Related papers: Distributed Optimization in Sensor Network for Sca…
This paper explores the distance-based relative state estimation problem in large-scale systems, which is hard to solve effectively due to its high-dimensionality and non-convexity. In this paper, we alleviate this inherent hardness to…
Coordinate descent algorithms are widely used in machine learning and large-scale data analysis due to their strong optimality guarantees and impressive empirical performance in solving non-convex problems. In this work, we introduce Block…
In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…
Deep Feedforward Neural Networks' (DFNNs) weights estimation relies on the solution of a very large nonconvex optimization problem that may have many local (no global) minimizers, saddle points and large plateaus. As a consequence,…
The problem of sensor network localization (SNL) can be formulated as a semidefinite programming problem with a rank constraint. We propose a new method for solving such SNL problems. We factorize a semidefinite matrix with the rank…
This paper addresses active state estimation with a team of robotic sensors. The states to be estimated are represented by spatially distributed, uncorrelated, stationary vectors. Given a prior belief on the geographic locations of the…
In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…
This paper considers the problem of distributed state estimation using multi-robot systems. The robots have limited communication capabilities and, therefore, communicate their measurements intermittently only when they are physically close…
This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…
Block-coordinate descent (BCD) is a popular framework for large-scale regularized optimization problems with block-separable structure. Existing methods have several limitations. They often assume that subproblems can be solved exactly at…
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…
This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…
This paper presents a novel sensitivity-based distributed programming (SBDP) approach for non-convex, large-scale nonlinear programs (NLP). The algorithm relies on first-order sensitivities to cooperatively solve the central NLP in a…
This paper develops distributed synchronous and asynchronous algorithms for the large-scale semi-definite programming with diagonal constraints, which has wide applications in combination optimization, image processing and community…
Distributed optimization consists of multiple computation nodes working together to minimize a common objective function through local computation iterations and network-constrained communication steps. In the context of robotics,…
We propose and analyze a block coordinate descent proximal algorithm (BCD-prox) for simultaneous filtering and parameter estimation of ODE models. As we show on ODE systems with up to d=40 dimensions, as compared to state-of-the-art…
The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…
Decentralized state estimation in a communication-constrained sensor network is considered. The exchanged estimates are dimension-reduced to reduce the communication load using a linear mapping to a lower-dimensional space. The mean squared…
Semidefinite programming (SDP) with diagonal constraints arise in many optimization problems, such as Max-Cut, community detection and group synchronization. Although SDPs can be solved to arbitrary precision in polynomial time, generic…
The so-called Burer-Monteiro method is a well-studied technique for solving large-scale semidefinite programs (SDPs) via low-rank factorization. The main idea is to solve rank-restricted, albeit non-convex, surrogates instead of the SDP.…