Robust Distributed Online Convex Optimization

University Of California-San Diego, La Jolla CA

Investigators

Abstract

The research objective of this award is to investigate distributed algorithms for online optimization over networked multi-agent systems. Online optimization refers to the best use of limited agent resources in scenarios where information is dynamic, not a priori available, and increasingly revealed over time. An underlying assumption of present online optimization approaches is the availability of information at a central location. This assumption becomes problematic in networked scenarios, where information is distributed among agents. Transmitting all data to a central location might be costly or inefficient, and raises privacy concerns and the possibility of information leakage. The research will result in the design of robust, distributed strategies that can deal with multiple sources of disruption present in real-world applications. The research approach progresses from the synthesis of online distributed algorithms via saddle-point dynamics to the development of rigorous mathematical analysis with provably correct guarantees. Deliverables include a catalog of provably correct online distributed strategies, novel concepts and tools for the evaluation of performance and complexity, demonstration and validation via computer simulations, documentation of research results, and engineering student education. Networked robotic systems have an enormous impact in a wide range of modern applications, including oceanographic exploration, disaster recovery, environmental monitoring, and surveillance. The current trend in scientific and military domains points towards the deployment of these systems in uncertain scenarios where communication is limited and subject to failure and interference. A successful outcome of this research will enable the robust and efficient operation of networked systems in these highly decentralized scenarios. The research will be broadly disseminated and positively impact a variety of educational activities, including high-school, undergraduate, and graduate education, involvement of undergraduates in research, supervision of graduate students, and retention of minorities in STEM disciplines.