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This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

Optimization and Control · Mathematics 2026-02-05 Demyan Yarmoshik , Nhat Trung Nguyen , Alexander Rogozin , Alexander Gasnikov

We consider a remote estimation problem with an energy harvesting sensor and a remote estimator. The sensor observes the state of a discrete-time source which may be a finite state Markov chain or a multi-dimensional linear Gaussian system.…

Systems and Control · Computer Science 2015-03-20 Ashutosh Nayyar , Tamer Basar , Demosthenis Teneketzis , Venugopal V. Veeravalli

Real-time visual analysis tasks, like tracking and recognition, require swift execution of computationally intensive algorithms. Visual sensor networks can be enabled to perform such tasks by augmenting the sensor network with processing…

Computer Vision and Pattern Recognition · Computer Science 2017-05-24 Emil Eriksson , György Dán , Viktoria Fodor

Decentralized optimization is well studied for smooth unconstrained problems. However, constrained problems or problems with composite terms are an open direction for research. We study structured (or composite) optimization problems, where…

Optimization and Control · Mathematics 2023-04-10 Alexander Rogozin , Anton Novitskii , Alexander Gasnikov

We consider the problem of decentralized hypothesis testing in a network of energy harvesting sensors, where sensors make noisy observations of a phenomenon and send quantized information about the phenomenon towards a fusion center. The…

Information Theory · Computer Science 2017-08-02 Alla Tarighati , James Gross , Joakim Jalden

Joint estimation and scheduling for sensor networks is considered in a system formed by two sensors, a scheduler and a remote estimator. Each sensor observes a Gaussian source, which may be correlated. The scheduler observes the output of…

Systems and Control · Computer Science 2018-04-06 Marcos M. Vasconcelos , Urbashi Mitra

We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…

Statistics Theory · Mathematics 2016-02-24 A. Goldenshluger , A. Juditski , A. Nemirovski

We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…

Statistics Theory · Mathematics 2024-04-03 Jinyuan Chang , Qiao Hu , Cheng Liu , Cheng Yong Tang

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

In this work, we propose a method for determining a non-uniform sampling scheme for multi-dimensional signals by solving a convex optimization problem reminiscent of the sensor selection problem. The resulting sampling scheme minimizes the…

Methodology · Statistics 2017-07-12 Johan Swärd , Filip Elvander , Andreas Jakobsson

We study set-valued decision rules in which performance is defined by the inclusion of the top-$p$ hypotheses, rather than only the single best or true hypothesis. This criterion is motivated by sensor selection for target tracking, where…

Information Theory · Computer Science 2026-04-09 Kaan Buyukkalayci , Kyle Pak , Merve Karakas , Xinlin Li , Christina Fragouli

We propose a distributed positioning algorithm to estimate the unknown positions of a number of target nodes, given distance measurements between target nodes and between target nodes and a number of reference nodes at known positions.…

Information Theory · Computer Science 2017-04-26 Mohammad Reza Gholami , Luba Tetruashvili , Erik G. Ström , Yair Censor

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

Optimization and Control · Mathematics 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

Optimization and Control · Mathematics 2022-06-23 Jiawei Zhang , Songyang Ge , Tsung-Hui Chang , Zhi-Quan Luo

We present a systematic approach to the optimal placement of finitely many sensors in order to infer a finite-dimensional parameter from point evaluations of the solution of an associated parameter-dependent elliptic PDE. The quality of the…

Optimization and Control · Mathematics 2021-03-30 Ira Neitzel , Konstantin Pieper , Boris Vexler , Daniel Walter

Motivated by decentralized sensing and policy evaluation problems, we consider a particular type of distributed stochastic optimization problem over a network, called the online stochastic distributed averaging problem. We design a…

Optimization and Control · Mathematics 2022-08-10 Sheng Zhang , Ashwin Pananjady , Justin Romberg

This paper considers a network of sensors without fusion center that may be difficult to set up in applications involving sensors embedded on autonomous drones or robots. In this context, this paper considers that the sensors must perform a…

Statistics Theory · Mathematics 2017-06-13 Dominique Pastor , Elsa Dupraz , François-Xavier Socheleau

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

Designing policies for a network of agents is typically done by formulating an optimization problem where each agent has access to state measurements of all the other agents in the network. Such policy designs with centralized information…

Optimization and Control · Mathematics 2024-05-02 Georgios Darivianakis , Angelos Georghiou , Soroosh Shafiee , John Lygeros