Optimization in Open Networks via Dual Averaging

Abstract

In networks of autonomous agents (e.g., fleets of vehicles, scattered sensors), the problem of minimizing the sum of the agents' local functions has received a lot of interest. We tackle here this distributed optimization problem in the case of open networks when agents can join and leave the network at any time. Leveraging recent online optimization techniques, we propose and analyze the convergence of a decentralized asynchronous optimization method for open networks.