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CAREER: Advancing Mathematical Models and Algorithms for Decentralized Optimization in Complex Multi-agent Networks

职业：推进复杂多智能体网络中分散优化的数学模型和算法

基本信息

批准号：
1944500
负责人：
Farzad Yousefian
金额：
$ 50万
依托单位：
Oklahoma State University
依托单位国家：
美国
项目类别：
Standard Grant
财政年份：
2020
资助国家：
美国
起止时间：
2020-03-01 至 2023-04-30
项目状态：
已结题

来源：
https://www.nsf.gov/awardsearch/showAward?AWD_ID=1944500&HistoricalAwards=false
关键词：
CAREER Advancing Mathematical Models Algorithms

项目摘要

The recent advances in artificial intelligence and wireless sensor technologies have led to significant research in cooperative optimization. In this regime, multiple agents (e.g., processors or sensors) communicate their information locally with their neighbors to cooperatively optimize a global performance metric. This decentralized paradigm plays a key role in the network domains where communication with a centralized coordinator is either undesirable or impossible. This also allows for preserving the privacy of the agents. It is for these reasons that the design and performance analysis of decentralized optimization methods have attracted a growing attention in several application domains such as data science, wireless networks, and communication networks. This project is aimed at development of new models, mathematical tools, and computational algorithms to address emerging complex multi-agent systems. This complexity arises in emerging applications such as remote sensing, economic dispatch models with renewable energy, and efficiency estimation in transportation networks. This project has the potential to substantially reduce the gap between the theory and real-world practice of complex multi-agent networks. Moreover, collaborations with the industrial partner will facilitate effective knowledge transfer. This project is also aimed at increasing awareness and interest among high school students, educators, and college students through several fully integrated educational and outreach activities. These include enhancing professional development of teachers of Stillwater High School, engaging secondary students in after school activities, and promoting diversity through involvement of underrepresented undergraduate students in research. The long-term research goal is to advance the computational models and algorithms for distributed constrained optimization in emerging complex multi-agent networks. In pursuit of this goal, the research objective of this Faculty Early Career Development (CAREER) grant is to apply the theory of variational inequalities and regularization in the field of distributed optimization to design new algorithms with provable performance guarantees that can address multi-agent networks with complex constraints. This complexity arises in several application domains such as wireless sensor networks, transportation networks, and machine learning, where the optimization model is complicated due to the presence of: (1) uncertainty and nonlinearity in constraints; (2) an inner-level large-scale optimization problem; or (3) equilibrium constraints. The state-of-the-art approaches including weighted-averaging consensus, push-sum, and alternate direction multiplier methods work often under the premise that functional constraints are easy-to-project. These schemes rely significantly on Lagrangian duality theory and do not lend themselves to asynchronous protocols and communication delays. Accordingly, this research is expected to advance the area of distributed optimization over complex networks by: (i) Development of an enhanced mathematical modeling framework by utilizing the theory of variational inequalities; (ii) Design and analysis of new classes of iteratively regularized consensus-based algorithms with explicit performance bounds to address the modeling framework; and (iii) Explore novel ways to address nonsmoothness in the modeling framework. The long-term educational goal is to broaden the participation of K-12 and college students (in particular women and underrepresented minorities in STEM) in the fields of Operations Research and Applied Mathematics. In pursuit of this goal, the educational objective of this CAREER project is to inspire and engage young minds, formal and informal educators, and undergraduate and graduate students in understanding the role of optimization in tomorrow’s practice. This includes the following activities: (i) provide four-week professional development workshops for secondary teachers; (ii) develop an after school STEM program for Stillwater High School students; (iii) involve underrepresented undergraduate students in the PI’s research in collaboration with The Oklahoma Louis Stokes Alliance for Minority Participation; and (iv) develop an undergraduate and an advanced doctoral course.This project is jointly funded by the Energy, Power, Control, and Networks Program (EPCN), the Established Program to Stimulate Competitive Research (EPSCoR), and the Operations Engineering Program (OE).This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

近年来，人工智能和无线传感器技术的发展促进了协同优化的研究。在这种情况下，多个代理（例如，处理器或传感器）在本地与它们的邻居交流它们的信息，以合作优化全局性能指标。这种去中心化的范式在网络领域中发挥着关键作用，在这些领域中，与集中式协调器的通信要么是不受欢迎的，要么是不可能的。这也允许保留代理的隐私。正是由于这些原因，分散优化方法的设计和性能分析在数据科学、无线网络和通信网络等多个应用领域引起了越来越多的关注。该项目旨在开发新的模型、数学工具和计算算法，以解决新兴的复杂多智能体系统。这种复杂性出现在诸如遥感、可再生能源经济调度模型和交通网络效率评估等新兴应用中。这个项目有可能大大减少理论和复杂的多智能体网络的现实世界的实践之间的差距。此外，与工业伙伴的合作将促进有效的知识转移。该项目还旨在通过几项全面整合的教育和推广活动，提高高中生、教育工作者和大学生的意识和兴趣。这些措施包括加强斯蒂尔沃特高中教师的专业发展，让中学生参与课后活动，以及通过让代表性不足的本科生参与研究来促进多样性。长期的研究目标是在新兴的复杂多智能体网络中推进分布式约束优化的计算模型和算法。为了实现这一目标，本学院早期职业发展（Career）基金的研究目标是应用分布式优化领域的变分不等式和正则化理论，设计具有可证明性能保证的新算法，可以解决具有复杂约束的多智能体网络。这种复杂性出现在无线传感器网络、交通网络和机器学习等几个应用领域，其中优化模型由于存在：(1)约束中的不确定性和非线性而变得复杂；(2)一个内层大规模优化问题；(3)均衡约束。最先进的方法，包括加权平均共识、推和和替代方向乘数方法，通常在功能约束易于预测的前提下工作。这些方案很大程度上依赖于拉格朗日对偶理论，不适合异步协议和通信延迟。因此，这项研究预计将通过以下方式推进复杂网络上的分布式优化领域：(i)利用变分不等式理论开发一个增强的数学建模框架；设计和分析具有明确性能界限的新型迭代正则化共识算法，以解决建模框架问题；（iii）探索解决建模框架中的不平滑的新方法。长期教育目标是扩大K-12和大学生（特别是女性和STEM中代表性不足的少数民族）在运筹学和应用数学领域的参与。为了实现这一目标，CAREER项目的教育目标是激励和吸引年轻人、正式和非正式的教育工作者、本科生和研究生了解优化在未来实践中的作用。这包括以下活动：(i)为中学教师提供为期四周的专业发展工作坊；（ii）为斯蒂尔沃特高中的学生开发一个课后STEM项目；（iii）与俄克拉何马州路易斯斯托克斯少数民族参与联盟合作，让代表性不足的本科生参与PI的研究；（四）发展本科和高级博士课程。该项目由能源、电力、控制和网络计划（EPCN）、刺激竞争研究的既定计划（EPSCoR）和运营工程计划（OE）共同资助。该奖项反映了美国国家科学基金会的法定使命，并通过使用基金会的知识价值和更广泛的影响审查标准进行评估，被认为值得支持。