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The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

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

We consider optimization algorithms that are open systems, that is, with external inputs and outputs. Such algorithms arise for instance, when analyzing the effect of noise or disturbance on an algorithm, or when an algorithm is part of…

Optimization and Control · Mathematics 2026-04-02 Jaap Eising , Florian Dörfler

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

Decentralized optimization is widely used in large scale and privacy preserving machine learning and various distributed control and sensing systems. It is assumed that every agent in the network possesses a local objective function, and…

Optimization and Control · Mathematics 2023-01-31 Savelii Chezhegov , Anton Novitskii , Alexander Rogozin , Sergei Parsegov , Pavel Dvurechensky , Alexander Gasnikov

This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…

Optimization and Control · Mathematics 2021-02-26 Seungjoon Lee , Hyungbo Shim

Besides the complexity in time or in number of messages, a common approach for analyzing distributed algorithms is to look at the assumptions they make on the underlying network. We investigate this question from the perspective of network…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-02 Arnaud Casteigts , Serge Chaumette , Afonso Ferreira

This paper extends algorithms that remove the fixed point bias of decentralized gradient descent to solve the more general problem of distributed optimization over subspace constraints. Leveraging the integral quadratic constraint…

Optimization and Control · Mathematics 2022-10-31 Dennis J. Marquis , Dany Abou Jaoude , Mazen Farhood , Craig A. Woolsey

This work proposes multi-agent systems setting for concurrent engineering system design optimization and gradually paves the way towards examining graph theoretic constructs in the context of multidisciplinary design optimization problem.…

Optimization and Control · Mathematics 2012-09-18 Amir Noori

We investigate the fundamental principles that drive the development of scalable algorithms for network optimization. Despite the significant amount of work on parallel and decentralized algorithms in the optimization community, the methods…

Machine Learning · Statistics 2017-08-15 Patrick Rebeschini , Sekhar Tatikonda

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

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…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

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

Methods for distributed optimization have received significant attention in recent years owing to their wide applicability in various domains. A distributed optimization method typically consists of two key components: communication and…

Optimization and Control · Mathematics 2018-06-04 Albert S. Berahas , Raghu Bollapragada , Nitish Shirish Keskar , Ermin Wei