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This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed…

Optimization and Control · Mathematics 2022-11-21 Yuto Watanabe , Kazunori Sakurama

We consider the problem of allocating a fixed amount of resource among nodes in a network when each node suffers a cost which is a convex function of the amount of resource allocated to it. We propose a new deterministic and distributed…

Optimization and Control · Mathematics 2016-06-14 Thinh T. Doan , Alex Olshevsky

This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…

Optimization and Control · Mathematics 2021-03-04 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

In this paper, a stochastic approximation (SA) based distributed algorithm is proposed to solve the resource allocation (RA) with uncertainties. In this problem, a group of agents cooperatively optimize a separable optimization problem with…

Optimization and Control · Mathematics 2016-11-01 Peng Yi , Jinlong Lei , Yiguang Hong

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

This papers studies multi-agent (convex and \emph{nonconvex}) optimization over static digraphs. We propose a general distributed \emph{asynchronous} algorithmic framework whereby i) agents can update their local variables as well as…

Optimization and Control · Mathematics 2019-09-12 Ye Tian , Ying Sun , Gesualdo Scutari

We study decentralized optimization where multiple agents minimize the average of their (strongly) convex, smooth losses over a communication graph. Convergence of the existing decentralized methods generally hinges on an apriori, proper…

Optimization and Control · Mathematics 2025-08-01 Ilya Kuruzov , Xiaokai Chen , Gesualdo Scutari , Alexander Gasnikov

We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

We consider a multi-agent optimization problem where agents subject to local, intermittent interactions aim to minimize a sum of local objective functions subject to a global inequality constraint and a global state constraint set. In…

Optimization and Control · Mathematics 2012-10-10 Minghui Zhu , Sonia Martinez

Consider the consensus problem of minimizing $f(x)=\sum_{i=1}^n f_i(x)$ where each $f_i$ is only known to one individual agent $i$ out of a connected network of $n$ agents. All the agents shall collaboratively solve this problem and obtain…

Optimization and Control · Mathematics 2016-10-13 Kun Yuan , Qing Ling , Wotao Yin

We propose a distributed algorithm, termed the Directed-Distributed Projected Subgradient (D-DPS), to solve a constrained optimization problem over a multi-agent network, where the goal of agents is to collectively minimize the sum of…

Optimization and Control · Mathematics 2016-08-30 Chenguang Xi , Usman A. Khan

We consider the problem of decentralized nonconvex optimization over a compact submanifold, where each local agent's objective function defined by the local dataset is smooth. Leveraging the powerful tool of proximal smoothness, we…

Optimization and Control · Mathematics 2023-10-03 Kangkang Deng , Jiang Hu

We study a class of zeroth-order distributed optimization problems, where each agent can control a partial vector and observe a local cost that depends on the joint vector of all agents, and the agents can communicate with each other with…

Optimization and Control · Mathematics 2024-01-09 Xinran Zheng , Tara Javidi , Behrouz Touri

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

Designing policies for a network of agents is typically done by formulating an optimization problem where each agent has access to state measurements of all the other agents in the network. Such policy designs with centralized information…

Optimization and Control · Mathematics 2024-05-02 Georgios Darivianakis , Angelos Georghiou , Soroosh Shafiee , John Lygeros

We consider a resource allocation problem involving a large number of agents with individual constraints subject to privacy, and a central operator whose objective is to optimize a global, possibly nonconvex, cost while satisfying the…

Optimization and Control · Mathematics 2020-06-24 Olivier Beaude , Pascal Benchimol , Stéphane Gaubert , Paulin Jacquot , Nadia Oudjane

This paper deals with solving distributed optimization problems with equality constraints by a class of uncertain nonlinear heterogeneous dynamic multi-agent systems. It is assumed that each agent with an uncertain dynamic model has limited…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Saeed Sarafraz , Mohammad Saleh Tavazoei

We study the multi-agent Smoothed Online Convex Optimization (SOCO) problem, where $N$ agents interact through a communication graph. In each round, each agent $i$ receives a strongly convex hitting cost function $f^i_t$ in an online…

Optimization and Control · Mathematics 2025-01-31 Neelkamal Bhuyan , Debankur Mukherjee , Adam Wierman
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