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We consider the decentralized optimization problem, where a network of $n$ agents aims to collaboratively minimize the average of their individual smooth and convex objective functions through peer-to-peer communication in a directed graph.…

Optimization and Control · Mathematics 2023-12-07 Zhuoqing Song , Lei Shi , Shi Pu , Ming Yan

We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an…

Optimization and Control · Mathematics 2023-03-20 Yu-Guan Hsieh , Yassine Laguel , Franck Iutzeler , Jérôme Malick

We present and experimentally realize a quantum algorithm for efficiently solving the following problem: given an $N\times N$ matrix $\mathcal{M}$, an $N$-dimensional vector $\textbf{\emph{b}}$, and an initial vector $\textbf{\emph{x}}(0)$,…

This paper proposes matrix-scaled consensus algorithm, which generalizes the scaled consensus algorithm in \cite{Roy2015scaled}. In (scalar) scaled consensus algorithms, the agents' states do not converge to a common value, but to different…

Optimization and Control · Mathematics 2022-08-16 Minh Hoang Trinh , Dung Van Vu , Quoc Van Tran , Hyo-Sung Ahn

We revise the problem of extracting one independent component from an instantaneous linear mixture of signals. The mixing matrix is parameterized by two vectors, one column of the mixing matrix and one row of the de-mixing matrix. The…

Signal Processing · Electrical Eng. & Systems 2019-01-30 Zbyněk Koldovský , Petr Tichavský

This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer…

Multiagent Systems · Computer Science 2025-06-02 Pengcheng Dai , Yuanqiu Mo , Wenwu Yu , Wei Ren

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 2020-03-11 Shi Pu , Angelia Nedić

Decentralized optimization is a promising parallel computation paradigm for large-scale data analytics and machine learning problems defined over a network of nodes. This paper is concerned with decentralized non-convex composite problems…

Optimization and Control · Mathematics 2021-10-05 Ran Xin , Subhro Das , Usman A. Khan , Soummya Kar

Gradient tracking methods have emerged as one of the most popular approaches for solving decentralized optimization problems over networks. In this setting, each node in the network has a portion of the global objective function, and the…

Optimization and Control · Mathematics 2023-11-27 Albert S. Berahas , Raghu Bollapragada , Shagun Gupta

We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…

Data Structures and Algorithms · Computer Science 2024-06-10 Michał Dereziński , Jiaming Yang

This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…

Optimization and Control · Mathematics 2021-03-04 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

We propose an inexact decentralized dual gradient tracking method (iDDGT) for decentralized optimization problems with a globally coupled equality constraint. Unlike existing algorithms that rely on either the exact dual gradient or an…

Optimization and Control · Mathematics 2023-10-06 Jingwang Li , Housheng Su

We study a class of zeroth-order distributed optimization problems, where each agent can control a partial vector and observe a local cost that depends on the joint vector of all agents, and the agents can communicate with each other with…

Optimization and Control · Mathematics 2024-01-09 Xinran Zheng , Tara Javidi , Behrouz Touri

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

Optimization and Control · Mathematics 2017-07-18 Ion Matei , John S. Baras

Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…

Optimization and Control · Mathematics 2021-11-19 Xuan Wang , Shaoshuai Mou , Brian. D. O. Anderson

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

This paper is concerned with distributed computation of several commonly used centrality measures in complex networks. In particular, we propose deterministic algorithms, which converge in finite time, for the distributed computation of the…

Systems and Control · Computer Science 2016-11-15 Keyou You , Roberto Tempo , Li Qiu

Controlling network systems has become a problem of paramount importance. In this paper, we consider a distributed linear-quadratic problem and propose the use of graph neural networks (GNNs) to parametrize and design a distributed…

Systems and Control · Electrical Eng. & Systems 2022-02-14 Fernando Gama , Somayeh Sojoudi

Quantum machine learning and optimization are exciting new areas that have been brought forward by the breakthrough quantum algorithm of Harrow, Hassidim and Lloyd for solving systems of linear equations. The utility of {classical} linear…

Quantum Physics · Physics 2021-03-02 Iordanis Kerenidis , Anupam Prakash

A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…

Numerical Analysis · Mathematics 2021-10-15 Weiguo Gao , Yingzhou Li , Bichen Lu