Related papers: Distributed Unconstrained Optimization with Time-v…
Distributed optimization utilizes local computation and communication to realize a global aim of optimizing the sum of local objective functions. This article addresses a class of constrained distributed nonconvex optimization problems…
In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
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 technical note studies a class of distributed nonsmooth convex consensus optimization problem. The cost function is a summation of local cost functions which are convex but nonsmooth. Each of the local cost functions consists of a…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…
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…
This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…
This paper proposes a distributed stochastic projection-free algorithm for large-scale constrained finite-sum optimization whose constraint set is complicated such that the projection onto the constraint set can be expensive. The global…
This paper proposes a set of novel optimization algorithms for solving a class of convex optimization problems with time-varying streaming cost function. We develop an approach to track the optimal solution with a bounded error. Unlike the…
In this paper, an optimal output consensus problem is studied for discrete-time linear multiagent systems subject to external disturbances. Each agent is assigned with a local cost function which is known only to itself. Distributed…
This paper proposes distributed discrete-time algorithms to cooperatively solve an additive cost optimization problem in multi-agent networks. The striking feature lies in the use of only the sign of relative state information between…
We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…
We study distributed differentiation, where agents in a networked system estimate the average of local time-varying signals and their derivatives under mild assumptions on the agents' signals and their first and second derivatives. Existing…
We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…
Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…
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…
This paper investigates the distributed fixed point seeking problem of sum-separable stochastic operators over the multi-agent network. Based on inexact Krasnosel'ski\u{\i}--Mann iterations, the communication-efficient distributed algorithm…
Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…
We consider the distributed optimization problem where $n$ agents each possessing a local cost function, collaboratively minimize the average of the $n$ cost functions over a connected network. Assuming stochastic gradient information is…
We establish the O($\frac{1}{k}$) convergence rate for distributed stochastic gradient methods that operate over strongly convex costs and random networks. The considered class of methods is standard each node performs a weighted average of…