TY - JOUR
T1 - Duality and stability in complex multiagent state-dependent network dynamics
AU - Rasoul Etesami, S.
N1 - \ast Received by the editors October 30, 2019; accepted for publication (in revised form) September 15, 2020; published electronically November 2, 2020. https://doi.org/10.1137/19M1296628 Funding: This material is based upon work supported by the National Science Foundation CAREER award under grant EPCN-1944403. \dagger Department of Industrial and Enterprise Systems Engineering and Coordinated Science Laboratory, University of Illinois at Urbana-Champaign, Urbana, IL 61801 USA ([email protected]).
PY - 2020
Y1 - 2020
N2 - Despite significant progress on stability analysis of conventional multiagent networked systems with weakly coupled state-network dynamics, most of the existing results have shortcomings in addressing multiagent systems with highly coupled state-network dynamics. Motivated by numerous applications of such dynamics, in our previous work [SIAM J. Control Optim., 57 (2019), pp. 1757-1782], we initiated a new direction for stability analysis of such systems that uses a sequential optimization framework. Building upon that, in this paper, we extend our results by providing another angle on multiagent network dynamics from a duality perspective, which allows us to view the network structure as dual variables of a constrained nonlinear program. Leveraging that idea, we show that the evolution of the coupled state-network multiagent dynamics can be viewed as iterates of a primal-dual algorithm for a static constrained optimization/saddle-point problem. This view bridges the Lyapunov stability of state-dependent network dynamics and frequently used optimization techniques such as block coordinated descent, mirror descent, the Newton method, and the subgradient method. As a result, we develop a systematic framework for analyzing the Lyapunov stability of state-dependent network dynamics using techniques from nonlinear optimization. Finally, we support our theoretical results through numerical simulations from social science.
AB - Despite significant progress on stability analysis of conventional multiagent networked systems with weakly coupled state-network dynamics, most of the existing results have shortcomings in addressing multiagent systems with highly coupled state-network dynamics. Motivated by numerous applications of such dynamics, in our previous work [SIAM J. Control Optim., 57 (2019), pp. 1757-1782], we initiated a new direction for stability analysis of such systems that uses a sequential optimization framework. Building upon that, in this paper, we extend our results by providing another angle on multiagent network dynamics from a duality perspective, which allows us to view the network structure as dual variables of a constrained nonlinear program. Leveraging that idea, we show that the evolution of the coupled state-network multiagent dynamics can be viewed as iterates of a primal-dual algorithm for a static constrained optimization/saddle-point problem. This view bridges the Lyapunov stability of state-dependent network dynamics and frequently used optimization techniques such as block coordinated descent, mirror descent, the Newton method, and the subgradient method. As a result, we develop a systematic framework for analyzing the Lyapunov stability of state-dependent network dynamics using techniques from nonlinear optimization. Finally, we support our theoretical results through numerical simulations from social science.
KW - Block coordinate descent
KW - Lyapunov stability
KW - Multiagent systems
KW - Newton method
KW - Nonlinear optimization
KW - Saddle-point dynamics
KW - State-dependent network dynamics
UR - https://www.scopus.com/pages/publications/85096759511
UR - https://www.scopus.com/pages/publications/85096759511#tab=citedBy
U2 - 10.1137/19M1296628
DO - 10.1137/19M1296628
M3 - Article
AN - SCOPUS:85096759511
SN - 0363-0129
VL - 58
SP - 3062
EP - 3091
JO - SIAM Journal on Control and Optimization
JF - SIAM Journal on Control and Optimization
IS - 6
ER -