Related papers: Distributed Submodular Minimization And Motion Coo…
This paper introduces a systematic methodological framework to design and analyze distributed algorithms for optimization and games over networks. Starting from a centralized method, we identify an aggregation function involving all the…
We consider the problem of minimising functions represented as a difference of lattice submodular functions. We propose analogues to the SupSub, SubSup and ModMod routines for lattice submodular functions. We show that our…
In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…
This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…
This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…
We introduce a novel approach to reduce the computational effort of solving mixed-integer convex chance constrained programs through the scenario approach. Instead of reducing the number of required scenarios, we directly minimize the…
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…
We introduce several generalizations of classical computer science problems obtained by replacing simpler objective functions with general submodular functions. The new problems include submodular load balancing, which generalizes load…
In this work we propose a distributed randomized block coordinate descent method for minimizing a convex function with a huge number of variables/coordinates. We analyze its complexity under the assumption that the smooth part of the…
In this paper we propose a distributed version of a randomized block-coordinate descent method for minimizing the sum of a partially separable smooth convex function and a fully separable non-smooth convex function. Under the assumption of…
A framework based on iterative coordinate minimization (CM) is developed for stochastic convex optimization. Given that exact coordinate minimization is impossible due to the unknown stochastic nature of the objective function, the crux of…
Seminal work by Edmonds and Lovasz shows the strong connection between submodularity and convexity. Submodular functions have tight modular lower bounds, and subdifferentials in a manner akin to convex functions. They also admit poly-time…
Solving linear programs is often a challenging task in distributed settings. While there are good algorithms for solving packing and covering linear programs in a distributed manner (Kuhn et al.~2006), this is essentially the only class of…
In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…
Submodular function maximization is a critical building block for diverse tasks, such as document summarization, sensor placement, and image segmentation. Yet its practical utility is often limit by the $O(knd^2)$ computational bottleneck.…
The virtualization and softwarization of modern computer networks introduces interesting new opportunities for a more flexible placement of network functions and middleboxes (firewalls, proxies, traffic optimizers, virtual switches, etc.).…
Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…
The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…
Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…
We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…