Privacy-preserving weighted average consensus and optimal attacking strategy for multi-agent networks

This paper proposes a privacy-preserving consensus algorithm which enables all the agents in the directed network to eventually reach the weighted average of initial states, and while preserving the privacy of the initial state of each agent. A novel privacy-preserving scheme is proposed in our consensus algorithm where initial states are hidden in random values. We also develop detailed analysis based on our algorithm, including its convergence property and the topology condition of privacy leakages for each agent. It can be observed that final consensus point is independent of their initial values that can be arbitrary random values. Besides, when an eavesdropper exists and can intercept the data transmitted on the edges, we introduce an index to measure the privacy leakage degree of agents, and then analyze the degree of privacy leakage for each agent. Similarly, the degree for network privacy leakage is derived. Subsequently, we establish an optimization problem to find the optimal attacking strategy, and present a heuristic optimization algorithm based on the Sequential Least Squares Programming (SLSQP) to solve the proposed optimization problem. Finally, numerical experiments are designed to demonstrate the effectiveness of our algorithm.     

基于求解TSP问题的ACA-GA-PSO算法

为了有效求解TSP问题,提出一种融合蚁群算法、遗传算法、粒子群优化算法思想的混合算法。该算法基于最大-最小蚁群系统框架,在选择下一个城市时采用局部搜索策略避免陷入局部最优,在每次循环结束时用演化交叉策略优化得到的全局最短路径,从而提高求解TSP问题的求解精度及收敛速度。TSPLIB中不同规模的TSP问题的仿真实验结果表明了该算法的有效性与可行性。     

Finite-horizon H∞-consensus control for multi-agent systems with random parameters: The local condition case

This paper is concerned with the distributed H_∞-consensus control problem over the finite horizon for a class of discrete time-varying multi-agent systems with random parameters. First, by utilizing the proposed information matrix, a new formula is established to calculate the weighted covariance matrix of random matrix. Next, by allowing every agent to track the average of the neighbor agents, a novel local H_∞-consensus performance constraint is presented to cater to the local performance analysis. Then, by means of the proposed definition of the stochastic vector dissipativity-like over the finite horizon, a set of sufficient conditions for every agent is obtained such that the controlled outputs of the closed-loop multi-agent systems satisfy the proposed H_∞-consensus performance constraint. As a result, the proposed consensus control algorithm can be executed on each agent in an indeed distributed manner. Finally, a simulation example is employed to verify the effectiveness of the proposed algorithm.     

Event-triggered H∞ state estimation for state-saturated complex networks subject to quantization effects and distributed delays

This paper is concerned with the event-triggered H_∞ state estimation problem for a class of discrete-time complex networks subject to state saturations, quantization effects as well as randomly occurring distributed delays. A series of Bernoulli distributed random variables is utilized to model the random occurrence of distributed delays. For the energy-saving purpose, an event-triggered mechanism is proposed to decide whether the current quantized measurement should be transmitted to the estimator or not. For the state-saturated complex networks, our aim is to design event-triggered state estimators that guarantee both the exponential mean-square stability of and the H_∞ performance constraint on the error dynamics of the state estimation. Stochastic analysis is conducted, in combination with the Lyapunov functional approach, to derive sufficient conditions for the existence of the desired estimators whose gain matrices are obtained by solving a set of matrix inequalities. An illustrative example is exploited to show the usefulness of the estimator design algorithm proposed.     

An event-triggered approach to distributed H∞ state estimation for state-saturated systems with randomly occurring mixed delays

In this paper, the event-triggered distributed H_∞ state estimation problem is investigated for a class of state-saturated systems with randomly occurring mixed delays over sensor networks. The mixed delays, which comprise both discrete and distributed delays, are allowed to occur in a random manner governed by two mutually independent Bernoulli distributed random variables. In order to alleviate the communication burden, an event-triggered mechanism is utilized for each sensor node to decide whether or not its current information should be broadcasted to its neighbors. The aim of this paper is to design event-triggered state estimators such that the error dynamics of state estimation is exponentially mean-square stable with a prescribed H_∞ performance index. By resorting to intensive stochastic analysis, sufficient conditions are first derived to guarantee the existence of the desired estimators, and the parameters of the desired distributed estimators are then obtained in light of the feasibility of a certain set of matrix inequalities. A numerical example is employed to illustrate the usefulness of the proposed distributed estimation algorithm.     

An accelerated exact distributed first-order algorithm for optimization over directed networks

Distributed optimization over networked agents has emerged as an advanced paradigm to address large-scale control, optimization, and signal-processing problems. In the last few years, the distributed first-order gradient methods have witnessed significant progress and enrichment due to the simplicity of using only the first derivatives of local functions. An exact first-order algorithm is developed in this work for distributed optimization over general directed networks with only row-stochastic weighted matrices. It employs the rescaling gradient method to address unbalanced information diffusion among agents, where the weights on the received information can be arbitrarily assigned. Moreover, uncoordinated step-sizes are employed to magnify the autonomy of agents, and an error compensation term and a heavy-ball momentum are incorporated to accelerate convergency. A linear convergence rate is rigorously proven for strongly-convex objective functions with Lipschitz continuous gradients. Explicit upper bounds of step-size and momentum parameter are provided. Finally, simulations illustrate the performance of the proposed algorithm.     

A novel design method for optimal IIR system identification using opposition based harmony search algorithm

In this paper a population based evolutionary optimization methodology called Opposition based Harmony Search Algorithm (OHS) is applied for the optimization of system coefficients of adaptive infinite impulse response (IIR) system identification problem. The original Harmony Search (HS) algorithm is chosen as the parent one and opposition based approach is applied to it with an intention to exhibit accelerated near global convergence profile. During the initialization, for choosing the randomly generated population/solution opposite solutions are also considered and the fitter one is selected as apriori guess for having faster convergence profile. Each solution in Harmony Memory (HM) is generated on the basis of memory consideration rule, a pitch adjustment rule and a re-initialization process which gives the optimum result corresponding to the least error fitness in multidimensional search space. Incorporation of different control parameters in basic HS algorithm results in balancing of exploration and exploitation of search space. The proposed OHS based system identification approach has alleviated from inherent drawbacks of premature convergence and stagnation, unlike Genetic Algorithm (GA), Particle Swarm Optimization (PSO) and Differential Evolution (DE). The simulation results obtained for some well known benchmark examples justify the efficacy of the proposed OHS based system identification approach over GA, PSO and DE in terms of convergence speed, identifying the system plant coefficients and mean square error (MSE) fitness values produced for both same order and reduced order models of adaptive IIR filters.     

An event-triggered asynchronous H∞ filtering for singular Markov jump systems with redundant channels

In this paper, the problem of asynchronous H_∞ filtering for singular Markov jump systems with redundant channels under the event-triggered scheme is studied. In order to save the resource of bandwidth limited network and improve quality of data transmission, we utilize event-triggered scheme and employ redundant channels. The redundant channels are modeled as two mutually independent Bernoulli distributed random variables. To formulate the asynchronization phenomena between the system modes and the filter modes, the hidden Markov model is proposed so that the filtering error system has become a singular hidden Markov jump system. The criterion of regular, causal and stochastically stable with a certain H_∞ performance for the filtering error system has been obtained. The co-design of asynchronous filter and the event-triggered scheme is proposed in terms of a group of feasible linear matrix inequalities. Two examples are given to show the effectiveness of the proposed method.     

梯级水库发电优化调度的改进细菌觅食算法研究

细菌觅食算法在求解水库优化调度问题时,以固定的步长进行趋向操作,同时以固定概率对细菌个体进行随机驱散操作,虽然可以一定程度上增加种群多样性,但是在进化后期容易使优秀的个体流失,影响算法的寻优质量。针对该问题,文章提出步长自适应调整和驱散概率自适应调整两项改进策略,根据算法进化程度和细菌个体的能量值动态调整趋向操作的步长和驱散操作的概率,使算法进化过程中尽量保证种群多样性的基础上,提高细菌个体的觅食能力,进一步促进算法达到局部搜索和全局优化之间的平衡。将改进的细菌觅食算法应用于乌江梯级水库群的联合优化调度问题,模拟结果表明:改进细菌觅食算法具有较强的全局寻优能力,适合求解梯级水库联合优化调度问题。     

State estimation for networked systems with Markovian communication constraints and multiple packet dropouts

In this paper, the state estimation problem for discrete-time networked systems with communication constraints and random packet dropouts is considered. The communication constraint is that, at each sampling instant, there is at most one of the various transmission nodes in the networked systems is allowed to access a shared communication channel, and then the received data are transmitted to a remote estimator to perform the estimation task. The channel accessing process of those transmission nodes is determined by a finite-state discrete-time Markov chain, and random packet dropouts in remote data transmission are modeled by a Bernoulli distributed white sequence. Using Bayes’ rule and some results developed in this study, two state estimation algorithms are proposed in the sense of minimum mean-square error. The first algorithm is optimal, which can exactly compute the minimum mean-square error estimate of system state. The second algorithm is a suboptimal algorithm obtained under a lot of Gaussian hypotheses. The proposed suboptimal algorithm is recursive and has time-independent complexity. Computer simulations are carried out to illustrate the performance of the proposed algorithms.     

An adaptive penalty-like continuous-time algorithm to constrained distributed convex optimization

This paper considers a nonsmooth constrained distributed convex optimization over multi-agent systems. Each agent in the multi-agent system only has access to the information of its objective function and constraint, and cooperatively minimizes the global objective function, which is composed of the sum of local objective functions. A novel continuous-time algorithm is proposed to solve the distributed optimization problem and effectively characterize the appropriate gain of the penalty function. It should be noted that the proposed algorithm is based on an adaptive strategy to avoid introducing the primal-dual variables and estimating the related exact penalty parameters. Additional, it is demonstrated that the state solution of the proposed algorithm achieves consensus and converges to an optimal solution of the optimization problem. Finally, numerical simulations are given and the proposed algorithm is applied to solve the optimal placement problem and energy consumption problem.     

Distributed optimization with information-constrained population dynamics

In a multi-agent framework, distributed optimization problems are generally described as the minimization of a global objective function, where each agent can get information only from a neighborhood defined by a network topology. To solve the problem, this work presents an information-constrained strategy based on population dynamics, where payoff functions and tasks are assigned to each node in a connected graph. We prove that the so-called distributed replicator equation (DRE) converges to an optimal global outcome by means of the local-information exchange subject to the topological constraints of the graph. To show the application of the proposed strategy, we implement the DRE to solve an economic dispatch problem with distributed generation. We also present some simulation results to illustrate the theoretic optimality and stability of the equilibrium points and the effects of typical network topologies on the convergence rate of the algorithm.     

Kernel recursive generalized mixed norm algorithm

This work studies the problem of kernel adaptive filtering (KAF) for nonlinear signal processing under non-Gaussian noise environments. A new KAF algorithm, called kernel recursive generalized mixed norm (KRGMN), is derived by minimizing the generalized mixed norm (GMN) cost instead of the well-known mean square error (MSE). A single error norm such as l_p error norm can be used as a cost function in KAF to deal with non-Gaussian noises but it may exhibit slow convergence speed and poor misadjustments in some situations. To improve the convergence performance, the GMN cost is formed as a convex mixture of l_p and l_q norms to increase the convergence rate and substantially reduce the steady-state errors. The proposed KRGMN algorithm can solve efficiently the problems such as nonlinear channel equalization and system identification in non-Gaussian noises. Simulation results confirm the desirable performance of the new algorithm.     

基于改进MPA优化的高斯混合模型算法

针对高斯混合模型算法（GMM）对初始参数敏感、易陷入局部最优的问题,提出一种基于改进海洋捕食者算法优化的GMM算法（MMPA-GMM）。首先基于混沌序列和伪对立学习策略初始化种群,引入非线性收敛因子平衡MPA算法的全局与局部搜索,同时提出融入社会等级制度的位置更新策略;然后从搜索能力和收敛速度对改进的MPA进行分析;最后以S＿Dbw指标作为算法的适应度函数,利用改进的MPA优化GMM算法的初始参数。实验结果表明,改进的MPA在4种测试函数上表现良好,并且MMPA-GMM算法对4个数据集的聚类效果均有改善,有效避免了GMM算法陷入局部最优的问题。     

Solution of delay fractional optimal control problems using a hybrid of block-pulse functions and orthonormal Taylor polynomials

This paper introduces an efficient direct approach for solving delay fractional optimal control problems. The concepts of the fractional integral and the fractional derivative are considered in the Riemann–Liouville sense and the Caputo sense, respectively. The suggested framework is based on a hybrid of block-pulse functions and orthonormal Taylor polynomials. The convergence of the proposed hybrid functions with respect to the L²-norm is demonstrated. The operational matrix of fractional integration associated with the hybrid functions is constructed by using the Laplace transform method. The problem under consideration is transformed into a mathematical programming one. The method of Lagrange multipliers is then implemented for solving the resulting optimization problem. The performance and computational efficiency of the developed numerical scheme are assessed through various types of delay fractional optimal control problems. Our numerical findings are compared with either exact solutions or the existing results in the literature.     

An adaptive online learning algorithm for distributed convex optimization with coupled constraints over unbalanced directed graphs

This paper investigates a distributed optimization problem over multi-agent networks subject to both local and coupled constraints in a non-stationary environment, where a set of agents aim to cooperatively minimize the sum of locally time-varying cost functions when the communication graphs are time-changing connected and unbalanced. Based on dual decomposition, we propose a distributed online dual push-sum learning algorithm by incorporating the push-sum protocol into dual gradient method. We then show that the regret bound has a sublinear growth of O(T^p) and the constraint violation is also sublinear with order of $O\left(T^{1?p/2}\right),$ where T is the time horizon and 0 < p ≤ 1/2. Finally, simulation experiments on a plug-in electric vehicle charging problem are utilized to verify the performance of the proposed algorithm. The proposed algorithm is adaptive without knowing the total number of iterations T in advance. The convergence results are established on more general unbalanced graphs without the boundedness assumption on dual variables. In addition, more privacy concerns are guaranteed since only dual variables related with coupled constraints are exchanged among agents.     

Recursive state estimation based-on the outputs of partial nodes for discrete-time stochastic complex networks with switched topology

In this paper, the state estimation problem is studied for a class of discrete-time stochastic complex networks with switched topology. In the network under consideration, we assume that measurement outputs can be got from only partial nodes, besides, the switching rule of this network is characterized by a sequence of Bernoulli random variables. The aim of the presented estimation problem is to develop a recursive estimator based on the framework of extended Kalman filter (EKF), such that the upper bound for the filtering error convariance is optimized. In order to address the nonlinear functions, the Taylor series expansion is utilized and the high-order terms of linearization errors are expressed in an exact way. Furthermore, by solving two Ricatti-like difference equations, the gain matrix can be acquired at each time instant. It is shown that the filtering error is bounded in mean square under some conditions with the aid of stochastic analysis techniques. A numerical example is given to demonstrate the validity of the proposed estimator.     

Controller design for 2-D stochastic nonlinear Roesser model: A probability-dependent gain-scheduling approach

This note is concerned with the static output feedback control problem for two-dimensional (2-D) uncertain stochastic nonlinear systems. The systems under consideration are subjected to time delays, multiplicative noises and randomly occurring missing measurements. A random variable sequence following the Bernoulli distribution with time-varying probability is employed to character the missing measurements which are assumed to occur in a random way. A new gain-scheduling method based on the time-varying probability parameter is proposed to accomplish the design task. By constructing a suitable Lyapunov functional, sufficient conditions to guarantee the systems to be mean-square asymptotically stable are established. The addressed 2-D controller design problem can be reduced to a convex optimization problem by some mathematical techniques. In the last section, a numerical example and the comparative analysis are provided to illustrate the efficiency of our proposed design approach.