Related papers: Accelerated Distributed Primal-Dual Dynamics using…
In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear…
The saddle-point problems (SPPs) with nonlinear coupling operators frequently arise in various control systems, such as dynamic programming optimization, H-infinity control, and Lyapunov stability analysis. However, traditional primal-dual…
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…
Distributed optimization finds applications in large-scale machine learning, data processing and classification over multi-agent networks. In real-world scenarios, the communication network of agents may encounter latency that may affect…
In this paper, we present passivity based convergence analysis of continuous time primal-dual gradient method for convex optimization problems. We first show that a convex optimization problem with only affine equality constraints admit a…
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…
We consider the problem of active fault-tolerant control in cyber-physical systems composed of strictly passive linear-time invariant dynamic subsystems. We cast the problem as a constrained optimization problem and propose an augmented…
Synchronization is a crucial phenomenon in many natural and artificial complex network systems. Applications include neuronal networks, formation control and coordination in robotics, and frequency synchronization in electrical power grids.…
Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by…
In this paper, we propose a general Tikhonov regularized second-order dynamical system with viscous damping, time scaling and extrapolation coefficients for the convex-concave bilinear saddle point problem. By the Lyapunov function…
Primal-dual methods in online optimization give several of the state-of-the art results in both of the most common models: adversarial and stochastic/random order. Here we try to provide a more unified analysis of primal-dual algorithms to…
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…
Adaptive guaranteed-performance consensus control problems for multi-agent systems are investigated, where the adjustable convergence speed is discussed. This paper firstly proposes a novel adaptive guaranteed-performance consensus…
We consider the decentralized convex optimization problem, where multiple agents must cooperatively minimize a cumulative objective function, with each local function expressible as an empirical average of data-dependent losses.…
In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…
We consider a distributed optimization problem over a network of agents aiming to minimize a global objective function that is the sum of local convex and composite cost functions. To this end, we propose a distributed Chebyshev-accelerated…
This paper studies the network optimization problem about which a group of agents cooperates to minimize a global function under practical constraints of finite bandwidth communication. Particularly, we propose an adaptive encoding-decoding…
In this paper we consider a non-monotone (mixed) variational inequality model with (nonlinear) convex conic constraints. Through developing an equivalent Lagrangian function-like primal-dual saddle-point system for the VI model in question,…
This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics…
This paper fully studies distributed optimal consensus problem in non-directed dynamical networks. We consider a group of networked agents that are supposed to rendezvous at the optimal point of a collective convex objective function. Each…