论文标题
开放多代理系统中资源分配的随机坐标下降
Random Coordinate Descent for Resource Allocation in Open Multi-Agent Systems
论文作者
论文摘要
我们提出了一种分析分布式随机坐标下降算法的方法,用于在开放的多基因系统的背景下解决可分离的资源分配问题,在此过程中可以更换代理。特别是,我们通过遵循建立在两个组件上的时变优化方法来表征与最小化器的距离的演变。首先,我们以对最小化器的估计值和适当的步进尺寸来建立封闭系统中算法的线性收敛。其次,我们估计替换后最佳解决方案的变化,以评估其对当前估计和最小化器之间距离的影响。从这两个元素中,我们在开放系统中得出稳定条件,并建立算法向稳态预期误差的线性收敛。我们的结果能够表征在局部功能平稳,强烈凸出并将其最小化器位于给定的球中的假设下,可以表征收敛速度和对代理更换的稳健性之间的权衡。本文提出的方法还可以扩展到其他算法,以确保封闭系统中的线性收敛。
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.