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In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…

Optimization and Control · Mathematics 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

In this paper, we consider networks with topologies described by some connected undirected graph ${\mathcal{G}}=(V, E)$ and with some agents (fusion centers) equipped with processing power and local peer-to-peer communication, and…

Optimization and Control · Mathematics 2021-12-07 Nazar Emirov , Guohui Song , Qiyu Sun

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

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Decentralized optimization methods often entail information exchange between neighbors. Transmission failures can happen due to network congestion, hardware/software issues, communication outage, and other factors. In this paper, we…

Machine Learning · Computer Science 2024-01-05 Wenjing Yan , Xuanyu Cao

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…

Optimization and Control · Mathematics 2024-11-08 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

Optimal Power Flow (OPF) is an important tool used to coordinate assets in electric power systems to ensure customer voltages are within pre-defined tolerances and to improve distribution system operations. While convex relaxations of…

Optimization and Control · Mathematics 2016-11-18 Michael D. Sankur , Roel Dobbe , Emma Stewart , Duncan S. Callaway , Daniel B. Arnold

We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot…

Optimization and Control · Mathematics 2018-04-09 Joachim Giesen , Sören Laue

We consider the problem of optimal reactive power compensation for the minimization of power distribution losses in a smart microgrid. We first propose an approximate model for the power distribution network, which allows us to cast the…

Optimization and Control · Mathematics 2013-12-17 Saverio Bolognani , Sandro Zampieri

This study addresses a distributed optimization with a novel class of coupling of variables, called clique-wise coupling. A clique is a node set of a complete subgraph of an undirected graph. This setup is an extension of pairwise coupled…

Optimization and Control · Mathematics 2023-04-24 Yuto Watanabe , Kazunori Sakurama

Optimization problems under affine constraints appear in various areas of machine learning. We consider the task of minimizing a smooth strongly convex function F(x) under the affine constraint Kx=b, with an oracle providing evaluations of…

Optimization and Control · Mathematics 2022-04-12 Adil Salim , Laurent Condat , Dmitry Kovalev , Peter Richtárik

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

Optimization and Control · Mathematics 2025-08-19 Yeming Xu , Ziyuan Guo , Kaihong Lu , Huanshui Zhang

In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…

Machine Learning · Computer Science 2020-07-24 Muhammad I. Qureshi , Ran Xin , Soummya Kar , Usman A. Khan

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka

In this paper, a class of convex feasibility problems (CFPs) are studied for multi-agent systems through local interactions. The objective is to search a feasible solution to the convex inequalities with some set constraints in a…

Systems and Control · Computer Science 2016-12-16 Kaihong Lu , Gangshan Jing , Long Wang

We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired…

Optimization and Control · Mathematics 2022-04-19 Mohammad Taha Toghani , César A. Uribe

The paper studies decentralized optimization over networks, where agents minimize a composite objective consisting of the sum of smooth convex functions--the agents' losses--and an additional nonsmooth convex extended value function. We…

Optimization and Control · Mathematics 2025-08-05 Xiaokai Chen , Ilya Kuruzov , Gesualdo Scutari , Alexander Gasnikov

In this paper, we consider the problem of optimally coordinating the response of a group of distributed energy resources (DERs) so they collectively meet the electric power demanded by a collection of loads, while minimizing the total…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Madi Zholbaryssov , Christoforos N. Hadjicostis , Alejandro D. Dominguez-Garcia