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This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…

Machine Learning · Computer Science 2019-08-13 Lucas Cassano , Kun Yuan , Ali H. Sayed

We consider the setting of agents cooperatively minimizing the sum of local objectives plus a regularizer on a graph. This paper proposes a primal-dual method in consideration of three distinctive attributes of real-life multi-agent…

Optimization and Control · Mathematics 2023-12-11 Ziyi Yu , Nikolaos M. Freris

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

In this paper, a distributed optimization problem with general differentiable convex objective functions is studied for single-integrator and double-integrator multi-agent systems. Two distributed adaptive optimization algorithm is…

Optimization and Control · Mathematics 2017-03-28 Peng Lin , Wei Ren

This papers studies multi-agent (convex and \emph{nonconvex}) optimization over static digraphs. We propose a general distributed \emph{asynchronous} algorithmic framework whereby i) agents can update their local variables as well as…

Optimization and Control · Mathematics 2019-09-12 Ye Tian , Ying Sun , Gesualdo Scutari

Decentralized optimization methods often entail information exchange between neighbors. Transmission failures can happen due to network congestion, hardware/software issues, communication outage, and other factors. In this paper, we…

Machine Learning · Computer Science 2024-01-05 Wenjing Yan , Xuanyu Cao

We present and analyze a computational hybrid architecture for performing multi-agent optimization. The optimization problems under consideration have convex objective and constraint functions with mild smoothness conditions imposed on…

Optimization and Control · Mathematics 2015-08-26 Matthew T. Hale , Angelia Nedic , Magnus Egerstedt

Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing or estimation. Non-linear systems, however, lead to problems…

Optimization and Control · Mathematics 2023-07-06 Alexander Engelmann , Gösta Stomberg , Timm Faulwasser

The purpose of this paper is to introduce two new classes of accelerated distributed proximal conjugate gradient algorithms for multi-agent constrained optimization problems; given as minimization of a function decomposed as a sum of M…

Optimization and Control · Mathematics 2024-06-21 Anteneh Getachew Gebrie

The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…

Machine Learning · Computer Science 2017-10-30 Zhouyuan Huo , Heng Huang

This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide…

Optimization and Control · Mathematics 2024-05-06 Kunpeng Zhang , Xinlei Yi , Yuzhe Li , Ming Cao , Tianyou Chai , Tao Yang

We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This…

Optimization and Control · Mathematics 2022-07-27 Adil Salim , Laurent Condat , Konstantin Mishchenko , Peter Richtárik

Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

Optimization and Control · Mathematics 2022-06-23 Jiawei Zhang , Songyang Ge , Tsung-Hui Chang , Zhi-Quan Luo

This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some…

Optimization and Control · Mathematics 2022-10-27 Yi Huang , Xianlin Zeng , Ziyang Meng , Jian Sun

In this paper, we focus on solving a class of constrained non-convex non-concave saddle point problems in a decentralized manner by a group of nodes in a network. Specifically, we assume that each node has access to a summand of a global…

Optimization and Control · Mathematics 2019-11-01 Weijie Liu , Aryan Mokhtari , Asuman Ozdaglar , Sarath Pattathil , Zebang Shen , Nenggan Zheng

Our work considers the optimization of the sum of a non-smooth convex function and a finite family of composite convex functions, each one of which is composed of a convex function and a bounded linear operator. This type of problem is…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Chuan-Xi Zhu , Meng Wen , Ji-Gen Peng

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…

Optimization and Control · Mathematics 2018-09-05 Gesualdo Scutari , Ying Sun

We focus on decentralized stochastic non-convex optimization, where $n$ agents work together to optimize a composite objective function which is a sum of a smooth term and a non-smooth convex term. To solve this problem, we propose two…

Optimization and Control · Mathematics 2023-06-23 Tesi Xiao , Xuxing Chen , Krishnakumar Balasubramanian , Saeed Ghadimi

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

In this paper, we investigate the distributed convex optimization problem over a multi-agent system with Markovian switching communication networks. The objective function is the sum of each agent's local objective function, which cannot be…

Optimization and Control · Mathematics 2020-02-25 Peng Yi , Li Li
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