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| Distributed algorithm for solving variational inequalities over time-varying unbalanced digraphs |
| YichenZhang1,YutaoTang1,ZhipengTu2,YiguangHong3,4 |
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| (1 School of Artificial Intelligence, Beijing University of Posts and Telecommunications, Beijing 100876, China;2 Network Technology Laboratory, Huawei Technologies Co., Ltd., Beijing 100095, China;3 Department of Control Science and Engineering, Tongji University, Shanghai 200092, China
4 Shanghai Research Institute for Intelligent Autonomous Systems, Tongji University, Shanghai 200092, China) |
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| 摘要: |
| In this paper,we study a distributed model to cooperatively compute variational inequalities over time-varying directed graphs.
Here, each agent has access to a part of the full mapping and holds a local view of the global set constraint. By virtue of an
auxiliary vector to compensate the graph imbalance, we propose a consensus-based distributed projection algorithm relying
on local computation and communication at each agent. We show the convergence of this algorithm over uniformly jointly
strongly connected unbalanced digraphs with nonidentical local constraints.We also provide a numerical example to illustrate
the effectiveness of our algorithm. |
| 关键词: Variational inequality · Distributed computation · Multi-agent system · Weight-unbalanced graph |
| DOI：https://doi.org/10.1007/s11768-024-00223-9 |
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| 基金项目:This work was supported by the National Natural Science Foundation of China (No. 61973043) and Shanghai Municipal Science and Technology Major Project (No. 2021SHZDZX0100). |
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| Distributed algorithm for solving variational inequalities over time-varying unbalanced digraphs |
| Yichen Zhang1,Yutao Tang1,Zhipeng Tu2,Yiguang Hong3,4 |
| (1 School of Artificial Intelligence, Beijing University of Posts and Telecommunications, Beijing 100876, China;2 Network Technology Laboratory, Huawei Technologies Co., Ltd., Beijing 100095, China;3 Department of Control Science and Engineering, Tongji University, Shanghai 200092, China
4 Shanghai Research Institute for Intelligent Autonomous Systems, Tongji University, Shanghai 200092, China) |
| Abstract: |
| In this paper,we study a distributed model to cooperatively compute variational inequalities over time-varying directed graphs.
Here, each agent has access to a part of the full mapping and holds a local view of the global set constraint. By virtue of an
auxiliary vector to compensate the graph imbalance, we propose a consensus-based distributed projection algorithm relying
on local computation and communication at each agent. We show the convergence of this algorithm over uniformly jointly
strongly connected unbalanced digraphs with nonidentical local constraints.We also provide a numerical example to illustrate
the effectiveness of our algorithm. |
| Key words: Variational inequality · Distributed computation · Multi-agent system · Weight-unbalanced graph |
