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In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

Optimization and Control · Mathematics 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

The deepening penetration of renewable resources into power systems entails great difficulties that have not been surmounted satisfactorily. An issue that merits special attention is the short-term planning of power systems under net load…

Optimization and Control · Mathematics 2020-12-15 Ogun Yurdakul , Fikret Sivrikaya , Sahin Albayrak

The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…

Optimization and Control · Mathematics 2016-03-08 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

In this paper, we present a method for reducing a regular, discrete-time Markov chain (DTMC) to another DTMC with a given, typically much smaller number of states. The cost of reduction is defined as the Kullback-Leibler divergence rate…

Systems and Control · Computer Science 2017-05-08 Bernhard C. Geiger , Tatjana Petrov , Gernot Kubin , Heinz Koeppl

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Optimization and Control · Mathematics 2018-06-20 Van Sy Mai , Eyad H. Abed

The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

We consider the problem of distributed Kalman filtering for sensor networks in the case there is a limit in data transmission and there is model uncertainty. More precisely, we propose a distributed filtering strategy with event-triggered…

Optimization and Control · Mathematics 2022-05-18 Davide Ghion , Mattia Zorzi

A simply structured distributed observer is described for estimating the state of a continuous-time, jointly observable, input-free, linear system whose sensed outputs are distributed across a time-varying network. It is explained how to…

Systems and Control · Electrical Eng. & Systems 2020-03-05 Lili Wang , Ji Liu , A. Stephen Morse

This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…

Optimization and Control · Mathematics 2009-11-04 Augusto Ferrante , Federico Ramponi , Francesco Ticozzi

State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state…

Systems and Control · Electrical Eng. & Systems 2021-10-12 Guitao Yang , Angelo Barboni , Hamed Rezaee , Thomas Parisini

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Machine Learning · Computer Science 2022-11-16 Jiabin Lin , Shana Moothedath

This paper presents a new approach to distributed linear filtering and prediction. The problem under consideration consists of a random dynamical system observed by a multi-agent network of sensors where the network is sparse. Inspired by…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Subhro Das

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

Recently, the distributed state estimation problem for continuous-time linear systems over jointly connected switching networks was solved. It was shown that the estimation errors will asymptotically converge to the origin by using the…

Optimization and Control · Mathematics 2022-10-07 Tao Liu , Jie Huang

Two-time-scale stochastic approximation is a popular iterative method for finding the solution of a system of two equations. Such methods have found broad applications in many areas, especially in machine learning and reinforcement…

Optimization and Control · Mathematics 2019-12-24 Thinh T. Doan , Justin Romberg

A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality…

Optimization and Control · Mathematics 2022-06-03 Wicak Ananduta , Angelia Nedić , Carlos Ocampo-Martinez

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