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In this paper, we consider distributed optimization problems where the goal is to minimize a sum of objective functions over a multi-agent network. We focus on the case when the inter-agent communication is described by a…

Optimization and Control · Mathematics 2018-06-08 Chenguang Xi , Ran Xin , Usman A. Khan

The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart.…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Wicak Ananduta , Sergio Grammatico

In this paper, we propose the primal-dual method of multipliers (PDMM) for distributed optimization over a graph. In particular, we optimize a sum of convex functions defined over a graph, where every edge in the graph carries a linear…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-02-06 G. Zhang , R. Heusdens

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…

Optimization and Control · Mathematics 2014-03-18 Angelia Nedic , Alex Olshevsky

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

Optimization and Control · Mathematics 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

Optimization and Control · Mathematics 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson

This paper develops a continuous-time primal-dual accelerated method with an increasing damping coefficient for a class of convex optimization problems with affine equality constraints. This paper analyzes critical values for parameters in…

Optimization and Control · Mathematics 2022-02-16 Xianlin Zeng , Jinlong Lei , Jie Chen

This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide…

Optimization and Control · Mathematics 2024-05-06 Kunpeng Zhang , Xinlei Yi , Yuzhe Li , Ming Cao , Tianyou Chai , Tao Yang

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

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

In the large collection of existing distributed algorithms for convex multi-agent optimization, only a handful of them provide convergence rate guarantees on agent networks with time-varying topologies, which, however, restrict the problem…

Optimization and Control · Mathematics 2018-04-06 Xuyang Wu , Jie Lu

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…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani , Giuseppe Notarstefano

We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Optimization and Control · Mathematics 2019-11-28 Darina Dvinskikh , Eduard Gorbunov , Alexander Gasnikov , Pavel Dvurechensky , Cesar A. Uribe

We investigate the convergence rate of the recently proposed subgradient-push method for distributed optimization over time-varying directed graphs. The subgradient-push method can be implemented in a distributed way without requiring…

Optimization and Control · Mathematics 2015-02-17 Angelia Nedic , Alex Olshevsky

A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality…

Optimization and Control · Mathematics 2022-06-03 Wicak Ananduta , Angelia Nedić , Carlos Ocampo-Martinez

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

Optimization and Control · Mathematics 2023-07-17 Yi Huang , Ziyang Meng , Jian Sun , Wei Ren

We investigate the distributed multi-agent sharing optimization problem in a directed graph, with a composite objective function consisting of a smooth function plus a convex (possibly non-smooth) function shared by all agents. While…

Optimization and Control · Mathematics 2024-06-21 Sajad Zandi , Mehdi Korki

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

This paper considers the distributed bandit convex optimization problem with time-varying constraints. In this problem, the global loss function is the average of all the local convex loss functions, which are unknown beforehand. Each agent…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Lihua Xie , Tianyou Chai , Tao Yang

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari