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A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…

Optimization and Control · Mathematics 2016-02-02 Peng Wang , Wei Ren

We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…

Optimization and Control · Mathematics 2019-10-23 Jinming Xu , Ying Sun , Ye Tian , Gesualdo Scutari

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-30 Pei Xie , Keyou You , Roberto Tempo , Shiji Song , Cheng Wu

In this article, we focus on solving a class of distributed optimization problems involving $n$ agents with the local objective function at every agent $i$ given by the difference of two convex functions $f_i$ and $g_i$…

Optimization and Control · Mathematics 2024-07-25 Vivek Khatana , Murti V. Salapaka

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

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

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

Two distributed algorithms are described that enable all users connected over a network to cooperatively solve the problem of minimizing the sum of all users' objective functions over the intersection of all users' constraint sets, where…

Optimization and Control · Mathematics 2015-10-27 Hideaki Iiduka

In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…

Systems and Control · Electrical Eng. & Systems 2021-05-27 Vivek Khatana , Govind Saraswat , Sourav Patel , Murti V. Salapaka

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…

Optimization and Control · Mathematics 2023-04-04 Dingran Yi , Nikolaos M. Freris

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…

Optimization and Control · Mathematics 2019-04-15 Xinlei Yi , Lisha Yao , Tao Yang , Jemin George , Karl H. Johansson

We introduce the Projected Push-Pull algorithm that enables multiple agents to solve a distributed constrained optimization problem with private cost functions and global constraints, in a collaborative manner. Our algorithm employs…

Optimization and Control · Mathematics 2023-10-11 Orhan Eren Akgün , Arif Kerem Dayı , Stephanie Gil , Angelia Nedić

We present a distributed conjugate gradient method for distributed optimization problems, where each agent computes an optimal solution of the problem locally without any central computation or coordination, while communicating with its…

Optimization and Control · Mathematics 2024-02-27 Ola Shorinwa , Mac Schwager

We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is known only by the associated agent and depends on the variables…

Optimization and Control · Mathematics 2020-10-20 Loris Cannelli , Francisco Facchinei , Gesualdo Scutari , Vyacheslav Kungurtsev

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

This work considers the distributed computation of the one-to-one vertex correspondences between two undirected and connected graphs, which is called \textit{graph matching}, over multi-agent networks. Given two \textit{isomorphic} and…

Optimization and Control · Mathematics 2020-02-21 Quoc Van Tran , Zhiyong Sun , Brian D. O. Anderson , Hyo-Sung Ahn

Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…

Optimization and Control · Mathematics 2023-12-05 Aleksandr Lobanov , Andrew Veprikov , Georgiy Konin , Aleksandr Beznosikov , Alexander Gasnikov , Dmitry Kovalev