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We consider a network of agents, each with its own private cost consisting of a sum of two possibly nonsmooth convex functions, one of which is composed with a linear operator. At every iteration each agent performs local calculations and…

Optimization and Control · Mathematics 2022-03-09 Barbara Franci , Mathias Staudigl

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

This work studies multi-agent sharing optimization problems with the objective function being the sum of smooth local functions plus a convex (possibly non-smooth) function coupling all agents. This scenario arises in many machine learning…

Optimization and Control · Mathematics 2020-06-17 Sulaiman A. Alghunaim , Ming Yan , Ali H. Sayed

In this paper, we develop a distributed mixing-accelerated primal-dual proximal algorithm, referred to as MAP-Pro, which enables nodes in multi-agent networks to cooperatively minimize the sum of their nonconvex, smooth local cost functions…

Optimization and Control · Mathematics 2024-03-12 Zichong Ou , Chenyang Qiu , Dandan Wang , Jie Lu

We present a numerical iterative optimization algorithm for the minimization of a cost function consisting of a linear combination of three convex terms, one of which is differentiable, a second one is prox-simple and the third one is the…

Optimization and Control · Mathematics 2024-10-04 Ignace Loris , Simone Rebegoldi

The convex minimization of $f(\mathbf{x})+g(\mathbf{x})+h(\mathbf{A}\mathbf{x})$ over $\mathbb{R}^n$ with differentiable $f$ and linear operator $\mathbf{A}: \mathbb{R}^n\rightarrow \mathbb{R}^m$, has been well-studied in the literature. By…

Optimization and Control · Mathematics 2022-01-04 Yao Li , Ming Yan

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

This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…

Optimization and Control · Mathematics 2020-07-14 Xiuxian Li , Gang Feng , Lihua Xie

In this paper, we propose a new primal-dual algorithm for minimizing $f(x) + g(x) + h(Ax)$, where $f$, $g$, and $h$ are proper lower semi-continuous convex functions, $f$ is differentiable with a Lipschitz continuous gradient, and $A$ is a…

Optimization and Control · Mathematics 2018-01-30 Ming Yan

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

We consider cooperative multi-agent resource sharing problems over time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific composite convex functions subject…

Optimization and Control · Mathematics 2019-08-27 Necdet Serhat Aybat , Erfan Yazdandoost Hamedani

We analyze several generic proximal splitting algorithms well suited for large-scale convex nonsmooth optimization. We derive sublinear and linear convergence results with new rates on the function value suboptimality or distance to the…

Optimization and Control · Mathematics 2022-01-28 Laurent Condat , Grigory Malinovsky , Peter Richtárik

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…

Optimization and Control · Mathematics 2016-07-25 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…

Optimization and Control · Mathematics 2015-10-01 Pascal Bianchi , Walid Hachem , Franck Iutzeler

This paper considers distributed nonconvex optimization with the cost functions being distributed over agents. Noting that information compression is a key tool to reduce the heavy communication load for distributed algorithms as agents…

Optimization and Control · Mathematics 2022-10-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

We consider algorithms for solving structured convex optimization problems over a network of agents with communication delays. It is assumed that each agent performs its local updates by using possibly outdated information from its…

Optimization and Control · Mathematics 2020-09-14 Puya Latafat , Panagiotis Patrinos

We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different…

Optimization and Control · Mathematics 2020-03-17 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić
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