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We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

Optimization and Control · Mathematics 2023-09-21 Kiran Rokade , Rachel Kalpana Kalaimani

We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there…

Optimization and Control · Mathematics 2013-04-26 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

We consider a multi-agent framework for distributed optimization where each agent has access to a local smooth strongly convex function, and the collective goal is to achieve consensus on the parameters that minimize the sum of the agents'…

Multiagent Systems · Computer Science 2020-04-23 Mahmoud Assran , Michael Rabbat

This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online…

Optimization and Control · Mathematics 2021-10-29 Killian Wood , Gianluca Bianchin , Emiliano Dall'Anese

In this paper we consider a distributed convex optimization problem over time-varying networks. We propose a dual method that converges R-linearly to the optimal point given that the agents' objective functions are strongly convex and have…

Optimization and Control · Mathematics 2018-04-23 Marie Maros , Joakim Jaldén

We present a distributed optimization algorithm for solving online personalized optimization problems over a network of computing and communicating nodes, each of which linked to a specific user. The local objective functions are assumed to…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Ivano Notarnicola , Andrea Simonetto , Francesco Farina , Giuseppe Notarstefano

We consider the decentralized optimization problem, where a network of $n$ agents aims to collaboratively minimize the average of their individual smooth and convex objective functions through peer-to-peer communication in a directed graph.…

Optimization and Control · Mathematics 2023-12-07 Zhuoqing Song , Lei Shi , Shi Pu , Ming Yan

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

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

Communication compression techniques are of growing interests for solving the decentralized optimization problem under limited communication, where the global objective is to minimize the average of local cost functions over a multi-agent…

Optimization and Control · Mathematics 2022-05-26 Yiwei Liao , Zhuorui Li , Kun Huang , Shi Pu

Since the initial proposal in the late 80s, spectral gradient methods continue to receive significant attention, especially due to their excellent numerical performance on various large scale applications. However, to date, they have not…

Optimization and Control · Mathematics 2019-01-18 Dusan Jakovetic , Natasa Krejic , Natasa Krklec Jerinkic

In this paper, we study the distributed nonconvex optimization problem, which aims to minimize the average value of the local nonconvex cost functions using local information exchange. To reduce the communication overhead, we introduce…

Optimization and Control · Mathematics 2025-02-12 Lei Xu , Xinlei Yi , Guanghui Wen , Yang Shi , Karl H. Johansson , Tao Yang

We study the distributed stochastic compositional optimization problems over directed communication networks in which agents privately own a stochastic compositional objective function and collaborate to minimize the sum of all objective…

Optimization and Control · Mathematics 2022-03-22 Shengchao Zhao , Yongchao Liu

This paper deals with a network of computing agents aiming to solve an online optimization problem in a distributed fashion, i.e., by means of local computation and communication, without any central coordinator. We propose the gradient…

Optimization and Control · Mathematics 2023-09-13 Guido Carnevale , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…

Optimization and Control · Mathematics 2021-06-16 Van Sy Mai , Richard J. La , Tao Zhang , Abdella Battou

Distributed aggregative optimization is a recently emerged framework in which the agents of a network want to minimize the sum of local objective functions, each one depending on the agent decision variable (e.g., the local position of a…

Optimization and Control · Mathematics 2024-04-08 Guido Carnevale , Nicola Mimmo , Giuseppe Notarstefano

This paper studies a distributed online convex optimization problem, where agents in an unbalanced network cooperatively minimize the sum of their time-varying local cost functions subject to a coupled inequality constraint. To solve this…

Optimization and Control · Mathematics 2023-09-06 Dandan Wang , Daokuan Zhu , Kin Cheong Sou , Jie Lu

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

In this paper, we investigate a distributed aggregative optimization problem in a network, where each agent has its own local cost function which depends not only on the local state variable but also on an aggregated function of state…

Optimization and Control · Mathematics 2023-04-18 Jiaxu Liu , Song Chen , Shengze Cai , Chao Xu
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