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This paper considers the problem of online trajectory design under time-varying environments. We formulate the general trajectory optimization problem within the framework of time-varying constrained convex optimization and proposed a novel…

Optimization and Control · Mathematics 2020-01-09 Mohan Krishna Nutalapati , Amrit Singh Bedi , Ketan Rajawat , Marceau Coupechoux

In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…

Optimization and Control · Mathematics 2019-11-13 Yan Zhang , Robert J. Ravier , Michael M. Zavlanos , Vahid Tarokh

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…

Machine Learning · Computer Science 2016-03-17 Aryan Mokhtari , Shahin Shahrampour , Ali Jadbabaie , Alejandro Ribeiro

We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…

Optimization and Control · Mathematics 2019-02-20 Rishabh Dixit , Amrit Singh Bedi , Ruchi Tripathi , Ketan Rajawat

This paper addresses tracking of a moving target in a multi-agent network. The target follows a linear dynamics corrupted by an adversarial noise, i.e., the noise is not generated from a statistical distribution. The location of the target…

Optimization and Control · Mathematics 2017-02-22 Shahin Shahrampour , Ali Jadbabaie

In this paper, the mixed equilibrium problem with coupled inequality constraints in dynamic environments is solved by employing a multi-agent system, where each agent only has access to its own bifunction, its own constraint function, and…

Systems and Control · Electrical Eng. & Systems 2024-12-30 Hang Xu , Kaihong Lu , Yu-Long Wang , Qixin Zhu

This paper considers the problem of online optimization where the objective function is time-varying. In particular, we extend coordinate descent type algorithms to the online case, where the objective function varies after a finite number…

Optimization and Control · Mathematics 2024-04-26 Yankai Lin , Iman Shames , Dragan Nešić

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

Online meta-learning is emerging as an enabling technique for achieving edge intelligence in the IoT ecosystem. Nevertheless, to learn a good meta-model for within-task fast adaptation, a single agent alone has to learn over many tasks, and…

Machine Learning · Computer Science 2020-12-22 Sen Lin , Mehmet Dedeoglu , Junshan Zhang

This work considers the problem of decentralized online learning, where the goal is to track the optimum of the sum of time-varying functions, distributed across several nodes in a network. The local availability of the functions and their…

Machine Learning · Computer Science 2024-02-14 Shivangi Dubey Sharma , Ketan Rajawat

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

We analyze and evaluate an online gradient descent algorithm with adaptive per-coordinate adjustment of learning rates. Our algorithm can be thought of as an online version of batch gradient descent with a diagonal preconditioner. This…

Machine Learning · Computer Science 2010-02-26 Matthew Streeter , H. Brendan McMahan

This paper investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multi-agent network, where each individual agent is only able to access partial…

Optimization and Control · Mathematics 2020-07-15 Xiuxian Li , Xinlei Yi , Lihua Xie

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…

Optimization and Control · Mathematics 2021-08-16 Yipeng Pang , Guoqiang Hu

This paper describes a new online convex optimization method which incorporates a family of candidate dynamical models and establishes novel tracking regret bounds that scale with the comparator's deviation from the best dynamical model in…

Machine Learning · Statistics 2013-01-08 Eric C. Hall , Rebecca M. Willett

In Iterative Learning Control (ILC), a sequence of feedforward control actions is generated at each iteration on the basis of partial model knowledge and past measurements with the goal of steering the system toward a desired reference…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Efe C. Balta , Andrea Iannelli , Roy S. Smith , John Lygeros

In this paper, we provide a general framework for studying multi-agent online learning problems in the presence of delays and asynchronicities. Specifically, we propose and analyze a class of adaptive dual averaging schemes in which agents…

Machine Learning · Computer Science 2022-04-19 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos
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