Contracting Dynamics for Time-Varying Convex Optimization

In this article, we provide a novel and broadly-applicable contraction-theoretic approach to continuous-time time-varying convex optimization. For any parameter-dependent contracting dynamics, we show that the tracking error between any solution trajectory and the equilibrium trajectory is uniformly upper bounded in terms of the contraction rate, the Lipschitz constant in which the parameter appears, and the rate of change of the parameter. To apply this result to time-varying convex optimization problems, we establish the strong infinitesimal contraction of dynamics solving three canonical problems, namely monotone inclusions, linear equality-constrained problems, and composite minimization problems. For each of these problems, we prove the sharpest-known rates of contraction and provide explicit tracking error bounds between solution trajectories and minimizing trajectories. We validate our theoretical results on two numerical examples.

Distributed Online Optimization with Byzantine Adversarial Agents

We study the problem of non-constrained, discrete-time, online distributed optimization in a multi-agent system where some of the agents do not follow the prescribed update rule either due to failures or malicious intentions. None of the agents have prior information about the identities of the faulty agents and any agent can communicate only with its immediate neighbours. At each time step, a Lipschitz strongly convex cost function is revealed locally to all the agents and the non-faulty agents update their states using their local information and the information obtained from their neighbours. We measure the performance of the online algorithm by comparing it to its offline version when the cost functions are known apriori. The difference between the same is termed as regret. Under sufficient conditions on the graph topology, the number and location of the adversaries, the defined regret grows sublinearly. We further conduct numerical experiments to validate our theoretical results.