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We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

Various distributed gradient descent algorithms for multi-agent optimization have incorporated the Nesterov accelerated gradient method, where the use of momentum enhances convergence rates. These algorithms have found broad applications in…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Zihao Ren , Lei Wang , Guodong Shi

This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

Optimization and Control · Mathematics 2025-04-01 Jiaxu Liu , Song Chen , Shengze Cai , Chao Xu , Jian Chu

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

We study distributed optimization problems when $N$ nodes minimize the sum of their individual costs subject to a common vector variable. The costs are convex, have Lipschitz continuous gradient (with constant $L$), and bounded gradient. We…

Information Theory · Computer Science 2014-04-15 Dusan Jakovetic , Joao Xavier , Jose M. F. Moura

We present a distributed proximal-gradient method for optimizing the average of convex functions, each of which is the private local objective of an agent in a network with time-varying topology. The local objectives have distinct…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-10-09 Annie I. Chen , Asuman Ozdaglar

We study distributed (strongly convex) optimization problems over a network of agents, with no centralized nodes. The loss functions of the agents are assumed to be \textit{similar}, due to statistical data similarity or otherwise. In order…

Optimization and Control · Mathematics 2022-04-12 Ye Tian , Gesualdo Scutari , Tianyu Cao , Alexander Gasnikov

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

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

A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality…

Optimization and Control · Mathematics 2022-06-03 Wicak Ananduta , Angelia Nedić , Carlos Ocampo-Martinez

We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

Optimization and Control · Mathematics 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

This paper investigates a novel approach for solving the distributed optimization problem in which multiple agents collaborate to find the global decision that minimizes the sum of their individual cost functions. First, the $AB$/Push-Pull…

Optimization and Control · Mathematics 2023-06-23 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedich

We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the…

Optimization and Control · Mathematics 2023-02-23 Nazanin Abolfazli , Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

We study the so-called distributed two-time-scale gradient method for solving convex optimization problems over a network of agents when the communication bandwidth between the nodes is limited, and so information that is exchanged between…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Marcos M. Vasconcelos , Thinh T. Doan , Urbashi Mitra

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

Optimization and Control · Mathematics 2021-09-01 Zhiguo Wang , Jiawei Zhang , Tsung-Hui Chang , Jian Li , Zhi-Quan Luo

In this work, we consider solving a distributed optimization problem in a multi-agent network with multiple clusters. In each cluster, the involved agents cooperatively optimize a separable composite function with a common decision…

Optimization and Control · Mathematics 2022-03-03 Jianzheng Wang , Guoqiang Hu

We consider distributed optimization in random networks where N nodes cooperatively minimize the sum \sum_{i=1}^N f_i(x) of their individual convex costs. Existing literature proposes distributed gradient-like methods that are…

Information Theory · Computer Science 2023-07-19 Dusan Jakovetic , Joao Xavier , Jose M. F. Moura

Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In this paper, we introduce a novel first-order optimization…

Optimization and Control · Mathematics 2024-09-17 Vladimir Solodkin , Savelii Chezhegov , Ruslan Nazikov , Aleksandr Beznosikov , Alexander Gasnikov

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

This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed…

Optimization and Control · Mathematics 2022-11-21 Yuto Watanabe , Kazunori Sakurama
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