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We study the decentralized optimization problem where a network of $n$ agents seeks to minimize the average of a set of heterogeneous non-convex cost functions distributedly. State-of-the-art decentralized algorithms like Exact…

Optimization and Control · Mathematics 2022-10-14 Edward Duc Hien Nguyen , Sulaiman A. Alghunaim , Kun Yuan , César A. Uribe

In this paper, we propose a distributed stochastic second-order proximal method that enables agents in a network to cooperatively minimize the sum of their local loss functions without any centralized coordination. The proposed algorithm,…

Optimization and Control · Mathematics 2022-11-22 Chenyang Qiu , Shanying Zhu , Zichong Ou , Jie Lu

We consider a resource allocation problem over an undirected network of agents, where edges of the network define communication links. The goal is to minimize the sum of agent-specific convex objective functions, while the agents' decisions…

Optimization and Control · Mathematics 2019-11-27 Goran Banjac , Felix Rey , Paul Goulart , John Lygeros

We consider network-based decentralized optimization problems, where each node in the network possesses a local function and the objective is to collectively attain a consensus solution that minimizes the sum of all the local functions. A…

Optimization and Control · Mathematics 2023-09-07 Suhail M. Shah , Albert S. Berahas , Raghu Bollapragada

Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal

The augmented Lagrangian method (ALM) is a classical optimization tool that solves a given "difficult" (constrained) problem via finding solutions of a sequence of "easier"(often unconstrained) sub-problems with respect to the original…

Optimization and Control · Mathematics 2020-04-16 Dusan Jakovetic , Dragana Bajovic , Joao Xavier , Jose M. F. Moura

We consider decentralized time-varying stochastic optimization problems where each of the functions held by the nodes has a finite sum structure. Such problems can be efficiently solved using variance reduction techniques. Our aim is to…

We consider stochastic optimization problems in multi-agent settings, where a network of agents aims to learn parameters which are optimal in terms of a global objective, while giving preference to locally observed streaming information. To…

Multiagent Systems · Computer Science 2017-05-24 Alec Koppel , Brian M. Sadler , Alejandro Ribeiro

The multi-objective coverage control problem requires a robot swarm to collaboratively provide sensor coverage to multiple heterogeneous importance density fields IDFs simultaneously. We pose this as an optimization problem with constraints…

Systems and Control · Electrical Eng. & Systems 2025-03-14 Juan Cervino , Saurav Agarwal , Vijay Kumar , Alejandro Ribeiro

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…

Optimization and Control · Mathematics 2023-06-13 Kaixin Du , Min Meng

Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…

Data Structures and Algorithms · Computer Science 2021-11-08 Santiago Balseiro , Haihao Lu , Vahab Mirrokni

We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the…

Optimization and Control · Mathematics 2023-02-23 Nazanin Abolfazli , Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

We investigate the problem of agent-to-agent interaction in decentralized (federated) learning over time-varying directed graphs, and, in doing so, propose a consensus-based algorithm called DSGTm-TV. The proposed algorithm incorporates…

Optimization and Control · Mathematics 2024-09-27 Duong Thuy Anh Nguyen , Su Wang , Duong Tung Nguyen , Angelia Nedich , H. Vincent Poor

Distributed optimization methods with local updates have recently attracted a lot of attention due to their potential to reduce the communication cost of distributed methods. In these algorithms, a collection of nodes performs several local…

Optimization and Control · Mathematics 2023-10-11 Sulaiman A. Alghunaim

We consider the problem of decentralized optimization in networks with communication delays. To accommodate delays, we need decentralized optimization algorithms that work on directed graphs. Existing approaches require nodes to know their…

Optimization and Control · Mathematics 2024-12-31 Tomas Ortega , Hamid Jafarkhani

This paper focuses on a distributed coupled constrained convex optimization problem over directed unbalanced and time-varying multi-agent networks, where the global objective function is the sum of all agents' private local objective…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

In decentralized optimization, nodes of a communication network each possess a local objective function, and communicate using gossip-based methods in order to minimize the average of these per-node functions. While synchronous algorithms…

Optimization and Control · Mathematics 2022-09-02 Mathieu Even , Hadrien Hendrikx , Laurent Massoulie

This paper addresses consensus optimization problems in a multi-agent network, where all agents collaboratively find a minimizer for the sum of their private functions. We develop a new decentralized algorithm in which each agent…

Optimization and Control · Mathematics 2019-07-03 Xianghui Mao , Kun Yuan , Yubin Hu , Yuantao Gu , Ali H. Sayed , Wotao Yin

We consider cooperative multi-agent resource sharing problems over time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific composite convex functions subject…

Optimization and Control · Mathematics 2019-08-27 Necdet Serhat Aybat , Erfan Yazdandoost Hamedani

In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource…

Optimization and Control · Mathematics 2017-04-11 Peng Yi , Yiguang Hong , Feng Liu
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