Related papers: Almost Sure Convergence of Random Projected Proxim…

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

We prove convergence of a single time-scale stochastic subgradient method with subgradient averaging for constrained problems with a nonsmooth and nonconvex objective function having the property of generalized differentiability. As a tool…

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…

We consider concave minimization problems over non-convex sets.Optimization problems with this structure arise in sparse principal component analysis. We analyze both a gradient projection algorithm and an approximate Newton algorithm where…

In this paper we analyze a class of nonconvex optimization problem from the viewpoint of abstract convexity. Using the respective generalizations of the subgradient we propose an abstract notion proximal operator and derive a number of…

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…

We consider a multi-agent optimization problem where agents subject to local, intermittent interactions aim to minimize a sum of local objective functions subject to a global inequality constraint and a global state constraint set. In…

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…

In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

This paper aims to investigate the distributed stochastic optimization problems on compact embedded submanifolds (in the Euclidean space) for multi-agent network systems. To address the manifold structure, we propose a distributed…

Distributed aggregative optimization underpins many cooperative optimization and multi-agent control systems, where each agent's objective function depends both on its local optimization variable and an aggregate of all agents' optimization…

Parallel and cyclic projection algorithms are proposed for minimizing the sum of a finite family of convex functions over the intersection of a finite family of closed convex subsets of a Hilbert space. These algorithms are of…

This paper addresses the problem of nonconvex nonsmooth decentralised optimisation in multi-agent networks with undirected connected communication graphs. Our contribution lies in introducing an algorithmic framework designed for the…

Distributed optimization has many applications, in communication networks, sensor networks, signal processing, machine learning, and artificial intelligence. Methods for distributed convex optimization are widely investigated, while those…

We study the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

We consider trust-region methods for solving optimization problems where the objective is the sum of a smooth, nonconvex function and a nonsmooth, convex regularizer. We extend the global convergence theory of such methods to include…

We study decentralized optimization where multiple agents minimize the average of their (strongly) convex, smooth losses over a communication graph. Convergence of the existing decentralized methods generally hinges on an apriori, proper…

In this paper, we consider a class of constrained multiobjective optimization problems, where each objective function can be expressed by adding a possibly nonsmooth nonconvex function and a differentiable function with Lipschitz continuous…