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We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Typical coordination schemes for future power grids require two-way communications. Since the number of end power-consuming devices is large, the bandwidth requirements for such two-way communication schemes may be prohibitive. Motivated by…

Systems and Control · Computer Science 2016-01-27 Sindri Magnusson , Chinwendu Enyioha , Kathryn Heal , Na Li , Carlo Fischione , Vahid Tarokh

This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…

Optimization and Control · Mathematics 2021-03-04 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

We analyze two communication-efficient algorithms for distributed statistical optimization on large-scale data sets. The first algorithm is a standard averaging method that distributes the $N$ data samples evenly to $\nummac$ machines,…

Machine Learning · Statistics 2013-10-14 Yuchen Zhang , John C. Duchi , Martin Wainwright

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

We consider the average-consensus problem in a multi-node network of finite size. Communication between nodes is modeled by a sequence of directed signals with arbitrary communication delays. Four distributed algorithms that achieve…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-06-23 Kevin Topley , Vikram Krishnamurthy

We study distributed non-convex optimization on a time-varying multi-agent network. Each node has access to its own smooth local cost function, and the collective goal is to minimize the sum of these functions. We generalize the results…

Optimization and Control · Mathematics 2016-12-06 Tatiana Tatarenko , Behrouz Touri

This paper considers the problem of distributed optimization over time-varying graphs. For the case of undirected graphs, we introduce a distributed algorithm, referred to as DIGing, based on a combination of a distributed inexact gradient…

Optimization and Control · Mathematics 2017-03-21 Angelia Nedich , Alex Olshevsky , Wei Shi

In this paper we consider a distributed convex optimization problem over time-varying undirected networks. We propose a dual method, primarily averaged network dual ascent (PANDA), that is proven to converge R-linearly to the optimal point…

Optimization and Control · Mathematics 2018-10-16 Marie Maros , Joakim Jaldén

This paper studies distributed continuous-time optimization for time-varying quadratic cost functions with uncertain parameters. We first propose a centralized adaptive optimization algorithm using partial information of the cost function.…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Liangze Jiang , Zheng-Guang Wu , Lei Wang

This paper studies distributed stochastic approximation algorithms based on broadcast gossip on communication networks represented by digraphs. Weak convergence of these algorithms is proved, and an associated ordinary differential equation…

Applications · Statistics 2016-09-05 Miloš S. Stanković , Nemanja Ilić , Srdjan S. Stanković

In this note we give sufficient conditions for the convergence of the iterative algorithm called weighted-average consensus in directed graphs. We study the discrete-time form of this algorithm. We use standard techniques from matrix theory…

Optimization and Control · Mathematics 2013-07-30 Francisco Pedroche , Miguel Rebollo , Carlos Carrascosa , Alberto Palomares

This two-part paper discusses robustification methodologies for linear-iterative distributed algorithms for consensus and coordination problems in multicomponent systems, in which unreliable communication links may drop packets. We consider…

Systems and Control · Computer Science 2011-09-30 Alejandro D. Dominguez-Garcia , Christoforos N. Hadjicostis , Nitin H. Vaidya

This paper considers a distributed convex optimization problem over a time-varying multi-agent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-22 Chuanye Gu , Zhiyou Wu , Jueyou Li , Yaning Guo

Distributed averaging is among the most relevant cooperative control problems, with applications in sensor and robotic networks, distributed signal processing, data fusion, and load balancing. Consensus and gossip algorithms have been…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Christel Sirocchi , Alessandro Bogliolo

A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…

Optimization and Control · Mathematics 2016-02-02 Peng Wang , Wei Ren

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu

In this paper we propose a distributed algorithm for the estimation and control of the connectivity of ad-hoc networks in the presence of a random topology. First, given a generic random graph, we introduce a novel stochastic power…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-17 Paolo Di Lorenzo , Sergio Barbarossa

In this paper, two distributed multi-proximal primal-dual algorithms are proposed to deal with a class of distributed nonsmooth resource allocation problems. In these problems, the global cost function is the summation of local convex and…

Optimization and Control · Mathematics 2020-03-17 Yue Wei , Chengsi Shang , Hao Fang , Xianlin Zeng , Lihua Dou , Panos Pardalos

The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is…

Optimization and Control · Mathematics 2019-03-19 Brian Swenson , Soummya Kar , H. Vincent Poor , Jose' M. F. Moura
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