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In this paper, we develop a novel distributed algorithm for addressing convex optimization with both nonlinear inequality and linear equality constraints, where the objective function can be a general nonsmooth convex function and all the…

Optimization and Control · Mathematics 2021-02-26 Xuyang Wu , He Wang , Jie Lu

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

In this work we address the problem of distributed optimization of the sum of convex cost functions in the context of multi-agent systems over lossy communication networks. Building upon operator theory, first, we derive an ADMM-like…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

We study the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…

Optimization and Control · Mathematics 2021-06-29 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

In this paper, we propose a novel distributed data-driven optimization scheme. In detail, we focus on the so-called aggregative framework, a scenario in which a set of agents aim to cooperatively minimize the sum of local costs, each…

Optimization and Control · Mathematics 2026-01-27 Riccardo Brumali , Guido Carnevale , Giuseppe Notarstefano

This paper develops a fast distributed algorithm, termed \emph{DEXTRA}, to solve the optimization problem when~$n$ agents reach agreement and collaboratively minimize the sum of their local objective functions over the network, where the…

Optimization and Control · Mathematics 2016-05-31 Chenguang Xi , Usman A. Khan

We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…

Optimization and Control · Mathematics 2023-12-12 Dmitry Metelev , Aleksandr Beznosikov , Alexander Rogozin , Alexander Gasnikov , Anton Proskurnikov

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

A general nonlinear $1$st-order consensus-based solution for distributed constrained convex optimization is proposed with network resource allocation applications. The solution is used to optimize continuously-differentiable strictly convex…

Systems and Control · Electrical Eng. & Systems 2021-11-22 Mohammadreza Doostmohammadian , Alireza Aghasi , Maria Vrakopoulou , Themistoklis Charalambous

In networks of autonomous agents (e.g., fleets of vehicles, scattered sensors), the problem of minimizing the sum of the agents' local functions has received a lot of interest. We tackle here this distributed optimization problem in the…

Optimization and Control · Mathematics 2021-10-19 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

Systems and Control · Computer Science 2016-11-15 Tsung-Hui Chang

This paper considers online distributed convex constrained optimization over a time-varying multi-agent network. Agents in this network cooperate to minimize the global objective function through information exchange with their neighbors…

Optimization and Control · Mathematics 2023-05-09 Wentao Zhang , Yang Shi , Baoyong Zhang , Kaihong Lu , Deming Yuan

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

Optimization and Control · Mathematics 2022-11-10 Shengchao Zhao , Yongchao Liu

This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a…

Optimization and Control · Mathematics 2023-02-14 Yichuan Li , Petros G. Voulgaris , Dusan M. Stipanovic , Nikolaos M. Freris

We present a distributed proximal-gradient method for optimizing the average of convex functions, each of which is the private local objective of an agent in a network with time-varying topology. The local objectives have distinct…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-10-09 Annie I. Chen , Asuman Ozdaglar

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

Multiagent Systems · Computer Science 2020-04-22 Roula Nassif , Stefan Vlaski , Ali H. Sayed

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Optimization and Control · Mathematics 2021-03-22 Farzad Yousefian

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

We consider distributed convex-concave saddle point problems over arbitrary connected undirected networks and propose a decentralized distributed algorithm for their solution. The local functions distributed across the nodes are assumed to…

Motivated by federated learning, we consider the hub-and-spoke model of distributed optimization in which a central authority coordinates the computation of a solution among many agents while limiting communication. We first study some past…

Machine Learning · Computer Science 2020-05-12 Reese Pathak , Martin J. Wainwright