Related papers: Distributed Semidefinite Programming with Applicat…
Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…
This paper develops column partition based distributed schemes for a class of large-scale convex sparse optimization problems, e.g., basis pursuit (BP), LASSO, basis pursuit denosing (BPDN), and their extensions, e.g., fused LASSO. We are…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time.To address this issue, bandwidth sharing techniques…
As the development of distributed systems progresses, more and more challenges arise and the need for developing optimized systems and for optimizing existing systems from multiple perspectives becomes more stringent. In this paper I…
In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…
In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
Low-rank methods for semidefinite programming (SDP) have gained a lot of interest recently, especially in machine learning applications. Their analysis often involves determinant-based or Schatten-norm penalties, which are hard to implement…
Combinatorial optimizations are usually complex and inefficient, which limits their applications in large-scale networks with billions of links. We introduce a distributed computational method for solving a node-covering problem at the…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
Distributed computing is a standard way to scale up machine learning and data science algorithms to process large amounts of data. In such settings, avoiding communication amongst machines is paramount for achieving high performance. Rather…
In this paper we introduce an iterative Jacobi algorithm for solving distributed model predictive control (DMPC) problems, with linear coupled dynamics and convex coupled constraints. The algorithm guarantees stability and persistent…
This paper proposes an algorithm to efficiently solve multistage stochastic programs with block separable recourse where each recourse problem is a multistage stochastic program with stage-wise independent uncertainty. The algorithm first…
Multi-task learning aims to learn multiple tasks jointly by exploiting their relatedness to improve the generalization performance for each task. Traditionally, to perform multi-task learning, one needs to centralize data from all the tasks…
Several high-throughput distributed data-processing applications require multi-hop processing of streams of data. These applications include continual processing on data streams originating from a network of sensors, composing a multimedia…
Constraint problems can be trivially solved in parallel by exploring different branches of the search tree concurrently. Previous approaches have focused on implementing this functionality in the solver, more or less transparently to the…
Distributed optimization provides a framework for deriving distributed algorithms for a variety of multi-robot problems. This tutorial constitutes the first part of a two-part series on distributed optimization applied to multi-robot…
This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
In this paper, we consider the problem of distributed inference in tree based networks. In the framework considered in this paper, distributed nodes make a 1-bit local decision regarding a phenomenon before sending it to the fusion center…