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In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we…

Optimization and Control · Mathematics 2023-03-24 Kun Huang , Xiao Li , Andre Milzarek , Shi Pu , Junwen Qiu

A lot of effort has been invested into characterizing the convergence rates of gradient based algorithms for non-linear convex optimization. Recently, motivated by large datasets and problems in machine learning, the interest has shifted…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-07-23 Konstantinos I. Tsianos , Michael G. Rabbat

In this paper, we propose a fully distributed algorithm for second-order continuous-time multi-agent systems to solve the distributed optimization problem. The global objective function is a sum of private cost functions associated with the…

Optimization and Control · Mathematics 2019-04-15 Xinlei Yi , Lisha Yao , Tao Yang , Jemin George , Karl H. Johansson

Consider a set of N agents seeking to solve distributively the minimization problem $\inf_{x} \sum_{n = 1}^N f_n(x)$ where the convex functions $f_n$ are local to the agents. The popular Alternating Direction Method of Multipliers has the…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-30 Franck Iutzeler , Pascal Bianchi , Philippe Ciblat , Walid Hachem

Solving optimization problems in multi-agent networks where each agent only has partial knowledge of the problem has become an increasingly important problem. In this paper we consider the problem of minimizing the sum of $n$ convex…

Optimization and Control · Mathematics 2018-05-07 Marie Maros , Joakim Jaldén

We propose a divide-and-conquer (DAC) algorithm for constrained convex optimization over networks, where the global objective is the sum of local objectives attached to individual agents. The algorithm is fully distributed: each iteration…

Optimization and Control · Mathematics 2025-10-03 Nazar Emirov , Guohui Song , Qiyu Sun

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-30 Pei Xie , Keyou You , Roberto Tempo , Shiji Song , Cheng Wu

We investigate the distributed multi-agent sharing optimization problem in a directed graph, with a composite objective function consisting of a smooth function plus a convex (possibly non-smooth) function shared by all agents. While…

Optimization and Control · Mathematics 2024-06-21 Sajad Zandi , Mehdi Korki

In this paper, we consider distributed optimization problems over a multi-agent network, where each agent can only partially evaluate the objective function, and it is allowed to exchange messages with its immediate neighbors. Differently…

Optimization and Control · Mathematics 2019-02-22 Davood Hajinezhad , Mingyi Hong , Alfredo Garcia

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

A distributed algorithm is described for solving a linear algebraic equation of the form $Ax=b$ assuming the equation has at least one solution. The equation is simultaneously solved by $m$ agents assuming each agent knows only a subset of…

Systems and Control · Computer Science 2015-03-04 Shaoshuai Mou , Ji Liu , A. Stephen Morse

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

Machine Learning · Computer Science 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi

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

We study distributed non-convex optimization on a time-varying multi-agent network. Each node has access to its own smooth local cost function, and the collective goal is to minimize the sum of these functions. We generalize the results…

Optimization and Control · Mathematics 2016-12-06 Tatiana Tatarenko , Behrouz Touri

Distributed optimization often requires finding the minimum of a global objective function written as a sum of local functions. A group of agents work collectively to minimize the global function. We study a continuous-time decentralized…

Optimization and Control · Mathematics 2020-11-25 Youbang Sun , Shahin Shahrampour

We consider the problem of solving a smooth convex optimization problem with equality and inequality constraints in a distributed fashion. Assuming that we have a group of agents available capable of communicating over a communication…

Optimization and Control · Mathematics 2018-03-01 Simon Michalowsky , Bahman Gharesifard , Christian Ebenbauer

In this paper, we consider the problem of optimally coordinating the response of a group of distributed energy resources (DERs) so they collectively meet the electric power demanded by a collection of loads, while minimizing the total…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Madi Zholbaryssov , Christoforos N. Hadjicostis , Alejandro D. Dominguez-Garcia

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui