Related papers: Distributed Online Convex Optimization with Nonsep…
In this paper, we focus on the solution of online optimization problems that arise often in signal processing and machine learning, in which we have access to streaming sources of data. We discuss algorithms for online optimization based on…
We study the problem of constrained distributed optimization in multi-agent networks when some of the computing agents may be faulty. In this problem, the system goal is to have all the non-faulty agents collectively minimize a global…
Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…
We study the problem of estimating an unknown parameter in a distributed and online manner. Existing work on distributed online learning typically either focuses on asymptotic analysis, or provides bounds on regret. However, these results…
This paper presents a decentralized algorithm for solving distributed convex optimization problems in dynamic networks with time-varying objectives. The unique feature of the algorithm lies in its ability to accommodate a wide range of…
This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…
To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…
In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…
The goal of this paper is to investigate distributed temporal difference (TD) learning for a networked multi-agent Markov decision process. The proposed approach is based on distributed optimization algorithms, which can be interpreted as…
Multi-agent distributed optimization over a network minimizes a global objective formed by a sum of local convex functions using only local computation and communication. We develop and analyze a quantized distributed algorithm based on the…
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…
Regret has been widely adopted as the metric of choice for evaluating the performance of online optimization algorithms for distributed, multi-agent systems. However, data/model variations associated with agents can significantly impact…
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…
This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local…
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…
We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…
This paper considers the distributed online bandit optimization problem with nonconvex loss functions over a time-varying digraph. This problem can be viewed as a repeated game between a group of online players and an adversary. At each…
Constraint satisfaction is a critical component in a wide range of engineering applications, including but not limited to safe multi-agent control and economic dispatch in power systems. This study explores violation-free distributed…
This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…
We consider the setting of agents cooperatively minimizing the sum of local objectives plus a regularizer on a graph. This paper proposes a primal-dual method in consideration of three distinctive attributes of real-life multi-agent…