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Constraint satisfaction is a critical component in a wide range of engineering applications, including but not limited to safe multi-agent control and economic dispatch in power systems. This study explores violation-free distributed…
This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…
Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…
We present a novel distributionally robust framework for dynamic programming that uses kernel methods to design feedback control policies. Specifically, we leverage kernel mean embedding to map the transition probabilities governing the…
We focus on minimizing nonconvex finite-sum functions that typically arise in machine learning problems. In an attempt to solve this problem, the adaptive cubic regularized Newton method has shown its strong global convergence guarantees…
In this paper, we investigate a decentralized control problem with nested subsystems, which is a general model for one-directional communication amongst many subsystems. The noises in our dynamics are modelled as uncertain variables which…
Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that we consider time-varying computational networks, which are…
In this paper, we consider a distributed constrained optimization problem with delayed subgradient information over the time-varying communication network, where each agent can only communicate with its neighbors and the communication…
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…
Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…
In this paper, we aim to solve Bayesian Risk Optimization (BRO), which is a recently proposed framework that formulates simulation optimization under input uncertainty. In order to efficiently solve the BRO problem, we derive nested…
We study non-smooth stochastic decentralized optimization problems over time-varying networks, where objective functions are distributed across nodes and network connections may intermittently appear or break. Specifically, we consider two…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
Distributed optimization methods are actively researched by optimization community. Due to applications in distributed machine learning, modern research directions include stochastic objectives, reducing communication frequency, and…
This paper presents a distributed model predictive control (DMPC) scheme for nonlinear continuous-time systems. The underlying distributed optimal control problem is cooperatively solved in parallel via a sensitivity-based algorithm. The…
We consider the problem of training machine learning models on distributed data in a decentralized way. For finite-sum problems, fast single-machine algorithms for large datasets rely on stochastic updates combined with variance reduction.…
This paper considers a problem where multiple users make repeated decisions based on their own observed events. The events and decisions at each time step determine the values of a utility function and a collection of penalty functions. The…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
We study stochastic graph optimization problems in a novel distributed setting. As in the standard centralized setting, a random subgraph $G^*$ of a known base graph $G$ is realized by including each edge $e$ independently with a known…
Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…