Cooperative-Competitive Multiagent Systems for Distributed Minimax Optimization Subject to Bounded Constraints
This paper presents continuous-time multiagent systems for distributed minimax optimization subject to bounded constraints. All agents in the system are divided into two groups for minimization and maximization. The multiagent system features competitive intergroup interactions and cooperative intra...
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| Vydáno v: | IEEE transactions on automatic control Ročník 64; číslo 4; s. 1358 - 1372 |
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| Jazyk: | angličtina |
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IEEE
01.04.2019
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
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| ISSN: | 0018-9286, 1558-2523 |
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| Abstract | This paper presents continuous-time multiagent systems for distributed minimax optimization subject to bounded constraints. All agents in the system are divided into two groups for minimization and maximization. The multiagent system features competitive intergroup interactions and cooperative intragroup interactions, both of which are based on the output information of agents. First, a proportional-integral (PI) intragroup interaction rule is utilized for consensus within each group in the system. With this interaction rule, the system is proved to be convergent to an optimal solution to the problem, under a certain requirement on the intergroup interactions. Second, another discontinuous intragroup interaction rule is introduced. It is proved that the system with such an interaction is still convergent to an optimal solution if the proportional gain exceeds a derived lower bound, without the previous requirement on the intergroup interactions. As a special case, the systems are further applied for distributed optimization. Finally, simulation results are presented to substantiate the theoretical results. |
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| AbstractList | This paper presents continuous-time multiagent systems for distributed minimax optimization subject to bounded constraints. All agents in the system are divided into two groups for minimization and maximization. The multiagent system features competitive intergroup interactions and cooperative intragroup interactions, both of which are based on the output information of agents. First, a proportional-integral (PI) intragroup interaction rule is utilized for consensus within each group in the system. With this interaction rule, the system is proved to be convergent to an optimal solution to the problem, under a certain requirement on the intergroup interactions. Second, another discontinuous intragroup interaction rule is introduced. It is proved that the system with such an interaction is still convergent to an optimal solution if the proportional gain exceeds a derived lower bound, without the previous requirement on the intergroup interactions. As a special case, the systems are further applied for distributed optimization. Finally, simulation results are presented to substantiate the theoretical results. |
| Author | Wang, Jun Yang, Shaofu Liu, Qingshan |
| Author_xml | – sequence: 1 givenname: Shaofu orcidid: 0000-0001-7727-9669 surname: Yang fullname: Yang, Shaofu email: sfyang@seu.edu.cn organization: School of Computer Science and Engineering, Southeast University, Key Laboratory of Computer Network and Information Integration, Southeast University, Ministry of Education, Nanjing, China – sequence: 2 givenname: Jun orcidid: 0000-0002-1305-5735 surname: Wang fullname: Wang, Jun email: jwang.cs@cityu.edu.hk organization: Department of Computer Science, City University of Hong Kong, Kowloon Tong, Hong Kong – sequence: 3 givenname: Qingshan orcidid: 0000-0001-7672-5129 surname: Liu fullname: Liu, Qingshan email: qsliu@seu.edu.cn organization: School of Mathematics, Southeast University, Nanjing, China |
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| SubjectTerms | Consensus Continuous time systems Convergence distributed optimization Lower bounds minimax optimization Minimax techninques Minimax technique Multi-agent systems Multiagent systems Optimization Proportional integral saddle-point-seeking |
| Title | Cooperative-Competitive Multiagent Systems for Distributed Minimax Optimization Subject to Bounded Constraints |
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