Related papers: Primal-Dual Gradient Methods for Searching Network…
This paper considers stochastic-constrained stochastic optimization where the stochastic constraint is to satisfy that the expectation of a random function is below a certain threshold. In particular, we study the setting where data samples…
We discuss the mathematical modeling and numerical discretization of transport problems on one-dimensional networks. Suitable coupling conditions are derived that guarantee conservation of mass across network junctions and dissipation of a…
In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear…
We propose a flexible gradient tracking approach with adjustable computation and communication steps for solving distributed stochastic optimization problem over networks. The proposed method allows each node to perform multiple local…
This paper proposes two nonlinear dynamics to solve constrained distributed optimization problem for resource allocation over a multi-agent network. In this setup, coupling constraint refers to resource-demand balance which is preserved at…
This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some…
Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz $p$-th order derivatives, and develop two…
In the large collection of existing distributed algorithms for convex multi-agent optimization, only a handful of them provide convergence rate guarantees on agent networks with time-varying topologies, which, however, restrict the problem…
We consider (stochastic) subgradient methods for strongly convex but potentially nonsmooth non-Lipschitz optimization. We provide new equivalent dual descriptions (in the style of dual averaging) for the classic subgradient method, the…
Bilevel optimization has been developed for many machine learning tasks with large-scale and high-dimensional data. This paper considers a constrained bilevel optimization problem, where the lower-level optimization problem is convex with…
Effective traffic optimization strategies can improve the performance of transportation networks significantly. Most exiting works develop traffic optimization strategies depending on the local traffic states of congested road segments,…
With the growing attention towards developing the multimodal transport system to enhance urban mobility, there is an increasing need to construct new, rebuild or expand existing infrastructure to facilitate existing and accommodate newly…
In this paper, we address the distributed optimization problem over unidirectional networks with possibly time-invariant heterogeneous bounded transmission delays. In particular, we propose a modified version of the Accelerated Distributed…
In this paper, we introduce a generalized dynamical unbalanced optimal transport framework by incorporating limited control input and mass dissipation, addressing limitations in conventional optimal transport for control applications. We…
We present a unifying framework for adapting the update direction in gradient-based iterative optimization methods. As natural special cases we re-derive classical momentum and Nesterov's accelerated gradient method, lending a new intuitive…
Distributed optimization advances centralized machine learning methods by enabling parallel and decentralized learning processes over a network of computing nodes. This work provides an accelerated consensus-based distributed algorithm for…
This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…
In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…
Collaborative edge computing addresses the resource constraints of individual edge nodes by enabling resource sharing and task co-processing across multiple nodes. To fully leverage the advantages of collaborative edge computing, joint…
Network consensus optimization has received increasing attention in recent years and has found important applications in many scientific and engineering fields. To solve network consensus optimization problems, one of the most well-known…