Distributed Multi-Objective Optimization over Randomly Varying Unbalanced Networks * * This work was supported by JST CREST Grant Number JPMJCR15K2, Japan.

摘要

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.