provided for fixed graphs. The exact rate of convergence is also established for various types of step size choices falling into that category. For the case where non-unique solutions exist, convergence to one such solution is proved for constantly connected switching graphs with square integrable step size, and for uniformly jointly connected switching graphs under the boundedness assumption on system states. Validation of the results and illustration of the impact of step size on the convergence speed are made using a few numerical examples.

eess.SY↗

arXiv2015

Privacy Preservation in Distributed Subgradient Optimization Algorithms

Privacy preservation is becoming an increasingly important issue in data mining and machine learning. In this paper, we consider the privacy preserving features of distributed subgradient optimization algorithms. We first show that a well-known distributed subgradient synchronous optimization algorithm, in which all agents make their optimization updates simultaneously at all times, is not privacy preserving in the sense that the malicious agent can learn other agents' subgradients asymptotically. Then we propose a distributed subgradient projection asynchronous optimization algorithm without relying on any existing privacy preservation technique, where agents can exchange data between neighbors directly. In contrast to synchronous algorithms, in the new asynchronous algorithm agents make their optimization updates asynchronously. The introduced projection operation and asynchronous optimization mechanism can guarantee that the proposed asynchronous optimization algorithm is privacy preserving. Moreover, we also establish the optimal convergence of the newly proposed algorithm. The proposed privacy preservation techniques shed light on developing other privacy preserving distributed optimization algorithms.

cs.DC↗

arXiv2015

Distributed Surrounding Design of Target Region with Complex Adjacency Matrices

This is a complete version of the 6-page IEEE TAC technical note [1]. In this paper, we consider the distributed surrounding of a convex target set by a group of agents with switching communication graphs. We propose a distributed controller to surround a given set with the same distance and desired projection angles specified by a complex-value adjacency matrix. Under mild connectivity assumptions, we give results in both consistent and inconsistent cases for the set surrounding in a plane. Also, we provide sufficient conditions for the multi-agent coordination when the convex set contains only the origin.

eess.SY↗

arXiv2015

Distributed Continuous-time Approximate Projection Protocols for Shortest Distance Optimization Problems

In this paper, we investigate the distributed shortest distance optimization problem for a multi-agent network to cooperatively minimize the sum of the quadratic distances from some convex sets, where each set is only associated with one agent. To deal with the optimization problem with projection uncertainties, we propose a distributed continuous-time dynamical protocol based on a new concept of approximate projection. Here each agent can only obtain an approximate projection point on the boundary of its convex set, and communicate with its neighbors over a time-varying communication graph. First, we show that no matter how large the approximate angle is, the system states are always bounded for any initial condition, and uniformly bounded with respect to all initial conditions if the inferior limit of the stepsize is greater than zero. Then, in the two cases, nonempty intersection and empty intersection of convex sets, we provide stepsize and approximate angle conditions to ensure the optimal convergence, respectively. Moreover, we give some characterizations about the optimal solutions for the empty intersection case and also present the convergence error between agents' estimates and the optimal point in the case of constant stepsizes and approximate angles.

eess.SY↗

arXiv2013

Nash Equilibrium Computation in Subnetwork Zero-Sum Games with Switching Communications

In this paper, we investigate a distributed Nash equilibrium computation problem for a time-varying multi-agent network consisting of two subnetworks, where the two subnetworks share the same objective function. We first propose a subgradient-based distributed algorithm with heterogeneous stepsizes to compute a Nash equilibrium of a zero-sum game. We then prove that the proposed algorithm can achieve a Nash equilibrium under uniformly jointly strongly connected (UJSC) weight-balanced digraphs with homogenous stepsizes. Moreover, we demonstrate that for weighted-unbalanced graphs a Nash equilibrium may not be achieved with homogenous stepsizes unless certain conditions on the objective function hold. We show that there always exist heterogeneous stepsizes for the proposed algorithm to guarantee that a Nash equilibrium can be achieved for UJSC digraphs. Finally, in two standard weight-unbalanced cases, we verify the convergence to a Nash equilibrium by adaptively updating the stepsizes along with the arc weights in the proposed algorithm.

eess.SY↗

arXiv2012

An Approximate Projected Consensus Algorithm for Computing Intersection of Convex Sets

In this paper, we propose an approximate projected consensus algorithm for a network to cooperatively compute the intersection of convex sets. Instead of assuming the exact convex projection proposed in the literature, we allow each node to compute an approximate projection and communicate it to its neighbors. The communication graph is directed and time-varying. Nodes update their states by weighted averaging. Projection accuracy conditions are presented for the considered algorithm. They indicate how much projection accuracy is required to ensure global consensus to a point in the intersection set when the communication graph is uniformly jointly strongly connected. We show that $\pi/4$ is a critical angle error of the projection approximation to ensure a bounded state. A numerical example indicates that this approximate projected consensus algorithm may achieve better performance than the exact projected consensus algorithm in some cases.

eess.SY↗