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Multi-agent coordination algorithms with randomized interactions have seen use in a variety of settings in the multi-agent systems literature. In some cases, these algorithms can be random by design, as in a gossip-like algorithm, and in…

Optimization and Control · Mathematics 2017-03-22 Matthew T. Hale , Magnus Egerstedt

We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or…

Optimization and Control · Mathematics 2024-05-29 Dmitry Kovalev , Ekaterina Borodich , Alexander Gasnikov , Dmitrii Feoktistov

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…

Probability · Mathematics 2020-12-07 Hugh Entwistle , Christopher Lustri , Georgy Sofronov

In this paper, the fast consensus problem of high-order multi-agent systems under undirected topologies is considered. The direct link between the consensus convergence rate and the control gains is established. An accelerated consensus…

Optimization and Control · Mathematics 2022-05-18 Jiahao Dai , Jing-Wen Yi , Li Chai

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais

In a sensor network, in practice, the communication among sensors is subject to:(1) errors or failures at random times; (3) costs; and(2) constraints since sensors and networks operate under scarce resources, such as power, data rate, or…

Information Theory · Computer Science 2009-11-13 Soummya Kar , Jose M. F. Moura

This paper is devoted to deterministic consensus in synchronous dynamic networks with unidirectional links, which are under the control of an omniscient message adversary. Motivated by unpredictable node/system initialization times and…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-08-06 Manfred Schwarz , Kyrill Winkler , Ulrich Schmid

This paper investigates asymptotic behaviors of gradient descent algorithms (particularly accelerated gradient descent and stochastic gradient descent) in the context of stochastic optimization arising in statistics and machine learning…

Machine Learning · Statistics 2019-11-13 Yazhen Wang

Many algorithms have been proposed in prior literature to guarantee resilient multi-agent consensus in the presence of adversarial attacks or faults. The majority of prior work present excellent results that focus on discrete-time or…

Systems and Control · Electrical Eng. & Systems 2020-03-23 James Usevitch , Dimitra Panagou

We show that asymptotically, completely asynchronous stochastic gradient procedures achieve optimal (even to constant factors) convergence rates for the solution of convex optimization problems under nearly the same conditions required for…

Optimization and Control · Mathematics 2015-08-05 John C. Duchi , Sorathan Chaturapruek , Christopher Ré

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Layla Majzoobi , Farshad Lahouti , Vahid Shah-Mansouri

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

Systems and Control · Computer Science 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

This paper investigates the problem of securing exponentially fast consensus (exponential consensus for short) for identical agents with finite-dimensional linear system dynamics over dynamic network topology. Our aim is to find the weakest…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Qichao Ma , Jiahu Qin , Brian D. O. Anderson , Long Wang

This paper discusses distributed approaches for the solution of random convex programs (RCP). RCPs are convex optimization problems with a (usually large) number N of randomly extracted constraints; they arise in several applicative areas,…

Optimization and Control · Mathematics 2012-07-27 Luca Carlone , Vaibhav Srivastava , Francesco Bullo , Giuseppe Calafiore

Distributed abstract programs are a novel class of distributed optimization problems where (i) the number of variables is much smaller than the number of constraints and (ii) each constraint is associated to a network node. Abstract…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-11-02 Giuseppe Notarstefano , Francesco Bullo

In this paper, we propose an approximate projected consensus algorithm for a network to cooperatively compute the intersection of convex sets. Instead of assuming the exact convex projection proposed in the literature, we allow each node to…

Systems and Control · Computer Science 2012-05-29 Youcheng Lou , Guodong Shi , Karl Henrik Johansson , Yiguang Hong

In this paper, we investigate the consensus problem of second-order multiagent systems under directed graphs. Simple yet robust consensus algorithms that advance existing achievements in accounting for velocity and input constraints, agent…

Systems and Control · Electrical Eng. & Systems 2023-03-02 Gang Wang , Zongyu Zuo , Chaoli Wang

In this paper, we study the leaderless consensus problem for multiple Lagrangian systems in the presence of parametric uncertainties and external disturbances under directed graphs. For achieving asymptotic behavior, a robust continuous…

Systems and Control · Electrical Eng. & Systems 2019-07-26 Jie Mei

Consensus problems for strings and sequences appear in numerous application contexts, ranging from bioinformatics over data mining to machine learning. Closing some gaps in the literature, we show that several fundamental problems in this…

Discrete Mathematics · Computer Science 2019-04-12 Laurent Bulteau , Vincent Froese , Rolf Niedermeier