Related papers: Stability and Performance Limits of Adaptive Prima…

In this paper, we consider a network of agents that jointly aim to minimise the sum of local functions subject to coupling constraints involving all local variables. To solve this problem, we propose a novel solution based on a primal-dual…

Gradient-based algorithms for training ResNets typically require a forward pass of the input data, followed by back-propagating the objective gradient to update parameters, which are time-consuming for deep ResNets. To break the…

In Part I \cite{Zhao13TSPasync1}, we introduced a fairly general model for asynchronous events over adaptive networks including random topologies, random link failures, random data arrival times, and agents turning on and off randomly. We…

Primal-dual safe RL methods commonly perform iterations between the primal update of the policy and the dual update of the Lagrange Multiplier. Such a training paradigm is highly susceptible to the error in cumulative cost estimation since…

In this work, we design primal and dual bounding methods for multistage adaptive robust optimization (MSARO) problems motivated by two decision rules rooted in the stochastic programming literature. From the primal perspective, this is…

The primal dual hybrid gradient algorithm (PDHG), which is also known as the Arrow-Hurwicz method, is a fundamental algorithm for saddle point problems especially in imaging. It also inspires a great number of influential algorithms such as…

We consider Lagrangian duality based approaches to design and analyze algorithms for online energy-efficient scheduling. First, we present a primal-dual framework. Our approach makes use of the Lagrangian weak duality and convexity to…

This paper studies distributed convex optimization with both affine equality and nonlinear inequality couplings through the duality analysis. We first formulate the dual of the coupling-constraint problem and reformulate it as a consensus…

In this paper, we consider augmented Lagrangian (AL) algorithms for solving large-scale nonlinear optimization problems that execute adaptive strategies for updating the penalty parameter. Our work is motivated by the recently proposed…

In this paper, we deal with distributed estimation problems in diffusion networks with heterogeneous nodes, i.e., nodes that either implement different adaptive rules or differ in some other aspect such as the filter structure or length, or…

We consider a generalized multi-hop MIMO amplify-and-forward (AF) relay network with multiple sources/destinations and arbitrarily number of relays. We establish two dualities and the corresponding dual transformations between such a…

Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…

Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…

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…

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

Part I of this paper considered 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…

This paper addresses the design and analysis of feedback-based online algorithms to control systems or networked systems based on performance objectives and engineering constraints that may evolve over time. The emerging time-varying convex…

We consider the general problem of online convex optimization with time-varying additive constraints in the presence of predictions for the next cost and constraint functions. A novel primal-dual algorithm is designed by combining a…

This paper proposes a primal-dual framework to learn a stable estimator for linear constrained estimation problems leveraging the moving horizon approach. To avoid the online computational burden in most existing methods, we learn a…