Related papers: Towards Parameter-free Distributed Optimization: a…
In this paper, we develop a novel dynamic distributed optimal safe consensus protocol to simultaneously achieve safety requirements and output optimal consensus. Specifically, we construct a distributed projection optimization algorithm…
In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…
Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…
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…
The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…
This paper studies performative risk minimization, a formulation of stochastic optimization under decision-dependent distributions. We consider the general case where the performative risk can be non-convex, for which we develop efficient…
In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…
This paper contributes with a new formal method of spatial discretization of a class of nonlinear distributed parameter systems that allow a port-Hamiltonian representation over a one dimensional manifold. A specific finite dimensional…
This paper investigates the problem of data-driven modeling of port-Hamiltonian systems while preserving their intrinsic Hamiltonian structure and stability properties. We propose a novel neural-network-based port-Hamiltonian modeling…
Distributed optimization often consists of two updating phases: local optimization and inter-node communication. Conventional approaches require working nodes to communicate with the server every one or few iterations to guarantee…
Distributed abstract programs are a novel class of distributed optimization problems where (i) the number of variables is much smaller than the number of constraints and (ii) each constraint is associated to a network node. Abstract…
Within the realm of industrial technology, optimization methods play a pivotal role and are extensively applied across various sectors, including transportation engineering, robotics, and machine learning. With the surge in data volumes,…
Decentralized optimization is well studied for smooth unconstrained problems. However, constrained problems or problems with composite terms are an open direction for research. We study structured (or composite) optimization problems, where…
We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…
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…
Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…
We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…
We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…
Meta learning aims at learning how to solve tasks, and thus it allows to estimate models that can be quickly adapted to new scenarios. This work explores distributionally robust minimization in meta learning for system identification.…
Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…