Related papers: Distributed Stochastic Optimization for Weakly Cou…
In this work, we propose a continuous-time distributed optimization algorithm with guaranteed zero coupling constraint violation and apply it to safe distributed control in the presence of multiple control barrier functions (CBF). The…
Optimizing problems in a distributed manner is critical for systems involving multiple agents with private data. Despite substantial interest, a unified method for analyzing the convergence rates of distributed optimization algorithms is…
We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…
Many realistic decision-making problems in networked scenarios, such as formation control and collaborative task offloading, often involve complicatedly entangled local decisions, which, however, have not been sufficiently investigated yet.…
We consider the problem of in-network compressed sensing from distributed measurements. Every agent has a set of measurements of a signal $x$, and the objective is for the agents to recover $x$ from their collective measurements using only…
Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…
We propose a GPU-accelerated distributed optimization algorithm for controlling multi-phase optimal power flow in active distribution systems with dynamically changing topologies. To handle varying network configurations and enable…
This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its…
This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…
We propose a distributed algorithm to solve a dynamic programming problem with multiple agents, where each agent has only partial knowledge of the state transition probabilities and costs. We provide consensus proofs for the presented…
This paper studies a combined space partitioning and network flow optimization problem, with applications to large-scale power, transportation, or communication systems. In dense wireless networks, one may want to simultaneously optimize…
Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that we consider time-varying computational networks, which are…
We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm that reacts to time varying channels and maximizes throughput utility (to…
This paper considers a cross-layer optimization problem driven by multi-timescale stochastic exogenous processes in wireless communication networks. Due to the hierarchical information structure in a wireless network, a mixed timescale…
We consider a distributed convex optimization problem in a network which is time-varying and not always strongly connected. The local cost function of each node is affected by some stochastic process. All nodes of the network collaborate to…
We propose a unified rare-event estimator for the performance evaluation of wireless communication systems. The estimator is derived from the well-known multilevel splitting algorithm. In its original form, the splitting algorithm cannot be…
Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…
This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…
We suggest a global perspective on dynamic network flow problems that takes advantage of the similarities to port-Hamiltonian dynamics. Dynamic minimum cost flow problems are formulated as open-loop optimal control problems for general…
This paper proposes two nonlinear dynamics to solve constrained distributed optimization problem for resource allocation over a multi-agent network. In this setup, coupling constraint refers to resource-demand balance which is preserved at…