Distributed Time-Varying Convex Optimization With Dynamic Quantization
针对网络中智能体只能交换量化信息的情况,设计了一种分布式算法来跟踪时变凸优化问题的最优解轨迹,并利用动态量化方案减小跟踪误差。
In this work, we design a distributed algorithm for time-varying convex optimization over networks with quantized communications. Each agent has its local time-varying objective function, while the agents need to cooperatively track the optimal solution trajectories of global time-varying functions. The distributed algorithm is motivated by the alternating direction method of multipliers, but the agents can only share quantization information through an undirected graph. To reduce the tracking error due to information loss in quantization, we apply the dynamic quantization scheme with a decaying scaling function. The tracking error is explicitly characterized with respect to the limit of the decaying scaling function in quantization. Furthermore, we are able to show that the algorithm could asymptotically track the optimal solution when time-varying functions converge, even with quantization information loss. Finally, the theoretical results are validated via numerical simulation.