Related papers: Asymptotic Properties of Primal-Dual Algorithm for…
This technical note considers a distributed convex optimization problem with nonsmooth cost functions and coupled nonlinear inequality constraints. To solve the problem, we first propose a modified Lagrangian function containing local…
The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…
We formulate an optimization problem for maximizing the data rate of a common message transmitted from nodes within an airborne network broadcast to a central station receiver while maintaining a set of intra-network rate demands. Assuming…
This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some…
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…
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…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…
In this paper, we propose a fully distributed algorithm for second-order continuous-time multi-agent systems to solve the distributed optimization problem. The global objective function is a sum of private cost functions associated with the…
This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…
We consider a network of agents, each with its own private cost consisting of the 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…
We consider the problem of minimizing the sum of cost functions pertaining to agents over a network whose topology is captured by a directed graph (i.e., asymmetric communication). We cast the problem into the ADMM setting, via a consensus…
This paper introduces a novel approach to contextual stochastic optimization, integrating operations research and machine learning to address decision-making under uncertainty. Traditional methods often fail to leverage contextual…
In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…
This paper develops a continuous-time primal-dual accelerated method with an increasing damping coefficient for a class of convex optimization problems with affine equality constraints. This paper analyzes critical values for parameters in…
In this paper, we propose the primal-dual method of multipliers (PDMM) for distributed optimization over a graph. In particular, we optimize a sum of convex functions defined over a graph, where every edge in the graph carries a linear…
This work investigates the distributed constrained optimization problem under inter-agent communication delays from the perspective of passivity. First, we propose a continuous-time algorithm for distributed constrained optimization with…
In various online/offline multi-agent networked environments, it is very popular that the system can benefit from coordinating actions of two interacting agents at some cost of coordination. In this paper, we first formulate an optimization…
Distributed aggregative optimization underpins many cooperative optimization and multi-agent control systems, where each agent's objective function depends both on its local optimization variable and an aggregate of all agents' optimization…
This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…
We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…