English

Resilient Distributed Optimization Algorithms for Resource Allocation

Optimization and Control 2019-09-11 v2

Abstract

Distributed algorithms provide flexibility over centralized algorithms for resource allocation problems, e.g., cyber-physical systems. However, the distributed nature of these algorithms often makes the systems susceptible to man-in-the-middle attacks, especially when messages are transmitted between price-taking agents and a central coordinator. We propose a resilient strategy for distributed algorithms under the framework of primal-dual distributed optimization. We formulate a robust optimization model that accounts for Byzantine attacks on the communication channels between agents and coordinator. We propose a resilient primal-dual algorithm using state-of-the-art robust statistics methods. The proposed algorithm is shown to converge to a neighborhood of the robust optimization model, where the neighborhood's radius is proportional to the fraction of attacked channels.

Keywords

Cite

@article{arxiv.1904.02638,
  title  = {Resilient Distributed Optimization Algorithms for Resource Allocation},
  author = {Cesar A. Uribe and Hoi-To Wai and Mahnoosh Alizadeh},
  journal= {arXiv preprint arXiv:1904.02638},
  year   = {2019}
}

Comments

15 pages, 1 figure, accepted to CDC 2019