Distributed Multi-Objective Optimization over Randomly Varying Unbalanced Networks
Takayuki Wada, Izumi Masubuchi, Kenta Hanada, Toru Asai, Yasumasa Fujisaki · IFAC-PapersOnLine · 2017
A distributed optimization for a multi-agent system connected by a directed unbalanced random network is considered. It is shown that a sequense of candidate solutions of the standard algorithm for distributed optimization converges to a Pareto optimal solution of a multi-objective optimization which is to minimize objective functions of agents in a mean square sense. This is illustrated through a numerical example.