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In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

Modern power systems are now in continuous process of massive changes. Increased penetration of distributed generation, usage of energy storage and controllable demand require introduction of a new control paradigm that does not rely on…

Optimization and Control · Mathematics 2022-04-01 Demyan Yarmoshik , Alexander Rogozin , Oleg. O. Khamisov , Pavel Dvurechensky , Alexander Gasnikov

We consider the problem of solving a large-scale system of linear equations in a distributed or federated manner by a taskmaster and a set of machines, each possessing a subset of the equations. We provide a comprehensive comparison of two…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-24 Boris Velasevic , Rohit Parasnis , Christopher G. Brinton , Navid Azizan

For solving the continuous Sylvester equation, a class of the multiplicative splitting iteration method is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations…

Numerical Analysis · Mathematics 2020-05-19 Yu Huang , Mohammad Khorsand Zak , Emran Tohidi

The Sylvester equation $AX-XB=C$ is considered in the setting of quaternion matrices. Conditions that are necessary and sufficient for the existence of a unique solution are well-known. We study the complementary case where the equation…

Rings and Algebras · Mathematics 2015-05-15 Vladimir Bolotnikov

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

We explore a simple mathematical model of network computation, based on Markov chains. Similar models apply to a broad range of computational phenomena, arising in networks of computers, as well as in genetic, and neural nets, in social…

Information Retrieval · Computer Science 2009-04-18 Dusko Pavlovic

The paper develops a technique for solving a linear equation $Ax=b$ with a square and nonsingular matrix $A$, using a decentralized gradient algorithm. In the language of control theory, there are $n$ agents, each storing at time $t$ an…

Systems and Control · Computer Science 2015-09-16 Brian D. O. Anderson , Shaoshuai Mou , A. Stephen Morse , Uwe Helmke

The fast growing scale and heterogeneity of current communication networks necessitate the design of distributed cross-layer optimization algorithms. So far, the standard approach of distributed cross-layer design is based on dual…

Networking and Internet Architecture · Computer Science 2011-08-11 Jia Liu , Hanif D. Sherali

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Krylov subspace methods, such as the Conjugate Gradient (CG) and BiCGSTAB methods, are widely used in scientific computing for solving linear systems. In this study, we propose a new framework for solving large Sylvester equations in a…

Numerical Analysis · Mathematics 2026-05-28 Yuki Satake , Takeshi Fukaya , Tomohiro Sogabe , Shao-Liang Zhang

This paper is about how to partition decision variables while decomposing a large-scale optimization problem for the best performance of distributed solution methods. Solving a large-scale optimization problem sequen- tially can be…

Optimization and Control · Mathematics 2017-10-26 Yuchen Zheng , Ilbin Lee , Nicoleta Serban

We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…

Optimization and Control · Mathematics 2020-10-06 Adel Aghajan , Behrouz Touri

We present a class of iterative fully distributed fixed point methods to solve a system of linear equations, such that each agent in the network holds one of the equations of the system. Under a generic directed, strongly connected network,…

Numerical Analysis · Mathematics 2020-01-16 Dusan Jakovetic , Natasa Krejic , Natasa Krklec Jerinkic , Greta Malaspina , Alessandra Micheletti

This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…

Systems and Control · Electrical Eng. & Systems 2021-03-26 Tor Anderson

When the underlying physical network layer in optimal network flow problems is a large graph, the associated optimization problem has a large set of decision variables. In this paper, we discuss how the cycle basis from graph theory can be…

Systems and Control · Computer Science 2017-06-06 Reza Asadi , Solmaz S. Kia

Solving the non-convex optimal power flow (OPF) problem for large-scale power distribution systems is computationally expensive. An alternative is to solve the relaxed convex problem or linear approximated problem, but these methods lead to…

Systems and Control · Electrical Eng. & Systems 2022-11-09 Rabayet Sadnan , Anamika Dubey

Average consensus (AC) strategies play a key role in every system that employs cooperation by means of distributed computations. To promote consensus, an $N$-agent network can repeatedly combine certain node estimates until their mean value…

Optimization and Control · Mathematics 2025-02-25 Ricardo Merched

In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…

Information Theory · Computer Science 2009-11-13 Effrosyni Kokiopoulou , Pascal Frossard