Related papers: Distributed Coupled Multi-Agent Stochastic Optimiz…
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…
Traditional approaches to the design of multi-agent navigation algorithms consider the environment as a fixed constraint, despite the influence of spatial constraints on agents' performance. Yet hand-designing conducive environment layouts…
In this paper, we propose a stochastic scheduling strategy for estimating the states of N discrete-time linear time invariant (DTLTI) dynamic systems, where only one system can be observed by the sensor at each time instant due to practical…
This paper investigates large-population stochastic control problems in which agents share their state information and cooperate to minimize a convex cost functional. The latter is decomposed into individual and coupling costs, with the…
We consider multi-agent systems with heterogeneous, nonlinear agents subject to individual constraints that want to achieve a periodic, dynamic cooperative control goal which can be characterised by a set and a suitable cost. We propose a…
In this paper, we consider an unconstrained distributed optimization problem over a network of agents, in which some agents are adversarial. We solve the problem via gradient-based distributed optimization algorithm and characterize the…
In this paper, a time-varying distributed convex optimization problem is studied for continuous-time multi-agent systems. Control algorithms are designed for the cases of single-integrator and double-integrator dynamics. Two discontinuous…
Distributed optimization finds applications in large-scale machine learning, data processing and classification over multi-agent networks. In real-world scenarios, the communication network of agents may encounter latency that may affect…
We consider a multi-agent setting with agents exchanging information over a possibly time-varying network, aiming at minimising a separable objective function subject to constraints. To achieve this objective we propose a novel subgradient…
In this paper, we propose a fully distributed algorithm for second-order continuous-time multi-agent systems to solve the distributed optimization problem. The global objective function is a sum of private cost functions associated with the…
We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…
We consider the distributed optimization problem for a multi-agent system. Here, multiple agents cooperatively optimize an objective by sharing information through a communication network and performing computations. In this tutorial, we…
This article introduces a decentralized robust optimization framework for safe multi-agent control under uncertainty. Although stochastic noise has been the primary form of modeling uncertainty in such systems, these formulations might fall…
In this paper, we present an innovative risk-bounded motion planning methodology for stochastic multi-agent systems. For this methodology, the disturbance, noise, and model uncertainty are considered; and a velocity obstacle method is…
Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…
In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…
This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…