A Hybrid Continuous Max-Sum Algorithm for Decentralised Coordination.

In this paper we tackle the problem of coordinating multiple decentralised agents with continuous state variables. Specifically we propose a hybrid approach, which combines the max-sum algorithm with continuous non-linear optimisation methods. We show that, for problems with acyclic factor graph representations, for suitable parameter choices and sufficiently fine state space discretisations, our proposed algorithm converges to a state with utility close to the global optimum. We empirically evaluate our approach for cyclic constraint graphs in a multi-sensor target classification problem, and compare its performance to the discrete max-sum algorithm, as well as a non-oordinated approach and the distributed stochastic algorithm (DSA). We show that our hybrid max-sum algorithm outperforms the non-coordinated algorithm, DSA and discrete max-sum by up to 40% in this problem domain. Furthermore, the improvements in outcome over discrete max-sum come without significant increases in running time nor communication cost.