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In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Andrei Patrascu

In this paper, we study the randomized distributed coordinate descent algorithm with quantized updates. In the literature, the iteration complexity of the randomized distributed coordinate descent algorithm has been characterized under the…

Machine Learning · Statistics 2017-01-23 Mostafa El Gamal , Lifeng Lai

Block-coordinate descent algorithms and alternating minimization methods are fundamental optimization algorithms and an important primitive in large-scale optimization and machine learning. While various block-coordinate-descent-type…

Optimization and Control · Mathematics 2019-07-02 Jelena Diakonikolas , Lorenzo Orecchia

We propose a novel algorithm for solving convex, constrained and distributed optimization problems defined on multi-agent-networks, where each agent has exclusive access to a part of the global objective function. The agents are able to…

Systems and Control · Electrical Eng. & Systems 2020-08-12 Jan Zimmermann , Tatiana Tatarenko , Volker Willert , Jürgen Adamy

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Machine Learning · Statistics 2021-08-23 Patrick Héas , Cédric Herzet

This paper discusses distributed approaches for the solution of random convex programs (RCP). RCPs are convex optimization problems with a (usually large) number N of randomly extracted constraints; they arise in several applicative areas,…

Optimization and Control · Mathematics 2012-07-27 Luca Carlone , Vaibhav Srivastava , Francesco Bullo , Giuseppe Calafiore

This paper addresses the problem of decentralized abstractions for multiple mobile manipulators with 2nd order dynamics. In particular, we propose decentralized controllers for the navigation of each agent among predefined regions of…

Systems and Control · Computer Science 2017-12-07 Christos K. Verginis , Dimos V. Dimarogonas

This work provides the first convergence analysis for the Randomized Block Coordinate Descent method for minimizing a function that is both H\"older smooth and block H\"older smooth. Our analysis applies to objective functions that are…

Optimization and Control · Mathematics 2024-03-14 Leandro Farias Maia , David Huckleberry Gutman

This paper studies a distributed multi-agent convex optimization problem. The system comprises multiple agents in this problem, each with a set of local data points and an associated local cost function. The agents are connected to a…

Optimization and Control · Mathematics 2021-08-20 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra

This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered objective function is the sum of local convex…

Optimization and Control · Mathematics 2016-08-04 Xianlin Zeng , Peng Yi , Yiguang Hong , Lihua Xie

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

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…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

We consider coordinate descent methods on convex quadratic problems, in which exact line searches are performed at each iteration. (This algorithm is identical to Gauss-Seidel on the equivalent symmetric positive definite linear system.) We…

Optimization and Control · Mathematics 2020-01-14 Stephen J. Wright , Ching-Pei Lee

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

Optimization and Control · Mathematics 2014-11-19 Ion Necoara , Dragos Clipici

This paper studies a class of distributed optimization algorithms by a set of agents, where each agent has only access to its own local convex objective function, and jointly minimizes the sum of the functions. The communications among…

Optimization and Control · Mathematics 2016-11-11 Qingguo Lü , Huaqing Li

In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource…

Optimization and Control · Mathematics 2017-04-11 Peng Yi , Yiguang Hong , Feng Liu

A key challenge in multi-robot and multi-agent systems is generating solutions that are robust to other self-interested or even adversarial parties who actively try to prevent the agents from achieving their goals. The practicality of…

Artificial Intelligence · Computer Science 2017-10-19 Trong Nghia Hoang , Yuchen Xiao , Kavinayan Sivakumar , Christopher Amato , Jonathan How

We propose a simple, scalable, and fast gradient descent algorithm to optimize a nonconvex objective for the rank minimization problem and a closely related family of semidefinite programs. With $O(r^3 \kappa^2 n \log n)$ random…

Machine Learning · Statistics 2016-03-25 Qinqing Zheng , John Lafferty

In distributed optimization problems, a technique called gradient coding, which involves replicating data points, has been used to mitigate the effect of straggling machines. Recent work has studied approximate gradient coding, which…

Machine Learning · Statistics 2021-08-09 Margalit Glasgow , Mary Wootters

In this paper, we tackle the problem of distributed optimization over directed networks in open multi-agent systems (OMAS), where agents may dynamically join or leave, causing persistent changes in network topology and problem dimension.…

Systems and Control · Electrical Eng. & Systems 2025-08-29 Evagoras Makridis , Gabriele Oliva , Themistoklis Charalambous
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