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We consider a multi-agent optimization problem where agents subject to local, intermittent interactions aim to minimize a sum of local objective functions subject to a global inequality constraint and a global state constraint set. In…

Optimization and Control · Mathematics 2012-10-10 Minghui Zhu , Sonia Martinez

We analyse the learning performance of Distributed Gradient Descent in the context of multi-agent decentralised non-parametric regression with the square loss function when i.i.d. samples are assigned to agents. We show that if agents hold…

Machine Learning · Statistics 2019-11-14 Dominic Richards , Patrick Rebeschini

In this paper we consider a distributed convex optimization problem over time-varying undirected networks. We propose a dual method, primarily averaged network dual ascent (PANDA), that is proven to converge R-linearly to the optimal point…

Optimization and Control · Mathematics 2018-10-16 Marie Maros , Joakim Jaldén

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…

Optimization and Control · Mathematics 2016-08-04 Xianlin Zeng , Peng Yi , Yiguang Hong , Lihua Xie

Linear consensus iterations guarantee asymptotic convergence, thereby, limiting their applicability in applications where consensus value needs to be used in real time to perform a system level task. It also leads to wastage of power and…

Optimization and Control · Mathematics 2017-06-22 Mangal Prakash , Saurav Talukdar , Sandeep Attree , Vikas Yadav , Murti Salapaka

This paper considers a strongly connected network of agents, each capable of partially observing and controlling a discrete-time linear time-invariant (LTI) system that is jointly observable and controllable. Additionally, agents…

Systems and Control · Electrical Eng. & Systems 2024-02-29 Camilla Fioravanti , Evagoras Makridis , Gabriele Oliva , Maria Vrakopoulou , Themistoklis Charalambous

In this paper we study the distributed average consensus problem in multi-agent systems with directed communication links that are subject to quantized information flow. Specifically, we present and analyze a distributed averaging algorithm…

Systems and Control · Electrical Eng. & Systems 2021-03-10 Apostolos I. Rikos , Christoforos N. Hadjicostis , Karl H. Johansson

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

Optimization and Control · Mathematics 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan

In this paper, we study a distributed parameter estimation problem with an asynchronous communication protocol over multi-agent systems. Different from traditional time-driven communication schemes, in this work, data can be transmitted…

Systems and Control · Computer Science 2019-03-04 Xingkang He , Qian Liu , Junfeng Wu , Karl Henrik Johansson

In the large collection of existing distributed algorithms for convex multi-agent optimization, only a handful of them provide convergence rate guarantees on agent networks with time-varying topologies, which, however, restrict the problem…

Optimization and Control · Mathematics 2018-04-06 Xuyang Wu , Jie Lu

Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

Multiagent Systems · Computer Science 2017-12-12 Yang Yang , Gesualdo Scutari , Daniel P. Palomar , Marius Pesavento

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…

Optimization and Control · Mathematics 2019-03-15 Sulaiman A. Alghunaim , Ali H. Sayed

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 addresses the problem of distributed detection in fixed and switching networks. A network of agents observe partially informative signals about the unknown state of the world. Hence, they collaborate with each other to identify…

Systems and Control · Computer Science 2016-01-01 Shahin Shahrampour , Alexander Rakhlin , Ali Jadbabaie

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

We consider the problem of distributed hypothesis testing (or social learning) where a network of agents seeks to identify the true state of the world from a finite set of hypotheses, based on a series of stochastic signals that each agent…

Multiagent Systems · Computer Science 2020-04-06 Shreyas Sundaram , Aritra Mitra

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

Optimization and Control · Mathematics 2022-04-08 Shukai Li , Sanjay Mehrotra

The problem of distributed identification of linear stochastic system with unknown coefficients over time-varying networks is considered. For estimating the unknown coefficients, each agent in the network can only access the input and the…

Systems and Control · Electrical Eng. & Systems 2021-08-04 Kewei Fu , Han-Fu Chen , Wenxiao Zhao

In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is…

Optimization and Control · Mathematics 2020-03-05 Peng Lin , Wei Ren , Huijun Gao
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