Related papers: Resource-aware Exact Decentralized Optimization Us…
This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing…
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…
We consider distributed optimization as motivated by machine learning in a multi-agent system: each agent holds local data and the goal is to minimize an aggregate loss function over a common model, via an interplay of local training and…
We consider distributed nonconvex optimization over an undirected network, where each node privately possesses its local objective and communicates exclusively with its neighboring nodes, striving to collectively achieve a common optimal…
High communication costs create a major bottleneck for distributed resource allocation over unbalanced directed networks. Conventional dual gradient tracking methods, while effective for problems on unbalanced digraphs, rely on periodic…
This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered objective function is the sum of local convex…
Many realistic decision-making problems in networked scenarios, such as formation control and collaborative task offloading, often involve complicatedly entangled local decisions, which, however, have not been sufficiently investigated yet.…
This paper addresses distributed constrained multiobjective resource allocation problems (DCMRAPs) in multi-agent networks, where agents face multiple conflicting local objectives under local and global constraints. By reformulating DCMRAPs…
Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by…
We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…
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…
Designing policies for a network of agents is typically done by formulating an optimization problem where each agent has access to state measurements of all the other agents in the network. Such policy designs with centralized information…
In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…
We address a decentralized convex optimization problem, where every agent has its unique local objective function and constraint set. Agents compute at different speeds, and their communication may be delayed and directed. For this setup,…
This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…
Consider a network of multiple independent stochastic linear systems where, for each system, a scheduler collocated with the sensors arbitrates data transmissions to a corresponding remote controller through a shared contention-based…
Competitive non-cooperative online decision-making agents whose actions increase congestion of scarce resources constitute a model for widespread modern large-scale applications. To ensure sustainable resource behavior, we introduce a novel…
We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…
We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…
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…