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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

We introduce a new framework for the convergence analysis of a class of distributed constrained non-convex optimization algorithms in multi-agent systems. The aim is to search for local minimizers of a non-convex objective function which is…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Jérémie Jakubowicz

This paper investigates the problem of distributed network-wide averaging and proposes a new greedy gossip algorithm. Instead of finding the optimal path of each node in a greedy manner, the proposed approach utilises a suboptimal…

Systems and Control · Computer Science 2019-08-20 Hyo-Sang Shin , Shaoming He , Antonios Tsourdos

We consider distributed convex optimization problems that involve a separable objective function and nontrivial functional constraints, such as Linear Matrix Inequalities (LMIs). We propose a decentralized and computationally inexpensive…

Optimization and Control · Mathematics 2018-01-22 Soomin Lee , Michael M. Zavlanos

In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-27 Ivano Notarnicola , Giuseppe Notarstefano

This paper studies a class of distributed optimization algorithms by a set of agents, where each agent has only access to its own local convex objective function, and jointly minimizes the sum of the functions. The communications among…

Optimization and Control · Mathematics 2016-11-11 Qingguo Lü , Huaqing Li

In this paper we study two related iterative randomized algorithms for distributed computation of averages. The first one is the recently proposed Broadcast Gossip Algorithm, in which at each iteration one randomly selected node broadcasts…

Optimization and Control · Mathematics 2011-07-25 Paolo Frasca , Fabio Fagnani

In many applications, nodes in a network desire not only a consensus, but an optimal one. To date, a family of subgradient algorithms have been proposed to solve this problem under general convexity assumptions. This paper shows that, for…

Optimization and Control · Mathematics 2011-02-11 Jie Lu , Choon Yik Tang , Paul R. Regier , Travis D. Bow

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

Distributed gossip algorithm has been studied in literature for practical implementation of the distributed consensus algorithm as a fundamental algorithm for the purpose of in-network collaborative processing. This paper focuses on…

Systems and Control · Computer Science 2015-12-14 Saber Jafarizadeh

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

The Gauss-Newton algorithm is a popular and efficient centralized method for solving non-linear least squares problems. In this paper, we propose a multi-agent distributed version of this algorithm, named Gossip-based Gauss-Newton (GGN)…

Numerical Analysis · Mathematics 2016-08-24 Xiao Li , Anna Scaglione

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

This papers studies multi-agent (convex and \emph{nonconvex}) optimization over static digraphs. We propose a general distributed \emph{asynchronous} algorithmic framework whereby i) agents can update their local variables as well as…

Optimization and Control · Mathematics 2019-09-12 Ye Tian , Ying Sun , Gesualdo Scutari

This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed…

Optimization and Control · Mathematics 2022-11-21 Yuto Watanabe , Kazunori Sakurama

In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…

Optimization and Control · Mathematics 2020-02-11 Shi Pu , Wei Shi , Jinming Xu , Angelia Nedić

Gossip algorithms have recently received significant attention, mainly because they constitute simple and robust message-passing schemes for distributed information processing over networks. However for many topologies that are realistic…

Information Theory · Computer Science 2008-02-20 F. Benezit , A. G. Dimakis , P. Thiran , M. Vetterli

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

We study distributed optimization in networked systems, where nodes cooperate to find the optimal quantity of common interest, x=x^\star. The objective function of the corresponding optimization problem is the sum of private (known only by…

Information Theory · Computer Science 2015-05-19 Dusan Jakovetic , Joao Xavier , Jose M. F. Moura
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