Distributed Asynchronous Time-Varying Quadratic Programming with Asynchronous Objective Sampling

2024/11/18 by Gabriel Behrendt, Behrendt, Gabriel, Zachary I. Bell +3
Computer Science · Engineering · Mathematics · #Advanced Control Systems Optimization #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.2411.11732

openalex publication_date 2024/11/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

Existing works on multi-agent time-varying optimization allow agents to asynchronously communicate and/or compute, but do not allow asynchronous sampling of objectives. Sampling can be difficult to synchronize, and we therefore present a multi-agent optimization framework that allows asynchrony in sampling, communications, and computations for time-varying quadratic programs. We show that agents have bounded error when tracking the solution to the asynchronously sampled problem, which solves an open problem for quadratic programs. Simulations validate these results.

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