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Multi-agent optimization problems with many objective functions have drawn much interest over the past two decades. Many works on the subject minimize the sum of objective functions, which implicitly carries a decision about the problem…

Systems and Control · Electrical Eng. & Systems 2020-03-05 Maude J. Blondin , Matthew Hale

A number of prototypical optimization problems in multi-agent systems (e.g., task allocation and network load-sharing) exhibit a highly local structure: that is, each agent's decision variables are only directly coupled to few other agent's…

Multiagent Systems · Computer Science 2020-03-04 Robin Brown , Federico Rossi , Kiril Solovey , Michael T. Wolf , Marco Pavone

We consider infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. In an earlier work we introduced a policy iteration algorithm, where…

Optimization and Control · Mathematics 2020-05-05 Dimitri Bertsekas

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…

Optimization and Control · Mathematics 2020-03-06 Francesco Farina , Giuseppe Notarstefano

We consider a multi-agent setting with agents exchanging information over a possibly time-varying network, aiming at minimising a separable objective function subject to constraints. To achieve this objective we propose a novel subgradient…

Optimization and Control · Mathematics 2020-11-20 Licio Romao , Kostas Margellos , Giuseppe Notarstefano , Antonis Papachristodoulou

Distributed optimization provides a framework for deriving distributed algorithms for a variety of multi-robot problems. This tutorial constitutes the first part of a two-part series on distributed optimization applied to multi-robot…

Robotics · Computer Science 2024-12-02 Ola Shorinwa , Trevor Halsted , Javier Yu , Mac Schwager

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

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

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

This paper studies the networked multi-agent reinforcement learning (NMARL) problem, where the objective of agents is to collaboratively maximize the discounted average cumulative rewards. Different from the existing methods that suffer…

Multiagent Systems · Computer Science 2025-06-02 Pengcheng Dai , Yuanqiu Mo , Wenwu Yu , Wei Ren

This paper studies optimization problems over multi-agent systems, in which all agents cooperatively minimize a global objective function expressed as a sum of local cost functions. Each agent in the systems uses only local computation and…

Optimization and Control · Mathematics 2025-05-26 Jinhui Hu , Xin Chen , Lifeng Zheng , Ling Zhang , Huaqing Li

Constrained maximization of submodular functions poses a central problem in combinatorial optimization. In many realistic scenarios, a number of agents need to maximize multiple submodular objectives over the same ground set. We study such…

Data Structures and Algorithms · Computer Science 2024-07-22 Georgios Amanatidis , Georgios Birmpas , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

In this paper we consider a distributed optimization scenario in which a set of processors aims at minimizing the maximum of a collection of "separable convex functions" subject to local constraints. This set-up is motivated by peak-demand…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-27 Ivano Notarnicola , Mauro Franceschelli , Giuseppe Notarstefano

We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

Submodular optimization with bandit feedback has recently been studied in a variety of contexts. In a number of real-world applications such as diversified recommender systems and data summarization, the submodular function exhibits…

Machine Learning · Computer Science 2024-07-04 Wenjing Chen , Victoria G. Crawford

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

The main goal of this paper is to investigate continuous-time distributed dynamic programming (DP) algorithms for networked multi-agent Markov decision problems (MAMDPs). In our study, we adopt a distributed multi-agent framework where…

Systems and Control · Electrical Eng. & Systems 2024-06-14 Donghwan Lee , Han-Dong Lim , Do Wan Kim

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

In this paper, we showcase the interplay between discrete and continuous optimization in network-structured settings. We propose the first fully decentralized optimization method for a wide class of non-convex objective functions that…

Optimization and Control · Mathematics 2018-02-13 Aryan Mokhtari , Hamed Hassani , Amin Karbasi

This paper considers the problem of designing a dynamical system to solve constrained optimization problems in a distributed way and in an anytime fashion (i.e., such that the feasible set is forward invariant). For problems with separable…

Optimization and Control · Mathematics 2023-09-07 Pol Mestres , Jorge Cortés