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In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

In this paper, we address the distributed optimization problem over unidirectional networks with possibly time-invariant heterogeneous bounded transmission delays. In particular, we propose a modified version of the Accelerated Distributed…

We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…

Optimization and Control · Mathematics 2019-10-23 Jinming Xu , Ying Sun , Ye Tian , Gesualdo Scutari

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…

Optimization and Control · Mathematics 2013-05-02 Soomin Lee , Angelia Nedich

In this paper, a distributed subgradient-based algorithm is proposed for continuous-time multi-agent systems to search a feasible solution to convex inequalities. The algorithm involves each agent achieving a state constrained by its own…

Systems and Control · Computer Science 2017-06-13 Kaihong Lu , Gangshan Jing , Long Wang

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

We consider a network equilibrium model (i.e. a combined model), which was proposed as an alternative to the classic four-step approach for travel forecasting in transportation networks. This model can be formulated as a convex minimization…

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

Multiagent Systems · Computer Science 2020-04-22 Roula Nassif , Stefan Vlaski , Ali H. Sayed

This paper considers a distributed convex optimization problem over a time-varying multi-agent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-22 Chuanye Gu , Zhiyou Wu , Jueyou Li , Yaning Guo

We consider a distributed multi-agent network system where the goal is to minimize a sum of convex objective functions of the agents subject to a common convex constraint set. Each agent maintains an iterate sequence and communicates the…

Optimization and Control · Mathematics 2008-11-18 S. Sundhar Ram , A. Nedich , V. V. Veeravalli

In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource…

Optimization and Control · Mathematics 2017-04-11 Peng Yi , Yiguang Hong , Feng Liu

In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani , Giuseppe Notarstefano

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný