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We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…

Optimization and Control · Mathematics 2022-07-14 Yiheng Lin , Judy Gan , Guannan Qu , Yash Kanoria , Adam Wierman

We consider a smoothed online convex optimization (SOCO) problem with predictions, where the learner has access to a finite lookahead window of time-varying stage costs, but suffers a switching cost for changing its actions at each stage.…

Optimization and Control · Mathematics 2023-10-16 Spandan Senapati , Ashwin Shenai , Ketan Rajawat

This paper studies the decentralized online convex optimization problem for heterogeneous linear multi-agent systems. Agents have access to their time-varying local cost functions related to their own outputs, and there are also…

Optimization and Control · Mathematics 2022-07-05 Yang Yu , Xiuxian Li , Li Li , Lihua Xie

Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…

Optimization and Control · Mathematics 2023-12-05 Aleksandr Lobanov , Andrew Veprikov , Georgiy Konin , Aleksandr Beznosikov , Alexander Gasnikov , Dmitry Kovalev

This paper focuses on a multi-agent zeroth-order online optimization problem in a federated learning setting for target tracking. The agents only sense their current distances to their targets and aim to maintain a minimum safe distance…

Machine Learning · Computer Science 2023-06-12 Ege C. Kaya , M. Berk Sahin , Abolfazl Hashemi

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

Optimization and Control · Mathematics 2018-12-18 Angelia Nedić , Alex Olshevsky , Wei Shi

We study decentralized asynchronous multiagent optimization over networks, modeled as static (possibly directed) graphs. The optimization problem consists of minimizing a (possibly nonconvex) smooth function--the sum of the agents' local…

Optimization and Control · Mathematics 2020-02-03 Ye Tian , Ying Sun , Gesualdo Scutari

We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…

Optimization and Control · Mathematics 2023-12-12 Dmitry Metelev , Aleksandr Beznosikov , Alexander Rogozin , Alexander Gasnikov , Anton Proskurnikov

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

This paper studies decentralized online convex optimization in a networked multi-agent system and proposes a novel algorithm, Learning-Augmented Decentralized Online optimization (LADO), for individual agents to select actions only based on…

Machine Learning · Computer Science 2024-10-21 Pengfei Li , Jianyi Yang , Adam Wierman , Shaolei Ren

We consider cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific possibly…

Optimization and Control · Mathematics 2017-06-27 Erfan Yazdandoost Hamedani , Necdet Serhat Aybat

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…

Optimization and Control · Mathematics 2021-08-20 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra

This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the…

Optimization and Control · Mathematics 2014-08-25 Solmaz S. Kia , Jorge Cortes , Sonia Martinez

Decentralized online convex optimization (D-OCO), where multiple agents within a network collaboratively learn optimal decisions in real-time, arises naturally in applications such as federated learning, sensor networks, and multi-agent…

Machine Learning · Statistics 2026-01-14 Hao Qiu , Mengxiao Zhang , Juliette Achddou

We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or…

Optimization and Control · Mathematics 2024-05-29 Dmitry Kovalev , Ekaterina Borodich , Alexander Gasnikov , Dmitrii Feoktistov

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…

Optimization and Control · Mathematics 2021-12-24 Navjot Singh , Xuanyu Cao , Suhas Diggavi , Tamer Basar

This paper considers a distributed optimization problem over a multi-agent network, in which the objective function is a sum of individual cost functions at the agents. We focus on the case when communication between the agents is described…

Optimization and Control · Mathematics 2017-11-01 Chenguang Xi , Van Sy Mai , Ran Xin , Eyad H. Abed , Usman A. Khan

Distributed online convex optimization (D-OCO) is a powerful paradigm for modeling distributed scenarios with streaming data. However, the communication cost between local learners and the central server is substantial in large-scale…

Machine Learning · Computer Science 2026-04-13 Sifan Yang , Dan-Yue Li , Lijun Zhang
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