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Motivated by potential applications in power systems, we study a problem of optimizing a sum of $n$ convex functions on dynamic networks of $n$ nodes when each function is known to only a single node. The nodes' variables, while satisfy…

Optimization and Control · Mathematics 2016-10-04 Thinh T. Doan , Alex Olshevsky

This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents. For a time-varying graph, we propose a distributed online primal-dual algorithm with compressed communication…

Optimization and Control · Mathematics 2025-09-01 Kunpeng Zhang , Lei Xu , Xinlei Yi , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

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…

Optimization and Control · Mathematics 2012-10-10 Minghui Zhu , Sonia Martinez

We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…

Optimization and Control · Mathematics 2021-10-29 Quoc Tran-Dinh , Deyi Liu

In this paper, we consider optimizing a smooth, convex, lower semicontinuous function in Riemannian space with constraints. To solve the problem, we first convert it to a dual problem and then propose a general primal-dual algorithm to…

Machine Learning · Computer Science 2020-05-20 Shijun Wang , Baocheng Zhu , Lintao Ma , Yuan Qi

This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…

Optimization and Control · Mathematics 2021-10-15 Shengjun Zhang , Colleen P. Bailey

This paper proposes a two-timescale compressed primal-dual (TiCoPD) algorithm for decentralized optimization with improved communication efficiency over prior works on primal-dual decentralized optimization. The algorithm is built upon the…

Optimization and Control · Mathematics 2025-01-13 Haoming Liu , Chung-Yiu Yau , Hoi-To Wai

We investigate the performance of parallel and adaptive quantum channel discrimination strategies for a finite number of channel uses. It has recently been shown that, in the asymmetric setting with asymptotically vanishing type I error…

Quantum Physics · Physics 2024-03-28 Bjarne Bergh , Nilanjana Datta , Robert Salzmann , Mark M. Wilde

In this paper, we study a constrained utility maximization problem following the convex duality approach. After formulating the primal and dual problems, we construct the necessary and sufficient conditions for both the primal and dual…

Mathematical Finance · Quantitative Finance 2016-12-15 Yusong Li , Harry Zheng

In this paper, an optimal consensus problem with local inequality constraints is studied for a network of single-integrator agents. The goal is that a group of single-integrator a gents rendezvous at the optimal point of the sum of local…

Dynamical Systems · Mathematics 2018-03-14 Amir Adibzadeh , Mohsen Zamani , Amir A. Suratgar , Mohammad B. Menhaj

With the unprecedented growth of signal processing and machine learning application domains, there has been a tremendous expansion of interest in distributed optimization methods to cope with the underlying large-scale problems.…

Optimization and Control · Mathematics 2022-10-25 Hansi Abeynanda , Chathuranga Weeraddana , G. H. J. Lanel , Carlo Fischione

We investigate the optimal estimation of a quantum process that can possibly consist of multiple time steps. The estimation is implemented by a quantum network that interacts with the process by sending an input and processing the output at…

Quantum Physics · Physics 2013-11-11 G. Chiribella

Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing or estimation. Non-linear systems, however, lead to problems…

Optimization and Control · Mathematics 2023-07-06 Alexander Engelmann , Gösta Stomberg , Timm Faulwasser

In this paper, we aim to solve a distributed optimization problem with affine coupling constraints in a multi-agent network, where the cost function of the agents is composed of smooth and possibly non-smooth parts. To solve this problem,…

Optimization and Control · Mathematics 2022-05-31 Jianzheng Wang , Guoqiang Hu

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

Solutions to network optimization problems have greatly benefited from developments in nonlinear analysis, and, in particular, from developments in convex optimization. A key concept that has made convex and nonconvex analysis an important…

Information Theory · Computer Science 2017-08-07 R. L. G. Cavalcante , S. Stanczak

This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide…

Optimization and Control · Mathematics 2024-05-06 Kunpeng Zhang , Xinlei Yi , Yuzhe Li , Ming Cao , Tianyou Chai , Tao Yang

This paper investigates asymptotic behaviors of gradient descent algorithms (particularly accelerated gradient descent and stochastic gradient descent) in the context of stochastic optimization arising in statistics and machine learning…

Machine Learning · Statistics 2019-11-13 Yazhen Wang

We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…

Optimization and Control · Mathematics 2019-04-01 Fatemeh Mansoori , Ermin Wei

We consider a convex unconstrained optimization problem that arises in a network of agents whose goal is to cooperatively optimize the sum of the individual agent objective functions through local computations and communications. For this…

Optimization and Control · Mathematics 2008-03-11 Angelia Nedić , Alex Olshevsky , Asuman Ozdaglar , John N. Tsitsiklis