Gradient-free distributed optimization and nash equilibrium seeking
With the prevalence of multi-agent system concept, there is a strong interest to investigate the optimization and game problems among multiple agents or decision-makers. With the increase of the data size, computational burden and network complexity, solving these problems in a distributed manner ha...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis-Doctor of Philosophy |
| Language: | English |
| Published: |
Nanyang Technological University
2020
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/143354 |
| _version_ | 1826124566507814912 |
|---|---|
| author | Pang, Yipeng |
| author2 | Hu, Guoqiang |
| author_facet | Hu, Guoqiang Pang, Yipeng |
| author_sort | Pang, Yipeng |
| collection | NTU |
| description | With the prevalence of multi-agent system concept, there is a strong interest to investigate the optimization and game problems among multiple agents or decision-makers. With the increase of the data size, computational burden and network complexity, solving these problems in a distributed manner has found great advantages in terms of the efficiency and reliability compared to the traditional centralized methods. However, most distributed algorithms need to rely on the gradient information of the cost functions, which is rather restrictive, especially for the problems where such information is not available. This dissertation focuses on the research of gradient-free distributed algorithms in optimization problems where the agents collaboratively achieve a system-level objective, and Nash equilibrium seeking problems where the agents/players selfishly minimize their own cost functions. Effectiveness of all proposed algorithms is verified through both theoretical analysis and numerical simulations. |
| first_indexed | 2024-10-01T06:22:24Z |
| format | Thesis-Doctor of Philosophy |
| id | ntu-10356/143354 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T06:22:24Z |
| publishDate | 2020 |
| publisher | Nanyang Technological University |
| record_format | dspace |
| spelling | ntu-10356/1433542023-07-04T17:20:58Z Gradient-free distributed optimization and nash equilibrium seeking Pang, Yipeng Hu, Guoqiang School of Electrical and Electronic Engineering GQHu@ntu.edu.sg Engineering::Electrical and electronic engineering With the prevalence of multi-agent system concept, there is a strong interest to investigate the optimization and game problems among multiple agents or decision-makers. With the increase of the data size, computational burden and network complexity, solving these problems in a distributed manner has found great advantages in terms of the efficiency and reliability compared to the traditional centralized methods. However, most distributed algorithms need to rely on the gradient information of the cost functions, which is rather restrictive, especially for the problems where such information is not available. This dissertation focuses on the research of gradient-free distributed algorithms in optimization problems where the agents collaboratively achieve a system-level objective, and Nash equilibrium seeking problems where the agents/players selfishly minimize their own cost functions. Effectiveness of all proposed algorithms is verified through both theoretical analysis and numerical simulations. Doctor of Philosophy 2020-08-26T05:26:36Z 2020-08-26T05:26:36Z 2020 Thesis-Doctor of Philosophy Pang, Y. (2020). Gradient-free distributed optimization and nash equilibrium seeking. Doctoral thesis, Nanyang Technological University, Singapore. https://hdl.handle.net/10356/143354 10.32657/10356/143354 en This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License (CC BY-NC 4.0). application/pdf Nanyang Technological University |
| spellingShingle | Engineering::Electrical and electronic engineering Pang, Yipeng Gradient-free distributed optimization and nash equilibrium seeking |
| title | Gradient-free distributed optimization and nash equilibrium seeking |
| title_full | Gradient-free distributed optimization and nash equilibrium seeking |
| title_fullStr | Gradient-free distributed optimization and nash equilibrium seeking |
| title_full_unstemmed | Gradient-free distributed optimization and nash equilibrium seeking |
| title_short | Gradient-free distributed optimization and nash equilibrium seeking |
| title_sort | gradient free distributed optimization and nash equilibrium seeking |
| topic | Engineering::Electrical and electronic engineering |
| url | https://hdl.handle.net/10356/143354 |
| work_keys_str_mv | AT pangyipeng gradientfreedistributedoptimizationandnashequilibriumseeking |