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Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Carolyn L. Beck , R. Srikant

We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…

Optimization and Control · Mathematics 2023-01-30 Dmitriy Metelev , Alexander Rogozin , Dmitry Kovalev , Alexander Gasnikov

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a…

Optimization and Control · Mathematics 2011-06-13 Alex Olshevsky , John N. Tsitsiklis

This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…

Optimization and Control · Mathematics 2016-07-25 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

We show by large deviations theory that the performance of running consensus is asymptotically equivalent to the performance of the (asymptotically) optimal centralized detector. Running consensus is a stochastic approximation type…

Information Theory · Computer Science 2020-01-21 Dragana Bajovic , Dusan Jakovetic , Joao Xavier , Bruno Sinopoli , Jose M. F. Moura

A protocol for distributed estimation of discrete distributions is proposed. Each agent begins with a single sample from the distribution, and the goal is to learn the empirical distribution of the samples. The protocol is based on a simple…

Optimization and Control · Mathematics 2014-06-06 Anand D. Sarwate , Tara Javidi

We describe a protocol for the average consensus problem on any fixed undirected graph whose convergence time scales linearly in the total number nodes $n$. The protocol is completely distributed, with the exception of requiring all nodes…

Optimization and Control · Mathematics 2017-08-07 Alex Olshevsky

We conjecture that the distribution of the edge-disjoint union of two random regular graphs on the same vertex set is asymptotically equivalent to a random regular graph of the combined degree, provided it grows as the number of vertices…

Combinatorics · Mathematics 2024-07-29 Mikhail Isaev , Brendan D. McKay , Angus Southwell , Maksim Zhukovskii

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

Statistics Theory · Mathematics 2017-10-17 Antoine Godichon-Baggioni

An event-triggered control technique for consensus of multi-agent systems with general linear dynamics is presented. This paper extends previous work to consider agents that are connected using directed graphs. Additionally, the approach…

Optimization and Control · Mathematics 2015-02-13 Eloy Garcia , Yongcan Cao , Xiaofeng Wang , David W. Casbeer

In this work, we consider the consensus problem in which legitimate agents share their values over an undirected communication network in the presence of malicious or faulty agents. Different from the previous works, we characterize the…

Systems and Control · Electrical Eng. & Systems 2024-03-27 Sarper Aydın , Orhan Eren Akgün , Stephanie Gil , Angelia Nedić

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais

In this paper, we consider the problem of containment control of multi-agent systems with multiple stationary leaders, interacting over a directed network. While, containment control refers to just ensuring that the follower agents reach…

Optimization and Control · Mathematics 2022-03-31 Sushobhan Chatterjee , Rachel Kalpana Kalaimani

In a sensor network, in practice, the communication among sensors is subject to:(1) errors or failures at random times; (3) costs; and(2) constraints since sensors and networks operate under scarce resources, such as power, data rate, or…

Information Theory · Computer Science 2009-11-13 Soummya Kar , Jose M. F. Moura

Optimal design of consensus acceleration graph filters relates closely to the eigenvalues of the consensus iteration matrix. This task is complicated by random networks with uncertain iteration matrix eigenvalues. Filter design methods…

Signal Processing · Electrical Eng. & Systems 2018-03-01 Stephen Kruzick , José M. F. Moura

This paper revisits the problem of multi-agent consensus from a graph signal processing perspective. By defining the graph filter from the consensus protocol, we establish the direct relation between average consensus of multi-agent systems…

Systems and Control · Computer Science 2017-03-09 Jing-Wen Yi , Li Chai

In this paper, we investigate the consensus problem of second-order multiagent systems under directed graphs. Simple yet robust consensus algorithms that advance existing achievements in accounting for velocity and input constraints, agent…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Gang Wang , Zongyu Zuo , Chaoli Wang

In this article, we focus on solving a class of distributed optimization problems involving $n$ agents with the local objective function at every agent $i$ given by the difference of two convex functions $f_i$ and $g_i$…

Optimization and Control · Mathematics 2024-07-25 Vivek Khatana , Murti V. Salapaka

This paper presents continuous dynamic average consensus (DAC) algorithms for a group of agents to estimate the average of their time-varying reference signals cooperatively. We propose consensus algorithms that are robust to agents joining…

Systems and Control · Electrical Eng. & Systems 2023-11-07 Solomon Gudeta , Ali Karimoddini , Mohammadreza Davoodi