Cloud-Based Optimization: A Quasi-Decentralized Approach to Multi-Agent Coordination

Abstract: New architectures and algorithms are needed to reflect the mixture of local and global information that is available as multi-agent systems connect over the cloud. We present a novel architecture for multi-agent coordination where the cloud is assumed to be able to gather information from all agents, perform centralized computations, and disseminate the results in an intermittent manner. This architecture is used to solve a multi-agent optimization problem in which each agent has a local objective function unknown to the other agents and in which the agents are collectively subject to global inequality constraints. Leveraging the cloud, a dual problem is formulated and solved by finding a saddle point of the associated Lagrangian.