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This paper investigates the box-constrained $\ell_0$-regularized sparse optimization problem. We introduce the concept of a $\tau$-stationary point and establish its connection to the local and global minima of the box-constrained…
The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…
This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…
Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…
This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…
This paper deals with distributed control of microgrids composed of storages, generators, renewable energy sources, critical and controllable loads. We consider a stochastic formulation of the optimal control problem associated to the…
We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a…
This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its…
Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…
In modern large-scale systems with sensor networks and IoT devices it is essential to collaboratively solve complex problems while utilizing network resources efficiently. In our paper we present three distributed optimization algorithms…
Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…
In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…
We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…
In this paper, we analyze the convergence of a distributed Robbins-Monro algorithm for both constrained and unconstrained optimization in multi-agent systems. The algorithm searches for local minima of a (nonconvex) objective function which…
Distributed state estimation is examined for a sensor network tasked with reconstructing a system's state through the use of a distributed and event-triggered observer. Each agent in the sensor network employs a deep neural network (DNN) to…
We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…
The trending integrations of Battery Energy Storage System (BESS, stationary battery) and Electric Vehicles (EV, mobile battery) to distribution grids call for advanced Demand Side Management (DSM) technique that addresses the scalability…