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Distributed consensus has been widely studied for sensor network applications. Whereas the asymptotic convergence rate has been extensively explored in prior work, other important and practical issues, including energy efficiency and link…
In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…
Distributed resource allocation is a central task in network systems such as smart grids, water distribution networks, and urban transportation systems. When solving such problems in practice it is often important to have nonasymptotic…
We study the problem of distributed optimal resource allocation on networks with actions defined on discrete spaces, with applications to adaptive under-frequency load-shedding in power systems. In this context, the primary objective is to…
In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…
We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…
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…
This paper proposes networked dynamics to solve resource allocation problems over time-varying multi-agent networks. The state of each agent represents the amount of used resources (or produced utilities) while the total amount of resources…
We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to…
Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…
We consider the problem of optimally allocating a limited number of resources across time to maximize revenue under stochastic demands. This formulation is relevant in various areas of control, such as supply chain, ticket revenue…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…
Part I of this paper considered optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network…
We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…
We consider the problem of regularized regression in a network of communication-constrained devices. Each node has local data and objectives, and the goal is for the nodes to optimize a global objective. We develop a distributed…
We consider a network model where the nodes are grouped into a number of clusters and propose a distributed dynamic frequency allocation algorithm that achieves performance close to that of a centralized optimal algorithm. Each cluster…
This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…
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 techniques…
In this paper, we consider delay minimization for interference networks with renewable energy source, where the transmission power of a node comes from both the conventional utility power (AC power) and the renewable energy source. We…