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We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…

Optimization and Control · Mathematics 2015-01-05 Yuchen Zhang , Lin Xiao

In current model-free reinforcement learning (RL) algorithms, stability criteria based on sampling methods are commonly utilized to guide policy optimization. However, these criteria only guarantee the infinite-time convergence of the…

Robotics · Computer Science 2023-10-16 Shengjie Wang , Fengbo Lan , Xiang Zheng , Yuxue Cao , Oluwatosin Oseni , Haotian Xu , Tao Zhang , Yang Gao

We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…

Optimization and Control · Mathematics 2021-06-15 Mengmeng Li , Tobias Sutter , Daniel Kuhn

This paper proposes a reinforcement learning-based approach for optimal transient frequency control in power systems with stability and safety guarantees. Building on Lyapunov stability theory and safety-critical control, we derive…

Systems and Control · Electrical Eng. & Systems 2024-02-22 Zhenyi Yuan , Changhong Zhao , Jorge Cortes

This paper addresses the distributed optimization of the finite condition number of the Laplacian matrix in multi-agent systems. The finite condition number, defined as the ratio of the largest to the second smallest eigenvalue of the…

Optimization and Control · Mathematics 2026-03-17 Yicheng Xu , Faryar Jabbari

In this work, we propose distributed and networked energy management scenarios to optimize the production and reservation of energy among a set of distributed energy nodes. In other words, the idea is to optimally allocate the generated and…

Systems and Control · Electrical Eng. & Systems 2023-08-23 Mohammadreza Doostmohammadian

Multi-agent coordination algorithms with randomized interactions have seen use in a variety of settings in the multi-agent systems literature. In some cases, these algorithms can be random by design, as in a gossip-like algorithm, and in…

Optimization and Control · Mathematics 2017-03-22 Matthew T. Hale , Magnus Egerstedt

We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…

Optimization and Control · Mathematics 2020-10-06 Adel Aghajan , Behrouz Touri

We examine the stability of wireless networks whose users are distributed over a compact space. A subset of users is called {\it admissible} when their simultaneous activity obeys the prevailing interference constraints and, in each time…

Probability · Mathematics 2013-09-05 Niek Bouman , Sem Borst , Johan van Leeuwaarden

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo

In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…

Systems and Control · Electrical Eng. & Systems 2020-06-03 Michelangelo Bin , Ivano Notarnicola , Lorenzo Marconi , 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

This paper aims at addressing distributed averaging problems for signed networks in the presence of general directed topologies that are represented by signed digraphs. A new class of improved Laplacian potential functions is proposed by…

Optimization and Control · Mathematics 2020-08-14 Mingjun Du , Deyuan Meng , Zheng-Guang Wu

We investigate convergence properties of a proposed distributed model predictive control (DMPC) scheme, where agents negotiate to compute an optimal consensus point using an incremental subgradient method based on primal decomposition as…

Multiagent Systems · Computer Science 2008-03-03 Tamas Keviczky , Karl Henrik Johansson

In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…

Systems and Control · Electrical Eng. & Systems 2021-05-27 Vivek Khatana , Govind Saraswat , Sourav Patel , Murti V. Salapaka

One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…

Computer Science and Game Theory · Computer Science 2012-07-09 John Wicks , Amy Greenwald

Multilayer networks provide a more comprehensive framework for exploring real-world and engineering systems than traditional single-layer networks, consisting of multiple interacting networks. However, despite significant research in…

Optimization and Control · Mathematics 2024-11-12 C. D. Rodríguez-Camargo , A. F. Urquijo-Rodríguez , E. A. Mojica-Nava

This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…

Statistics Theory · Mathematics 2018-08-29 Stanislav Minsker , Nate Strawn

This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…

Optimization and Control · Mathematics 2017-12-05 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

Distributed parameter identification for large-scale multi-agent networks encounters challenges due to nonlinear dynamics and partial observations. Simultaneously, ensuring the stability is crucial for the robust identification of dynamic…

Dynamical Systems · Mathematics 2024-01-09 Chunhui Li , Chengpu Yu
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