Related papers: Completely Uncoupled Algorithms for Network Utilit…
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…
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…
We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key and novel design concept of the proposed approach is that it…
We study a network utility maximization (NUM) decomposition in which the set of flow rates is grouped by source-destination pairs. We develop theorems for both single-path and multipath cases, which relate an arbitrary NUM problem involving…
In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…
Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…
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…
Distributed network optimization has been studied for well over a decade. However, we still do not have a good idea of how to design schemes that can simultaneously provide good performance across the dimensions of utility optimality,…
Utility-based power allocation in wireless ad-hoc networks is inherently nonconvex because of the global coupling induced by the co-channel interference. To tackle this challenge, we first show that the globally optimal point lies on the…
In this paper, we formulate and investigate a generalized consensus algorithm which makes an attempt to unify distributed averaging and maximizing algorithms considered in the literature. Each node iteratively updates its state as a…
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…
Network utility maximization is the most important problem in network traffic management. Given the growth of modern communication networks, we consider the utility maximization problem in a network with a large number of connections…
This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…
We investigate expected utility maximization problems from the terminal liquidation value in continuous time in markets with transaction costs and one fixed consistent price system, where a non-concave utility function is defined on the…
We consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The communications between nodes are described by a time-varying…
In Part I of this paper, we proposed and analyzed a novel algorithmic framework for the minimization of a nonconvex (smooth) objective function, subject to nonconvex constraints, based on inner convex approximations. This Part II is devoted…
This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…
In communication networks, optimization is essential in enhancing performance metrics, e.g., network utility. These optimization problems often involve sum-of-products (or ratios) terms, which are typically non-convex and NP-hard, posing…
We develop a novel graph-based trainable framework to maximize the weighted sum energy efficiency (WSEE) for power allocation in wireless communication networks. To address the non-convex nature of the problem, the proposed method consists…
In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms,…