Related papers: Delay-Robust Primal-Dual Dynamics for Distributed …
This paper proposes methods to handle the problem of delay range stability analysis for a linear coupled differential-difference system (CDDS) with distributed delays subject to dissipative constraints. The model of linear CDDS contains…
The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…
Distributed optimization finds applications in large-scale machine learning, data processing and classification over multi-agent networks. In real-world scenarios, the communication network of agents may encounter latency that may affect…
The primal-dual hybrid gradient (PDHG) algorithm is popular in solving min-max problems which are being widely used in a variety of areas. To improve the applicability and efficiency of PDHG for different application scenarios, we focus on…
We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…
Robustness is established for the predictor feedback for linear time-invariant systems with respect to possibly time-varying perturbations of the input delay, with a constant nominal delay. Prior results have addressed qualitatively…
This paper develops a distributed model predictive control (DMPC) strategy for a class of discrete-time linear systems with consideration of globally coupled constraints. The DMPC under study is based on the dual problem concerning all…
Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…
This paper studies the distributed model predictive control (DMPC) problem for distributed discrete-time linear systems with both local and global constraints over directed communication networks. We establish an optimization problem to…
This paper develops a primal-dual dynamical system where the coefficients are designed in closed-loop way for solving a convex optimization problem with linear equality constraints. We first introduce a ``second-order primal" +…
Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…
While distributed parameter estimation has been extensively studied in the literature, little has been achieved in terms of robust analysis and tuning methods in the presence of disturbances. However, disturbances such as measurement noise…
This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…
Model Predictive Control (MPC) is a versatile approach capable of accommodating diverse control requirements that holds significant promise for a broad spectrum of industrial applications. Noteworthy challenges associated with MPC include…
Communication overhead is the key challenge for distributed training. Gradient compression is a widely used approach to reduce communication traffic. When combining with parallel communication mechanism method like pipeline, gradient…
Asynchronous stochastic gradient descent (SGD) enables scalable distributed training but suffers from gradient staleness. Existing mitigation strategies, such as delay-adaptive learning rates and staleness-aware filtering, typically…
Trajectory optimization considers the problem of deciding how to control a dynamical system to move along a trajectory which minimizes some cost function. Differential Dynamic Programming (DDP) is an optimal control method which utilizes a…
In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…
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…
The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…