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The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary…

Networking and Internet Architecture · Computer Science 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

This paper investigates the distributed computation of the well-known linear matrix equation in the form of $AXB = F$, with the matrices A, B, X, and F of appropriate dimensions, over multi-agent networks from an optimization perspective.…

Optimization and Control · Mathematics 2018-06-12 Xianlin Zeng , Shu Liang , Yiguang Hong , Jie Chen

Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class…

Optimization and Control · Mathematics 2017-12-06 Andrea Testa , Alessandro Rucco , Giuseppe Notarstefano

This work develops a robust diffusion recursive least squares algorithm to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. This algorithm minimizes an exponentially weighted…

Information Theory · Computer Science 2019-02-20 Y. Yu , R. C. de Lamare , Y. Zakharov

This paper deals with linear algebraic equations where the global coefficient matrix and constant vector are given respectively, by the summation of the coefficient matrices and constant vectors of the individual agents. Our approach is…

Optimization and Control · Mathematics 2021-05-28 Priyank Srivastava , Jorge Cortes

A scalable algorithm for solving compact banded linear systems on distributed memory architectures is presented. The proposed method factorizes the original system into two levels of memory hierarchies, and solves it using parallel cyclic…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-05 Hang Song , Kristen V. Matsuno , Jacob R. West , Akshay Subramaniam , Aditya S. Ghate , Sanjiva K. Lele

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

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…

Systems and Control · Computer Science 2017-06-13 Kaihong Lu , Gangshan Jing , Long Wang

We provide a framework for the numerical approximation of distributed optimal control problems, based on least-squares finite element methods. Our proposed method simultaneously solves the state and adjoint equations and is $\inf$--$\sup$…

Numerical Analysis · Mathematics 2023-08-03 Thomas Führer , Michael Karkulik

In this paper, we consider a least-squares (LS)-based distributed algorithm build on a sensor network to estimate an unknown parameter vector of a dynamical system, where each sensor in the network has partial information only but is…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Siyu Xie , Yaqi Zhang , Lei Guo

This paper develops distributed synchronous and asynchronous algorithms for the large-scale semi-definite programming with diagonal constraints, which has wide applications in combination optimization, image processing and community…

Optimization and Control · Mathematics 2021-04-02 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

This work develops robust diffusion recursive least squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially…

Machine Learning · Computer Science 2019-02-05 Y. Yu , H. Zhao , R. C. de Lamare , Y. Zakharov , L. Lu

Distributed algorithms for both discrete-time and continuous-time linearly solvable optimal control (LSOC) problems of networked multi-agent systems (MASs) are investigated in this paper. A distributed framework is proposed to partition the…

Machine Learning · Computer Science 2021-02-19 Neng Wan , Aditya Gahlawat , Naira Hovakimyan , Evangelos A. Theodorou , Petros G. Voulgaris

This paper develops a distributed variational quantum algorithm for solving large-scale linear equations. For a linear system of the form $Ax=b$, the large square matrix $A$ is partitioned into smaller square block submatrices, each of…

Quantum Physics · Physics 2026-04-03 Tong Shen , Zeru Zhu , Ji Liu

In this work, we develop a distributed least squares approximation (DLSA) method that is able to solve a large family of regression problems (e.g., linear regression, logistic regression, and Cox's model) on a distributed system. By…

Methodology · Statistics 2021-05-11 Xuening Zhu , Feng Li , Hansheng Wang

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…

Optimization and Control · Mathematics 2019-06-11 Saeed Soori , Konstantin Mischenko , Aryan Mokhtari , Maryam Mehri Dehnavi , Mert Gurbuzbalaban

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

Despite significant advances on distributed continuous-time optimization of multi-agent networks, there is still lack of an efficient algorithm to achieve the goal of distributed optimization at a pre-specified time. Herein, we design a…

Optimization and Control · Mathematics 2021-06-23 Jialing Zhou , Yuezu Lv , Changyun Wen , Guanghui Wen

This paper presents a novel distributed low-rank scheme and adaptive algorithms for distributed estimation over wireless networks. The proposed distributed scheme is based on a transformation that performs dimensionality reduction at each…

Information Theory · Computer Science 2017-10-03 Rodrigo C. de Lamare