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A unifying framework for iterative approximate best-response algorithms for distributed constraint optimization problems

机译:分布式约束优化问题的迭代近似最佳响应算法的统一框架

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摘要

Distributed constraint optimization problems (DCOPs) are important in many areas of computer science and optimization. In a DCOP, each variable is controlled by one of many autonomous agents, who together have the joint goal of maximizing a global objective function. A wide variety of techniques have been explored to solve such problems, and here we focus on one of the main families, namely iterative approximate best-response algorithms used as local search algorithms for DCOPs. We define these algorithms as those in which, at each iteration, agents communicate only the states of the variables under their control to their neighbours on the constraint graph, and that reason about their next state based on the messages received from their neighbours. These algorithms include the distributed stochastic algorithm and stochastic coordination algorithms, the maximum-gain messaging algorithms, the families of fictitious play and adaptive play algorithms, and algorithms that use regret-based heuristics. This family of algorithms is commonly employed in real-world systems, as they can be used in domains where communication is difficult or costly, where it is appropriate to trade timeliness off against optimality, or where hardware limitations render complete or more computationally intensive algorithms unusable. However, until now, no overarching framework has existed for analyzing this broad family of algorithms, resulting in similar and overlapping work being published independently in several different literatures. The main contribution of this paper, then, is the development of a unified analytical framework for studying such algorithms. This framework is built on our insight that when formulated as non-cooperative games, DCOPs form a subset of the class of potential games. This result allows us to prove convergence properties of iterative approximate best-response algorithms developed in the computer science literature using game-theoretic methods (which also shows that such algorithms can also be applied to the more general problem of finding Nash equilibria in potential games), and, conversely, also allows us to show that many game-theoretic algorithms can be used to solve DCOPs. By so doing, our framework can assist system designers by making the pros and cons of, and the synergies between, the various iterative approximate best-response DCOP algorithm components clear.
机译:分布式约束优化问题(DCOP)在计算机科学和优化的许多领域都很重要。在DCOP中,每个变量都由许多自治代理之一控制,这些代理共同具有最大化全局目标函数的共同目标。为了解决这些问题,已经探索了各种各样的技术,并且在这里我们集中于一个主要的家族之一,即用作DCOP的局部搜索算法的迭代近似最佳响应算法。我们将这些算法定义为以下算法:在这些算法中,代理在每次迭代时仅将其控制下的变量的状态传达给约束图上的邻居,并基于从邻居接收到的消息来告知其下一个状态的原因。这些算法包括分布式随机算法和随机协调算法,最大收益消息传递算法,虚拟游戏和自适应游戏算法家族,以及使用基于遗憾的启发式算法的算法。该算法系列通常在现实世界的系统中使用,因为它们可用于通信困难或成本高昂,适合于及时性与最优性相抵触,或者硬件限制使完整的或计算量大的算法无法使用的领域中。 。但是,直到现在,还没有用于分析这种广泛算法系列的总体框架,导致相似和重叠的工作独立发表在一些不同的文献中。因此,本文的主要贡献是开发了用于研究此类算法的统一分析框架。该框架基于我们的见解,即当DCOP制定为非合作博弈时,便构成了潜在博弈类别的子集。该结果使我们能够使用博弈论方法证明计算机科学文献中开发的迭代近似最佳响应算法的收敛性质(这也表明此类算法也可以应用于在潜在博弈中寻找纳什均衡的更普遍的问题)相反,它也使我们能够证明许多博弈论算法都可以用来解决DCOP。这样,我们的框架可以通过明确各种迭代的近似最佳响应DCOP算法组件的优缺点以及它们之间的协同作用,来协助系统设计人员。

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