Related papers: Distributed Nonsmooth Robust Resource Allocation w…
We study the consideration of fairness in redundant assignment for multi-agent task allocation. It has recently been shown that redundant assignment of agents to tasks provides robustness to uncertainty in task performance. However, the…
We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…
We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…
An integration of distributionally robust risk allocation into sampling-based motion planning algorithms for robots operating in uncertain environments is proposed. We perform non-uniform risk allocation by decomposing the distributionally…
In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
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…
We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…
This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…
We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…
This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…
While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…
This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…
This work develops a proximal primal-dual decentralized strategy for multi-agent optimization problems that involve multiple coupled affine constraints, where each constraint may involve only a subset of the agents. The constraints are…
This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the…
Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…
This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…
In this paper, we consider the problem of optimally coordinating the response of a group of distributed energy resources (DERs) so they collectively meet the electric power demanded by a collection of loads, while minimizing the total…
In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…
In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…