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This paper introduces consensus-based primal-dual methods for distributed online optimization where the time-varying system objective function $f_t(\mathbf{x})$ is given as the sum of local agents' objective functions, i.e.,…

Optimization and Control · Mathematics 2017-06-01 Soomin Lee , Michael M. Zavlanos

We consider problems where agents in a network seek a common quantity, measured independently and periodically by each agent through a local time-varying process. Numerous solvers addressing such problems have been developed in the past,…

Optimization and Control · Mathematics 2024-03-08 Navneet Agrawal , Renato L. G. Cavalcante , Sławomir Stańczak

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

In this paper, a decentralized proximal method of multipliers (DPMM) is proposed to solve constrained convex optimization problems over multi-agent networks, where the local objective of each agent is a general closed convex function, and…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

Decentralized learning algorithms empower interconnected devices to share data and computational resources to collaboratively train a machine learning model without the aid of a central coordinator. In the case of heterogeneous data…

Machine Learning · Computer Science 2023-01-16 Matteo Zecchin , Marios Kountouris , David Gesbert

This paper focuses on a class of inclusion problems of maximal monotone operators in a multi-agent network, where each agent is characterized by an operator that is not available to any other agents, but the agents can cooperate by…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…

Optimization and Control · Mathematics 2015-04-28 Chenguang Xi , Qiong Wu , Usman A. Khan

In this work, we consider the distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology (directed graph or…

Optimization and Control · Mathematics 2021-10-07 Wei Jiang , Themistoklis Charalambous

Despite significant advances on distributed continuous-time optimization of multi-agent networks, there is still lack of an efficient algorithm to achieve the goal of distributed optimization at a pre-specified time. Herein, we design a…

Optimization and Control · Mathematics 2021-06-23 Jialing Zhou , Yuezu Lv , Changyun Wen , Guanghui Wen

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

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

In this paper we consider a distributed convex optimization problem over time-varying networks. We propose a dual method that converges R-linearly to the optimal point given that the agents' objective functions are strongly convex and have…

Optimization and Control · Mathematics 2018-04-23 Marie Maros , Joakim Jaldén

In this paper, we propose two novel decentralized optimization frameworks for multi-agent nonlinear optimal control problems in robotics. The aim of this work is to suggest architectures that inherit the computational efficiency and…

Systems and Control · Electrical Eng. & Systems 2022-08-09 Augustinos D. Saravanos , Yuichiro Aoyama , Hongchang Zhu , Evangelos A. Theodorou

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

We propose a modified primal-dual method for general convex optimization problems with changing constraints. We obtain properties of Lagrangian saddle points for these problems which enable us to establish convergence of the proposed…

Optimization and Control · Mathematics 2022-01-04 Igor Konnov

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-02-06 G. Zhang , R. Heusdens

This paper studies the network optimization problem about which a group of agents cooperates to minimize a global function under practical constraints of finite bandwidth communication. Particularly, we propose an adaptive encoding-decoding…

Optimization and Control · Mathematics 2021-11-17 Ziqin Chen , Shu Liang , Li Li , Shuming Cheng

The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time. To address this issue, bandwidth sharing…

Networking and Internet Architecture · Computer Science 2018-09-24 Zaid Allybokus , Konstantin Avrachenkov , Jérémie Leguay , Lorenzo Maggi

In this paper, we propose GT-GDA, a distributed optimization method to solve saddle point problems of the form: $\min_{\mathbf{x}} \max_{\mathbf{y}} \{F(\mathbf{x},\mathbf{y}) :=G(\mathbf{x}) + \langle \mathbf{y}, \overline{P} \mathbf{x}…

Optimization and Control · Mathematics 2022-07-04 Muhammad I. Qureshi , Usman A. Khan
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