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In this paper, a decentralized proximal method of multipliers (DPMM) is proposed to solve constrained convex optimization problems over multi-agent networks, where the local objective of each agent is a general closed convex function, and…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

Systems and Control · Computer Science 2016-11-15 Tsung-Hui Chang

Bilevel programming has recently received attention in the literature due to its wide range of applications, including reinforcement learning and hyper-parameter optimization. However, it is widely assumed that the underlying bilevel…

Machine Learning · Computer Science 2024-10-11 Parvin Nazari , Ahmad Mousavi , Davoud Ataee Tarzanagh , George Michailidis

We propose decentralized primal-dual methods for cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the…

Optimization and Control · Mathematics 2022-02-23 Erfan Yazdandoost Hamedani , Necdet Serhat Aybat

In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Wei Shi , Jinming Xu , Angelia Nedić

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agent-specific…

Optimization and Control · Mathematics 2016-07-12 Necdet Serhat Aybat , Erfan Yazdandoost Hamedani

We consider a resource allocation problem over an undirected network of agents, where edges of the network define communication links. The goal is to minimize the sum of agent-specific convex objective functions, while the agents' decisions…

Optimization and Control · Mathematics 2019-11-27 Goran Banjac , Felix Rey , Paul Goulart , John Lygeros

This paper studies a distributed multi-agent convex optimization problem. The system comprises multiple agents in this problem, each with a set of local data points and an associated local cost function. The agents are connected to a…

Optimization and Control · Mathematics 2021-08-20 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

Optimization and Control · Mathematics 2018-12-18 Angelia Nedić , Alex Olshevsky , Wei Shi

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justification. Namely, the penalty parameter steadily increases…

Numerical Analysis · Mathematics 2017-11-30 Huan Li , Cong Fang , Zhouchen Lin

The paper studies decentralized optimization over networks, where agents minimize a composite objective consisting of the sum of smooth convex functions--the agents' losses--and an additional nonsmooth convex extended value function. We…

Optimization and Control · Mathematics 2025-08-05 Xiaokai Chen , Ilya Kuruzov , Gesualdo Scutari , Alexander Gasnikov

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

Optimization and Control · Mathematics 2015-06-18 Zaid J. Towfic , Ali H. Sayed

This paper focuses on a class of inclusion problems of maximal monotone operators in a multi-agent network, where each agent is characterized by an operator that is not available to any other agents, but the agents can cooperate by…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

This paper considers a distributed convex optimization problem over a time-varying multi-agent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-22 Chuanye Gu , Zhiyou Wu , Jueyou Li , Yaning Guo

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

Optimization and Control · Mathematics 2014-11-19 Ion Necoara , Dragos Clipici

We propose a distributed solution for a constrained convex optimization problem over a network of clustered agents each consisted of a set of subagents. The communication range of the clustered agents is such that they can form a connected…

Multiagent Systems · Computer Science 2021-04-06 Hossein Moradian , Solmaz S. Kia

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano
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