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This paper proposes a distributed optimization algorithm with a convergence time that can be assigned in advance according to task requirements. To this end, a sliding manifold is introduced to achieve the sum of local gradients approaching…

Optimization and Control · Mathematics 2024-12-31 Renyongkang Zhang , Ge Guo , Zeng-di Zhou

This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…

Optimization and Control · Mathematics 2022-08-26 Yongyang Xiong , Xiang Li , Keyou You , Ligang Wu

This paper considers the problem of designing a dynamical system to solve constrained optimization problems in a distributed way and in an anytime fashion (i.e., such that the feasible set is forward invariant). For problems with separable…

Optimization and Control · Mathematics 2023-09-07 Pol Mestres , Jorge Cortés

This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…

Optimization and Control · Mathematics 2022-03-15 Ana M. Ospina , Andrea Simonetto , Emiliano Dall'Anese

There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…

Optimization and Control · Mathematics 2021-11-29 Emiliano Dall'Anese , Andrea Simonetto , Stephen Becker , Liam Madden

This paper develops an algorithmic framework for real-time optimization of distribution-level distributed energy resources (DERs). The proposed framework optimizes the operation of both DERs that are individually controllable and groups of…

Optimization and Control · Mathematics 2019-02-28 Andrey Bernstein , Emiliano Dall'Anese

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…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

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…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

In this note, we study distributed time-varying optimization for a multi-agent system. We first focus on a class of time-varying quadratic cost functions, and develop a new distributed algorithm that integrates an average estimator and an…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Liangze Jiang , Zheng-Guang Wu , Lei Wang

Time distributed optimization is an implementation strategy that can significantly reduce the computational burden of model predictive control by exploiting its robustness to incomplete optimization. When using this strategy, optimization…

Optimization and Control · Mathematics 2020-04-14 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

Optimization and Control · Mathematics 2020-05-28 Xiuxian Li , Lihua Xie , Yiguang Hong

We propose a continuous-time second-order optimization algorithm for solving unconstrained convex optimization problems with bounded Hessian. We show that this alternative algorithm has a comparable convergence rate to that of the…

Optimization and Control · Mathematics 2021-05-21 Hossein Moradian , Solmaz S. Kia

Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Yan Chen , Alexander L. Fradkov , Keli Fu , Xiaozheng Fu , Tao Li

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

Optimization and Control · Mathematics 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

This paper introduces extremum seeking (ES) algorithms designed to achieve perfect tracking of arbitrary time-varying extremum. In contrast to classical ES approaches that employ constant frequencies and controller gains, our algorithms…

Optimization and Control · Mathematics 2024-02-23 Cemal Tugrul Yilmaz , Mamadou Diagne , Miroslav Krstic

In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without…

Machine Learning · Computer Science 2017-08-28 Shun Zheng , Jialei Wang , Fen Xia , Wei Xu , Tong Zhang

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…

Optimization and Control · Mathematics 2018-09-05 Gesualdo Scutari , Ying Sun

This paper studies a distributed continuous-time aggregative optimization problem, which is a fundamental problem in the price-based energy management. The objective of the distributed aggregative optimization is to minimize the sum of…

Optimization and Control · Mathematics 2023-09-26 Xin Cai , Feng Xiao , Bo Wei , Aiping 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