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Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…
This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…
In this paper, we propose a systematic approach for extending first-order optimization algorithms, originally designed for unconstrained strongly convex problems, to handle closed and convex set constraints. We show that the resulting…
We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…
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…
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…
Distributed zeroth-order optimization is increasingly applied in heterogeneous scenarios where agents possess distinct data distributions and objectives. This heterogeneity poses fundamental challenges for convergence analysis, as existing…
To accommodate low latency and computation-intensive services, such as the Internet-of-Things (IoT), 5G networks are expected to have cloud and edge computing capabilities. To this end, we consider a generic network setup where devices,…
We consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The communications between nodes are described by a time-varying…
This paper presents a special type of distributed optimization problems, where the summation of agents' local cost functions (i.e., global cost function) is convex, but each individual can be non-convex. Unlike most distributed optimization…
Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…
We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work…
Agent behavior is arguably the greatest source of uncertainty in trajectory planning for autonomous vehicles. This problem has motivated significant amounts of work in the behavior prediction community on learning rich distributions of the…
In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…
Consider a network whose nodes have some initial values, and it is desired to design an algorithm that builds on neighbor to neighbor interactions with the ultimate goal of convergence to the average of all initial node values or to some…
Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…
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…
Distributed optimization, where the computations are performed in a localized and coordinated manner using multiple agents, is a promising approach for solving large-scale optimization problems, e.g., those arising in model predictive…
In this paper, a multi-agent coordination problem with steady-state regulation constraints is investigated for a class of nonlinear systems. Unlike existing leader-following coordination formulations, the reference signal is not given by a…