English
Related papers

Related papers: A modified Consensus-Based Optimization model: con…

200 papers

Solving optimization problems in multi-agent systems (MAS) involves information exchange between agents. These solutions must be robust to delays and errors that arise from an unreliable wireless network which typically connects the MAS. In…

Dynamical Systems · Mathematics 2019-12-19 Arunselvan Ramaswamy , Adrian Redder , Daniel E. Quevedo

In this paper, we propose consensus-based optimization for saddle point problems (CBO-SP), a novel multi-particle metaheuristic derivative-free optimization method capable of provably finding global Nash equilibria. Following the idea of…

Optimization and Control · Mathematics 2024-08-05 Hui Huang , Jinniao Qiu , Konstantin Riedl

We extend a multi-agent convex-optimization algorithm named Newton-Raphson consensus to a network scenario that involves directed, asynchronous and lossy communications. We theoretically analyze the stability and performance of the…

Optimization and Control · Mathematics 2017-04-21 Ruggero Carli , Giuseppe Notarstefano , Luca Schenato , Damiano Varagnolo

We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Probability · Mathematics 2024-12-09 Katharina Schuh , Iain Souttar

In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…

Optimization and Control · Mathematics 2022-08-03 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

Optimization and Control · Mathematics 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

We propose a localized consensus-based method for sampling from non-Gaussian distributions. This method arises from an alternative derivation of consensus-based sampling (CBS). Starting from ensemble-preconditioned Langevin dynamics, we…

Numerical Analysis · Mathematics 2025-11-14 Arne Bouillon , Alexander Bodard , Panagiotis Patrinos , Dirk Nuyens , Giovanni Samaey

This paper proposes model reduction approaches for consensus network systems based on a given clustering of the underlying graph. Namely, given a consensus network system of time-scaled agents evolving over a weighted undirected graph and a…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Ralph Sabbagh , Dany Abou Jaoude

This paper proposes the first distributed algorithm that solves the weight-balancing problem using only finite rate and simplex communications among nodes, compliant with the directed nature of the graph edges. It is proved that the…

Optimization and Control · Mathematics 2020-03-03 Chang-Shen Lee , Nicolò Michelusi , Gesualdo Scutari

In this paper we provide a rigorous convergence analysis for the renowned particle swarm optimization method by using tools from stochastic calculus and the analysis of partial differential equations. Based on a time-continuous formulation…

Numerical Analysis · Mathematics 2024-08-05 Hui Huang , Jinniao Qiu , Konstantin Riedl

This paper studies the continuous-time distributed optimization of a sum of convex functions over directed graphs. Contrary to what is known in the consensus literature, where the same dynamics works for both undirected and directed…

Optimization and Control · Mathematics 2015-03-20 Bahman Gharesifard , Jorge Cortes

A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…

Probability · Mathematics 2024-08-13 Daniel Hernández-Hernández , Joshué Helí Ricalde-Guerrero

In this paper, we develop a novel dynamic distributed optimal safe consensus protocol to simultaneously achieve safety requirements and output optimal consensus. Specifically, we construct a distributed projection optimization algorithm…

Optimization and Control · Mathematics 2024-01-15 Ji Ma , Shu Liang , Yiguang Hong

This paper studies a distributed algorithm for constrained consensus optimization that is obtained by fusing the Arrow-Hurwicz-Uzawa primal-dual gradient method for centralized constrained optimization and the Wang-Elia method for…

Optimization and Control · Mathematics 2025-03-11 Xiaoxing Ren , Michelangelo Bin , Ivano Notarnicola , Thomas Parisini

We investigate the conditional McKean-Vlasov stochastic differential equations with jumps and Markovian regime-switching. We establish the strong wellposedness using L2-Wasser-stein distance on the Wasserstein space. Also, we establish the…

Probability · Mathematics 2023-04-18 Jinghai Shao , Taoran Tian , Shen Wang

The weighted median mechanism provides a robust alternative to weighted averaging in opinion dynamics. Existing models, however, are predominantly formulated on pairwise interaction graphs, which limits their ability to represent…

Systems and Control · Electrical Eng. & Systems 2026-01-13 Lingrui Chen , Xu Zhang , Fanpeng Song , Fang Wang , Cunquan Qu , Zhixin Liu

We introduce a general mathematical framework for distributed algorithms, and a monotonicity property frequently satisfied in application. These properties are leveraged to provide finite-time guarantees for converging algorithms, suited…

Systems and Control · Electrical Eng. & Systems 2020-07-31 James Melbourne , Govind Saraswat , Vivek Khatana , Sourav Patel , Murti V. Salapaka

We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…

Optimization and Control · Mathematics 2015-11-06 Damiano Varagnolo , Filippo Zanella , Angelo Cenedese , Gianluigi Pillonetto , Luca Schenato

This work interprets and generalizes consensus-type algorithms as switching dynamics leading to symmetrization of some vector variables with respect to the actions of a finite group. We show how the symmetrization framework we develop…

Quantum Physics · Physics 2015-06-17 Luca Mazzarella , Francesco Ticozzi , Alain Sarlette

Robot swarms require cohesive collective behaviour to address diverse challenges, including shape formation and decision-making. Existing approaches often treat consensus in discrete and continuous decision spaces as distinct problems. We…

Robotics · Computer Science 2025-08-26 Aalok Patwardhan , Andrew J. Davison