Abstract:

This talk considers the problem of resilient distributed multi-agent optimization for cyberphysical systems in the presence of malicious or non-cooperative agents. It is assumed that stochastic values of trust between agents are available which allows agents to learn their trustworthy neighbors simultaneously with performing updates to minimize their own local objective functions. The development of this trustworthy computational model combines the tools from statistical learning and distributed consensus-based optimization. Specifically, we derive a unified mathematical framework to characterize convergence, deviation of the consensus from the true consensus value, and expected convergence rate, when there exists additional information of trust between agents. We show that under certain conditions on the stochastic trust values and consensus protocol: 1) almost sure convergence to a common limit value is possible even when malicious agents constitute more than half of the network, 2) the deviation of the converged limit, from the nominal no attack case, i.e., the true consensus value, can be bounded with probability that approaches 1 exponentially, and 3) correct classification of malicious and legitimate agents can be attained in finite time almost surely. Further, the expected convergence rate decays exponentially with the quality of the trust observations between agents. We then combine this trust-learning model within a distributed gradient-based method for solving a multi-agent optimization problem and characterize its performance.

Bio:

Angelia Nedich has a Ph.D. from Moscow State University, Moscow, Russia, in Computational Mathematics and Mathematical Physics (1994), and a Ph.D. from Massachusetts Institute of Technology, Cambridge, USA in Electrical and Computer Science Engineering (2002). She has worked as a senior engineer in BAE Systems North America, Advanced Information Technology Division at Burlington, MA. Currently, she is a faculty member of the school of Electrical, Computer, and Energy Engineering at Arizona State University at Tempe. Prior to joining Arizona State University, she was a Willard Scholar faculty member at the University of Illinois at Urbana-Champaign. She is a recipient (jointly with her co-authors) of the Best Paper Award at the Winter Simulation Conference 2013 and the Best Paper Award at the International Symposium on Modeling and Optimization in Mobile, Ad Hoc and Wireless Networks (WiOpt) 2015.  Her general research interest is in optimization, large scale complex systems dynamics, variational inequalities and games.