Related papers: Scalable Distance-based Multi-Agent Relative State…
This paper presents a scalable Bayesian technique for decentralized state estimation from multiple platforms in dynamic environments. As has long been recognized, centralized architectures impose severe scaling limitations for distributed…
We consider a multi-agent optimization problem where agents subject to local, intermittent interactions aim to minimize a sum of local objective functions subject to a global inequality constraint and a global state constraint set. In…
We consider solving nonconvex composite optimization problems in which the sum of a smooth function and a nonsmooth function is minimized. Many of convergence analyses of proximal gradient-type methods rely on global descent property…
Nonconvex optimization problems arise in different research fields and arouse lots of attention in signal processing, statistics and machine learning. In this work, we explore the accelerated proximal gradient method and some of its…
In this paper, a class of large-scale distributed nonsmooth convex optimization problem over time-varying multi-agent network is investigated. Specifically, the decision space which can be split into several blocks of convex set is…
We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…
This paper deals with a distributed state estimation problem for jointly observable multi-agent systems operated over various time-varying network topologies. The results apply when the system matrix of the system to be observed contains…
We present a fully distributed collision avoidance algorithm based on convex optimization for a team of mobile robots. This method addresses the practical case in which agents sense each other via measurements from noisy on-board sensors…
Important applications in robotic and sensor networks require distributed algorithms to solve the so-called relative localization problem: a node-indexed vector has to be reconstructed from measurements of differences between neighbor…
In this paper, we propose a unified convergence analysis for a class of generic shuffling-type gradient methods for solving finite-sum optimization problems. Our analysis works with any sampling without replacement strategy and covers many…
In this paper, we present a novel optimization algorithm designed specifically for estimating state-space models to deal with heavy-tailed measurement noise and constraints. Our algorithm addresses two significant limitations found in…
Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed-point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an…
Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…
This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…
Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…
We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…
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…
We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…
In this paper, we study the sensor selection problem for remote state estimation under the Quality-of-Service (QoS) requirement constraints. Multiple sensors are employed to observe a linear time-invariant system, and their measurements…
Differentiable simulation is a promising toolkit for fast gradient-based policy optimization and system identification. However, existing approaches to differentiable simulation have largely tackled scenarios where obtaining smooth…