Related papers: A Regularized Saddle-Point Algorithm for Networked…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…
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,…
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…
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…
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…