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Iterative distributed optimization algorithms involve multiple agents that communicate with each other, over time, in order to minimize/maximize a global objective. In the presence of unreliable communication networks, the…
Optimization underpins many of the challenges that science and technology face on a daily basis. Recent years have witnessed a major shift from traditional optimization paradigms grounded on batch algorithms for medium-scale problems to…
We combine two advanced ideas widely used in optimization for machine learning: shuffling strategy and momentum technique to develop a novel shuffling gradient-based method with momentum, coined Shuffling Momentum Gradient (SMG), for…
Derivative-free optimization (DFO) has recently gained a lot of momentum in machine learning, spawning interest in the community to design faster methods for problems where gradients are not accessible. While some attention has been given…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…
This paper studies a distributed multi-agent convex optimization problem. The system comprises multiple agents in this problem, each with a set of local data points and an associated local cost function. The agents are connected to a…
The Primal-Dual hybrid gradient (PDHG) method is a powerful optimization scheme that breaks complex problems into simple sub-steps. Unfortunately, PDHG methods require the user to choose stepsize parameters, and the speed of convergence is…
Multi-objective optimization (MOO) lies at the core of many machine learning (ML) applications that involve multiple, potentially conflicting objectives (e.g., multi-task learning, multi-objective reinforcement learning, among many others).…
The push-sum algorithm is probably the most important distributed averaging approach over directed graphs, which has been applied to various problems including distributed optimization. This paper establishes the explicit absolute…
This paper is concerned with multi-agent optimization problem. A distributed randomized gradient-free mirror descent (DRGFMD) method is developed by introducing a randomized gradient-free oracle in the mirror descent scheme where the…
Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…
We propose two variants of the Primal Dual Hybrid Gradient (PDHG) algorithm for saddle point problems with block decomposable duals, hereafter called Multi-Timescale PDHG (MT-PDHG) and its accelerated variant (AMT-PDHG). Through novel…
Gradient-free optimizers allow for tackling problems regardless of the smoothness or differentiability of their objective function, but they require many more iterations to converge when compared to gradient-based algorithms. This has made…
This paper proposes an accelerated consensus-based distributed iterative algorithm for resource allocation and scheduling. The proposed gradient-tracking algorithm introduces an auxiliary variable to add momentum towards the optimal state.…
Optimization with time-dependent partial differential equations (PDEs) as constraints {appears} in many science and engineering applications. The associated first-order necessary optimality system consists of one forward and one backward…
Zeroth-order (ZO) optimization is widely used to handle challenging tasks, such as query-based black-box adversarial attacks and reinforcement learning. Various attempts have been made to integrate prior information into the gradient…
This work proposes multi-agent systems setting for concurrent engineering system design optimization and gradually paves the way towards examining graph theoretic constructs in the context of multidisciplinary design optimization problem.…
This paper studies a distributed continuous-time aggregative optimization problem, which is a fundamental problem in the price-based energy management. The objective of the distributed aggregative optimization is to minimize the sum of…
The purpose of this paper is to introduce two new classes of accelerated distributed proximal conjugate gradient algorithms for multi-agent constrained optimization problems; given as minimization of a function decomposed as a sum of M…