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Distributed optimization consists of multiple computation nodes working together to minimize a common objective function through local computation iterations and network-constrained communication steps. In the context of robotics,…

Robotics · Computer Science 2021-03-25 Trevor Halsted , Ola Shorinwa , Javier Yu , Mac Schwager

Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve…

Optimization and Control · Mathematics 2020-01-13 Yang Zheng , Giovanni Fantuzzi , Antonis Papachristodoulou , Paul Goulart , Andrew Wynn

Recently, there has been an increasing interest in using tools from dynamical systems to analyze the behavior of simple optimization algorithms such as gradient descent and accelerated variants. This paper strengthens such connections by…

Optimization and Control · Mathematics 2018-08-02 Guilherme França , Daniel P. Robinson , René Vidal

To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…

Optimization and Control · Mathematics 2024-02-05 Bo Yang , Xinyuan Zhao , Xudong Li , Defeng Sun

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

This paper considers a disturbance attenuation problem for a linear discrete time invariant system under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in terms of relative…

Systems and Control · Computer Science 2015-03-19 Michael M. Tchaikovsky , Alexander P. Kurdyukov , Victor N. Timin

There has been an increasing necessity for scalable optimization methods, especially due to the explosion in the size of datasets and model complexity in modern machine learning applications. Scalable solvers often distribute the…

Optimization and Control · Mathematics 2020-09-08 Guilherme França , José Bento

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

Optimization and Control · Mathematics 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time. To address this issue, bandwidth sharing…

Networking and Internet Architecture · Computer Science 2018-09-24 Zaid Allybokus , Konstantin Avrachenkov , Jérémie Leguay , Lorenzo Maggi

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…

Optimization and Control · Mathematics 2018-09-05 Gesualdo Scutari , Ying Sun

Distributed optimization is often widely attempted and innovated as an attractive and preferred methodology to solve large-scale problems effectively in a localized and coordinated manner. Thus, it is noteworthy that the methodology of…

Optimization and Control · Mathematics 2021-08-30 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Sunan Huang , Clarence W. de Silva , Tong Heng Lee

Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous…

Machine Learning · Computer Science 2020-06-25 Mahmoud Assran , Arda Aytekin , Hamid Feyzmahdavian , Mikael Johansson , Michael Rabbat

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

Beampattern synthesis is a key problem in many wireless applications. With the increasing scale of MIMO antenna array, it is highly desired to conduct beampattern synthesis on a sparse array to reduce the power and hardware cost. In this…

Signal Processing · Electrical Eng. & Systems 2021-06-08 Tong Wei , Linlong Wu , M. R. Bhavani Shankar

We study distributed stochastic convex optimization under the delayed gradient model where the server nodes perform parameter updates, while the worker nodes compute stochastic gradients. We discuss, analyze, and experiment with a setup…

Machine Learning · Statistics 2015-08-21 Suvrit Sra , Adams Wei Yu , Mu Li , Alexander J. Smola

Although the field of distributed optimization is well-developed, relevant literature focused on the application of distributed optimization to multi-robot problems is limited. This survey constitutes the second part of a two-part series on…

Robotics · Computer Science 2024-12-02 Ola Shorinwa , Trevor Halsted , Javier Yu , Mac Schwager

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

This paper gives convex conditions for synthesis of a distributed control system for large-scale networked nonlinear dynamic systems. It is shown that the technique of control contraction metrics (CCMs) can be extended to this problem by…

Systems and Control · Computer Science 2018-10-12 Humberto Stein Shiromoto , Max Revay , Ian R. Manchester

The ability of widely distributed radar systems to capture diverse spatial scattering properties substantially improves radar imaging performance. Traditional imaging methods leverage regularized optimization techniques to reconstruct…

Signal Processing · Electrical Eng. & Systems 2023-07-18 Ahmed Murtada , Bhavani Shankar Mysore Rama Rao , Udo Schroeder