Related papers: Distributed Quasi-Newton Method for Multi-Agent Op…
We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…
This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…
Deep Q-learning method is one of the most popularly used deep reinforcement learning algorithms which uses deep neural networks to approximate the estimation of the action-value function. Training of the deep Q-network (DQN) is usually…
Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…
The growth in sizes of large-scale systems and data in machine learning have made distributed optimization a naturally appealing technique to solve decision problems in different contexts. In such methods, each agent iteratively carries out…
This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…
In this paper, we consider distributed optimization problems over a multi-agent network, where each agent can only partially evaluate the objective function, and it is allowed to exchange messages with its immediate neighbors. Differently…
Quasi-Newton (QN) methods provide an efficient alternative to second-order methods for minimizing smooth unconstrained problems. While QN methods generally compose a Hessian estimate based on one secant interpolation per iteration,…
We propose a scalable, distributed algorithm for the optimal transport of large-scale multi-agent systems. We formulate the problem as one of steering the collective towards a target probability measure while minimizing the total cost of…
We present an algorithm for minimizing a sum of functions that combines the computational efficiency of stochastic gradient descent (SGD) with the second order curvature information leveraged by quasi-Newton methods. We unify these…
This paper considers the problem of distributed multi-agent learning, where the global aim is to minimize a sum of local objective (empirical loss) functions through local optimization and information exchange between neighbouring nodes. We…
We propose a decentralized penalty method for general convex constrained multi-agent optimization problems. Each auxiliary penalized problem is solved approximately with a special parallel descent splitting method. The method can be…
Communication efficiency is a major bottleneck in the applications of distributed networks. To address the problem, the problem of quantized distributed optimization has attracted a lot of attention. However, most of the existing quantized…
In this paper, a distributed subgradient-based algorithm is proposed for continuous-time multi-agent systems to search a feasible solution to convex inequalities. The algorithm involves each agent achieving a state constrained by its own…
In this paper, we consider the composite optimization problems over the Stiefel manifold. A successful method to solve this class of problems is the proximal gradient method proposed by Chen et al. Motivated by the proximal Newton-type…
This paper considers the distributed optimization problem where each node of a peer-to-peer network minimizes a finite sum of objective functions by communicating with its neighboring nodes. In sharp contrast to the existing literature…
We consider a class of distributed optimization problem where the objective function consists of a sum of strongly convex and smooth functions and a (possibly nonsmooth) convex regularizer. A multi-agent network is assumed, where each agent…
In this paper, we investigate the distributed shortest distance optimization problem for a multi-agent network to cooperatively minimize the sum of the quadratic distances from some convex sets, where each set is only associated with one…
In this paper, we aim to solve a distributed optimization problem with affine coupling constraints in a multi-agent network, where the cost function of the agents is composed of smooth and possibly non-smooth parts. To solve this problem,…
A distributed discrete-time algorithm is proposed for multi-agent networks to achieve a common least squares solution of a group of linear equations, in which each agent only knows some of the equations and is only able to receive…