Related papers: A decentralised forward-backward-type algorithm wi…
We investigate the asymptotic behavior of a stochastic version of the forward-backward splitting algorithm for finding a zero of the sum of a maximally monotone set-valued operator and a cocoercive operator in Hilbert spaces. Our general…
We consider the problem of finding the minimization of the sum of a convex function and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators. We…
Decentralized optimization methods have been in the focus of optimization community due to their scalability, increasing popularity of parallel algorithms and many applications. In this work, we study saddle point problems of sum type,…
We study asynchronous distributed decision-making for scalable multi-agent bandit submodular maximization. We are motivated by distributed information-gathering tasks in unknown environments and under heterogeneous inter-agent communication…
We improve the understanding of the $\textit{golden ratio algorithm}$, which solves monotone variational inequalities (VI) and convex-concave min-max problems via the distinctive feature of adapting the step sizes to the local Lipschitz…
It is common to encounter large-scale monotone inclusion problems where the objective has a finite sum structure. We develop a general framework for variance-reduced forward-backward splitting algorithms for this problem. This framework…
We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…
In this article, we present a finite time stopping criterion for consensus algorithms in networks with dynamic communication topology. Recent results provide asymptotic convergence to the consensus algorithm. However, the asymptotic…
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…
Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…
This paper proposes a novel game-theoretical autonomous decision-making framework to address a task allocation problem for a swarm of multiple agents. We consider cooperation of self-interested agents, and show that our proposed…
We consider a problem where autonomous agents enter a dynamic and unknown environment described by a network of weighted arcs. These agents move within the network from node to node according to a decentralized policy using only local…
The forward-backward splitting technique is a popular method for solving monotone inclusions that has applications in optimization. In this paper we explore the behaviour of the algorithm when the inclusion problem has no solution. We…
Heterogeneous networks comprise agents with varying capabilities in terms of computation, storage, and communication. In such settings, it is crucial to factor in the operating characteristics in allowing agents to choose appropriate…
In this paper, we study the strong convergence of two Mann-type inertial extragradient algorithms, which are devised with a new step size, for solving a variational inequality problem with a monotone and Lipschitz continuous operator in…
We propose a numerical algorithm for computing approximately optimal solutions of the matching for teams problem. Our algorithm is efficient for problems involving large number of agent categories and allows for non-discrete agent type…
In this work, we develop a convergence framework for iterative algorithms whose updates can be described by a one-parameter family of nonexpansive operators. Within the framework, each step involving one of the main algorithmic operators is…
We revisit the problem of solving two-player zero-sum games in the decentralized setting. We propose a simple algorithmic framework that simultaneously achieves the best rates for honest regret as well as adversarial regret, and in addition…
Tseng's algorithm finds a zero of the sum of a maximally monotone operator and a monotone continuous operator by evaluating the latter twice per iteration. In this paper, we modify Tseng's algorithm for finding a zero of the sum of three…
Computer-use agents provide a promising path toward general software automation because they can interact directly with arbitrary graphical user interfaces instead of relying on brittle, application-specific integrations. Despite recent…