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This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…

Robotics · Computer Science 2025-01-31 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…

Optimization and Control · Mathematics 2015-11-06 Damiano Varagnolo , Filippo Zanella , Angelo Cenedese , Gianluigi Pillonetto , Luca Schenato

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

We study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex (possibly) nonsmooth…

Optimization and Control · Mathematics 2018-09-03 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agentspecific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification…

Optimization and Control · Mathematics 2015-09-22 Aswin Kannan , Angelia Nedich , Uday V. Shanbhag

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

Many real-world multi-agent systems exhibit nonlinear dynamics and complex inter-agent interactions. As these systems increase in scale, the main challenges arise from achieving scalability and handling nonconvexity. To address these…

Optimization and Control · Mathematics 2025-10-22 Taehyun Yoon , Augustinos D. Saravanos , Evangelos A. Theodorou

This paper studies a class of distributed online convex optimization problems for heterogeneous linear multi-agent systems. Agents in a network, knowing only their own outputs, need to minimize the time-varying costs through neighboring…

Optimization and Control · Mathematics 2023-07-04 Yang Yu , Xiuxian Li , Li Li , Lihua Xie

Efficient resource allocation and scheduling algorithms are essential for various distributed applications, ranging from wireless networks and cloud computing platforms to autonomous multi-agent systems and swarm robotic networks. However,…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Mohammadreza Doostmohammadian , Alireza Aghasi

In the large collection of existing distributed algorithms for convex multi-agent optimization, only a handful of them provide convergence rate guarantees on agent networks with time-varying topologies, which, however, restrict the problem…

Optimization and Control · Mathematics 2018-04-06 Xuyang Wu , Jie Lu

We consider 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 sum of agent-specific possibly…

Optimization and Control · Mathematics 2017-06-27 Erfan Yazdandoost Hamedani , Necdet Serhat Aybat

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

In this paper, a distributed optimization problem with general differentiable convex objective functions is studied for single-integrator and double-integrator multi-agent systems. Two distributed adaptive optimization algorithm is…

Optimization and Control · Mathematics 2017-03-28 Peng Lin , Wei Ren

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…

Optimization and Control · Mathematics 2016-11-29 Xianlin Zeng , Peng Yi , Yiguang Hong

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn