English
Related papers

Related papers: Distributed Continuous-Time Algorithm for Constrai…

200 papers

In this paper, a class of large-scale distributed nonsmooth convex optimization problem over time-varying multi-agent network is investigated. Specifically, the decision space which can be split into several blocks of convex set is…

Optimization and Control · Mathematics 2024-10-18 Zhan Yu , Daniel W. C. Ho

This paper investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor…

Optimization and Control · Mathematics 2020-07-14 Xiuxian Li , Xinlei Yi , Lihua Xie

We study nonconvex distributed optimization in multiagent networks where the communications between nodes is modeled as a time-varying sequence of arbitrary digraphs. We introduce a novel broadcast-based distributed algorithmic framework…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-16 Ying Sun , Gesualdo Scutari , Daniel Palomar

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

This paper focuses on an online version of the emerging distributed constrained aggregative optimization framework, which is particularly suited for applications arising in cooperative robotics. Agents in a network want to minimize the sum…

Optimization and Control · Mathematics 2023-09-13 Guido Carnevale , Andrea Camisa , Giuseppe Notarstefano

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Optimization and Control · Mathematics 2016-05-24 Sashank J. Reddi , Suvrit Sra , Barnabas Poczos , Alex Smola

We focus on decentralized stochastic non-convex optimization, where $n$ agents work together to optimize a composite objective function which is a sum of a smooth term and a non-smooth convex term. To solve this problem, we propose two…

Optimization and Control · Mathematics 2023-06-23 Tesi Xiao , Xuxing Chen , Krishnakumar Balasubramanian , Saeed Ghadimi

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Gersende Fort , Walid Hachem

This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed…

Optimization and Control · Mathematics 2022-11-21 Yuto Watanabe , Kazunori Sakurama

This paper aims at distributed multi-agent convex optimization where the communications network among the agents are presented by a random sequence of possibly state-dependent weighted graphs. This is the first work to consider both random…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Seyyed Shaho Alaviani , Atul Kelkar

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…

Optimization and Control · Mathematics 2024-11-08 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

We present a detailed set of performance comparisons of two state-of-the-art solvers for the application of designing time-delay compensators, an important problem in the field of robust control. Formulating such robust control mechanics as…

Optimization and Control · Mathematics 2019-01-01 Vyacheslav Kungurtsev , Tim Mitchell , Tomas Vyhlidal

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers…

Machine Learning · Computer Science 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

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

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

Optimization and Control · Mathematics 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

We introduce a general mathematical framework for distributed algorithms, and a monotonicity property frequently satisfied in application. These properties are leveraged to provide finite-time guarantees for converging algorithms, suited…

Systems and Control · Electrical Eng. & Systems 2020-07-31 James Melbourne , Govind Saraswat , Vivek Khatana , Sourav Patel , Murti V. Salapaka

We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the prediction-correction scheme alongside the forward-backward…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli