Related papers: Distributed Stochastic Approximation Algorithm Wit…
The distributed adaptive signal fusion (DASF) framework allows to solve spatial filtering optimization problems in a distributed and adaptive fashion over a bandwidth-constrained wireless sensor network. The DASF algorithm requires each…
In large-scale systems there are fundamental challenges when centralised techniques are used for task allocation. The number of interactions is limited by resource constraints such as on computation, storage, and network communication. We…
Consider a network whose nodes have some initial values, and it is desired to design an algorithm that builds on neighbor to neighbor interactions with the ultimate goal of convergence to the average of all initial node values or to some…
This paper considers a distributed multi-agent optimization problem, with the global objective consisting of the sum of local objective functions of the agents. The agents solve the optimization problem using local computation and…
We study distributed multi-agent large-scale optimization problems, wherein the cost function is composed of a smooth possibly nonconvex sum-utility plus a DC (Difference-of-Convex) regularizer. We consider the scenario where the dimension…
Accurately estimating the positions of multi-agent systems in indoor environments is challenging due to the lack of Global Navigation Satelite System (GNSS) signals. Noisy measurements of position and orientation can cause the integrated…
We present new algorithms for $M$-estimators of multivariate scatter and location and for symmetrized $M$-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms.…
We consider problems where agents in a network seek a common quantity, measured independently and periodically by each agent through a local time-varying process. Numerous solvers addressing such problems have been developed in the past,…
In this paper, we study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex…
In this paper, we describe a general algorithmic framework for solving linear signal or feature fusion optimization problems in a distributed setting, for example in a wireless sensor network (WSN). These problems require linearly combining…
This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…
This paper considers a novel multi-agent linear stochastic approximation algorithm driven by Markovian noise and general consensus-type interaction, in which each agent evolves according to its local stochastic approximation process which…
In this paper we introduce the Boosted Double-proximal Subgradient Algorithm (BDSA), a novel splitting algorithm designed to address general structured nonsmooth and nonconvex mathematical programs expressed as sums and differences of…
Stochastic Approximation (SA) is a classical algorithm that has had since the early days a huge impact on signal processing, and nowadays on machine learning, due to the necessity to deal with a large amount of data observed with…
In this paper, the distributed resource allocation problem on strongly connected and weight-balanced digraphs is investigated, where the decisions of each agent are restricted to satisfy the coupled network resource constraints and…
We study a new variant of consensus problems, termed `local average consensus', in networks of agents. We consider the task of using sensor networks to perform distributed measurement of a parameter which has both spatial (in this paper 1D)…
In networks of autonomous agents (e.g., fleets of vehicles, scattered sensors), the problem of minimizing the sum of the agents' local functions has received a lot of interest. We tackle here this distributed optimization problem in the…
Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…
Stochastic approximation (SA) algorithms are widely used in system optimization problems when only noisy measurements of the system are available. This paper studies two types of SA algorithms in a multivariate Kiefer-Wolfowitz setting:…
In this paper, we propose a novel Dual Inexact Splitting Algorithm (DISA) for distributed convex composite optimization problems, where the local loss function consists of a smooth term and a possibly nonsmooth term composed with a linear…