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Distributed multi-agent optimization finds many applications in distributed learning, control, estimation, etc. Most existing algorithms assume knowledge of first-order information of the objective and have been analyzed for convex…

Optimization and Control · Mathematics 2020-06-17 Yujie Tang , Junshan Zhang , Na Li

Algorithms for bandit convex optimization and online learning often rely on constructing noisy gradient estimates, which are then used in appropriately adjusted first-order algorithms, replacing actual gradients. Depending on the properties…

Machine Learning · Computer Science 2020-07-07 Xiaowei Hu , Prashanth L. A. , András György , Csaba Szepesvári

In this paper, we consider the problem of minimizing the sum of nonconvex and possibly nonsmooth functions over a connected multi-agent network, where the agents have partial knowledge about the global cost function and can only access the…

Optimization and Control · Mathematics 2019-04-10 Davood Hajinezhad , Michael Zavlanos

Recently introduced distributed zeroth-order optimization (ZOO) algorithms have shown their utility in distributed reinforcement learning (RL). Unfortunately, in the gradient estimation process, almost all of them require random samples…

Systems and Control · Electrical Eng. & Systems 2024-05-06 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty , Piyush K. Sharma

In this study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learning and pricing applications. In this problem, the gradient of…

Optimization and Control · Mathematics 2024-12-31 Yuya Hikima , Akiko Takeda

This paper focuses on a multi-agent zeroth-order online optimization problem in a federated learning setting for target tracking. The agents only sense their current distances to their targets and aim to maintain a minimum safe distance…

Machine Learning · Computer Science 2023-06-12 Ege C. Kaya , M. Berk Sahin , Abolfazl Hashemi

Zero-order (ZO) optimization is a powerful tool for dealing with realistic constraints. On the other hand, the gradient-tracking (GT) technique proved to be an efficient method for distributed optimization aiming to achieve consensus.…

Machine Learning · Computer Science 2024-10-10 Elissa Mhanna , Mohamad Assaad

Zeroth-order optimization (ZO) has been a powerful framework for solving black-box problems, which estimates gradients using zeroth-order data to update variables iteratively. The practical applicability of ZO critically depends on the…

Optimization and Control · Mathematics 2026-03-03 Ruiyang Jin , Yuke Zhou , Yujie Tang , Jie Song , Siyang Gao

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…

Optimization and Control · Mathematics 2021-08-26 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

We consider a zeroth-order distributed optimization problem, where the global objective function is a black-box function and, as such, its gradient information is inaccessible to the local agents. Instead, the local agents can only use the…

Optimization and Control · Mathematics 2021-09-29 Yi Shen , Yan Zhang , Scott Nivison , Zachary I. Bell , Michael M. Zavlanos

Distributed demand response is a typical distributed optimization problem that requires coordination among multiple agents to satisfy demand response requirements. However, existing distributed algorithms for this problem still face…

Systems and Control · Electrical Eng. & Systems 2023-11-02 Ruiyang Jin , Yujie Tang , Jie Song

Most zeroth-order optimization algorithms mimic a first-order algorithm but replace the gradient of the objective function with some gradient estimator that can be computed from a small number of function evaluations. This estimator is…

Optimization and Control · Mathematics 2026-01-12 Wouter Jongeneel , Man-Chung Yue , Daniel Kuhn

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

Zeroth-order optimization (ZOO) is an important framework for stochastic optimization when gradients are unavailable or expensive to compute. A potential limitation of existing ZOO methods is the bias inherent in most gradient estimators…

Machine Learning · Computer Science 2025-10-24 Shaocong Ma , Heng Huang

In this work, we consider a distributed multi-agent stochastic optimization problem, where each agent holds a local objective function that is smooth and convex, and that is subject to a stochastic process. The goal is for all agents to…

Optimization and Control · Mathematics 2022-10-12 Elissa Mhanna , Mohamad Assaad

We consider a convex unconstrained optimization problem that arises in a network of agents whose goal is to cooperatively optimize the sum of the individual agent objective functions through local computations and communications. For this…

Optimization and Control · Mathematics 2008-03-11 Angelia Nedić , Alex Olshevsky , Asuman Ozdaglar , John N. Tsitsiklis

In this paper, the problem of online distributed zeroth-order optimization subject to a set constraint is studied via a multi-agent network, where each agent can communicate with its immediate neighbors via a time-varying directed graph.…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Yanfu Qin , Kaihong Lu

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

We study the problem of online personalized decentralized learning with $N$ statistically heterogeneous clients collaborating to accelerate local training. An important challenge in this setting is to select relevant collaborators to reduce…

Machine Learning · Statistics 2025-07-10 Constantin Philippenko , Batiste Le Bars , Kevin Scaman , Laurent Massoulié

In formation control, triangular formations consisting of three autonomous agents serve as a class of benchmarks that can be used to test and compare the performances of different controllers. We present an algorithm that combines the…

Systems and Control · Computer Science 2017-04-04 Hector Garcia de Marina , Zhiyong Sun , Ming Cao , Brian D. O. Anderson