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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…

Optimization and Control · Mathematics 2016-09-07 Salar Rahili , Wei Ren

Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…

Optimization and Control · Mathematics 2021-11-19 Xuan Wang , Shaoshuai Mou , Brian. D. O. Anderson

We are interested in solving convex optimization problems with large numbers of constraints. Randomized algorithms, such as random constraint sampling, have been very successful in giving nearly optimal solutions to such problems. In this…

Optimization and Control · Mathematics 2016-11-29 William B. Haskell , Yu Pengqian

The decentralized optimization paradigm assumes that each term of a finite-sum objective is privately stored by the corresponding agent. Agents are only allowed to communicate with their neighbors in the communication graph. We consider the…

Optimization and Control · Mathematics 2023-09-07 Demyan Yarmoshik , Alexander Rogozin , Alexander Gasnikov

Using an optimization algorithm to solve a machine learning problem is one of mainstreams in the field of science. In this work, we demonstrate a comprehensive comparison of some state-of-the-art first-order optimization algorithms for…

Machine Learning · Computer Science 2014-04-29 Yu Wei , Pock Thomas

We propose an extended primal-dual algorithm framework for solving a general nonconvex optimization model. This work is motivated by image reconstruction problems in a class of nonlinear imaging, where the forward operator can be formulated…

Optimization and Control · Mathematics 2024-08-28 Yu Gao , Xiaochuan Pan , Chong Chen

This paper introduces a novel approach to contextual stochastic optimization, integrating operations research and machine learning to address decision-making under uncertainty. Traditional methods often fail to leverage contextual…

Machine Learning · Computer Science 2025-05-09 Louis Bouvier , Thibault Prunet , Vincent Leclère , Axel Parmentier

In the distributed optimization problem for a multi-agent system, each agent knows a local function and must find a minimizer of the sum of all agents' local functions by performing a combination of local gradient evaluations and…

Optimization and Control · Mathematics 2022-06-16 Bryan Van Scoy , Laurent Lessard

This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…

Optimization and Control · Mathematics 2019-12-04 Xiaokai Chang , Sanyang Liu

In this paper, we develop a novel distributed algorithm for addressing convex optimization with both nonlinear inequality and linear equality constraints, where the objective function can be a general nonsmooth convex function and all the…

Optimization and Control · Mathematics 2021-02-26 Xuyang Wu , He Wang , Jie Lu

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

Optimization and Control · Mathematics 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

In this paper, we address a class of distributed optimization problems in the presence of inter-agent communication delays based on passivity. We first focus on unconstrained distributed optimization and provide a passivity-based…

Systems and Control · Computer Science 2016-09-16 Takeshi Hatanaka , Nikhil Chopra , Takayuki Ishizaki , Na Li

In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Pedro Cisneros-Velarde , Saber Jafarpour , Francesco Bullo

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

This paper addresses the design and analysis of feedback-based online algorithms to control systems or networked systems based on performance objectives and engineering constraints that may evolve over time. The emerging time-varying convex…

Optimization and Control · Mathematics 2019-03-27 Andrey Bernstein , Emiliano Dall'Anese , Andrea Simonetto

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

We consider a convex unconstrained optimization problem that arises in a network of agents whose goal is to cooperatively optimize the sum of the individual agent objective functions through local computations and communications. For this…

Optimization and Control · Mathematics 2008-03-11 Angelia Nedić , Alex Olshevsky , Asuman Ozdaglar , John N. Tsitsiklis

We formulate an optimization problem for maximizing the data rate of a common message transmitted from nodes within an airborne network broadcast to a central station receiver while maintaining a set of intra-network rate demands. Assuming…

Optimization and Control · Mathematics 2017-06-08 Theodoros Tsiligkaridis

We revisit multi-agent asynchronous online optimization with delays, where only one of the agents becomes active for making the decision at each round, and the corresponding feedback is received by all the agents after unknown delays.…

Machine Learning · Computer Science 2026-02-05 Lingchan Bao , Tong Wei , Yuanyu Wan

In this paper, a distributed subgradient-based algorithm is proposed for continuous-time multi-agent systems to search a feasible solution to convex inequalities. The algorithm involves each agent achieving a state constrained by its own…

Systems and Control · Computer Science 2017-06-13 Kaihong Lu , Gangshan Jing , Long Wang
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