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This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

Cooperative multi-agent reinforcement learning is a decentralized paradigm in sequential decision making where agents distributed over a network iteratively collaborate with neighbors to maximize global (network-wide) notions of rewards.…

Machine Learning · Computer Science 2021-09-27 Carlo Alfano , Patrick Rebeschini

Gradient-free optimizers allow for tackling problems regardless of the smoothness or differentiability of their objective function, but they require many more iterations to converge when compared to gradient-based algorithms. This has made…

Machine Learning · Computer Science 2024-09-24 Gawel Kus , Miguel A. Bessa

This paper considers the efficient minimization of the infinite time average of a stationary ergodic process in the space of a handful of design parameters which affect it. Problems of this class, derived from physical or numerical…

Optimization and Control · Mathematics 2019-10-29 Pooriya Beyhaghi , Ryan Alimo , Thomas Bewley

We consider a class of hierarchical multi-agent optimization problems over networks where agents seek to compute an approximate solution to a single-stage stochastic mathematical program with equilibrium constraints (MPEC). MPECs subsume…

Optimization and Control · Mathematics 2024-03-14 Mohammadjavad Ebrahimi , Uday V. Shanbhag , Farzad Yousefian

Stochastic gradient methods for machine learning and optimization problems are usually analyzed assuming data points are sampled \emph{with} replacement. In practice, however, sampling \emph{without} replacement is very common, easier to…

Machine Learning · Computer Science 2016-10-18 Ohad Shamir

This paper investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multi-agent network, where each individual agent is only able to access partial…

Optimization and Control · Mathematics 2020-07-15 Xiuxian Li , Xinlei Yi , Lihua Xie

Cooperative driving at signal-free intersections, which aims to improve driving safety and efficiency for connected and automated vehicles, has attracted increasing interest in recent years. However, existing cooperative driving strategies…

Systems and Control · Electrical Eng. & Systems 2021-04-29 Huaxin Pei , Yuxiao Zhang , Yi Zhang , Shuo Feng

Gradient-based methods are well-suited for derivative-free optimization (DFO), where finite-difference (FD) estimates are commonly used as gradient surrogates. Traditional stochastic approximation methods, such as Kiefer-Wolfowitz (KW) and…

Optimization and Control · Mathematics 2025-03-03 Guo Liang , Guangwu Liu , Kun Zhang

This paper designs a cooperative activity detection framework for massive grant-free random access in the sixth-generation (6G) cell-free wireless networks based on the covariance of the received signals at the access points (APs). In…

Information Theory · Computer Science 2020-09-10 Xiaodan Shao , Xiaoming Chen , Derrick Wing Kwan Ng , Caijun Zhong , Zhaoyang Zhang

This paper considers the problem of decentralized optimization on compact submanifolds, where a finite sum of smooth (possibly non-convex) local functions is minimized by $n$ agents forming an undirected and connected graph. However, the…

Optimization and Control · Mathematics 2025-06-10 Jun Chen , Lina Liu , Tianyi Zhu , Yong Liu , Guang Dai , Yunliang Jiang , Ivor W. Tsang

Often times, individuals working together as a team can solve hard problems beyond the capability of any individual in the team. Cooperative optimization is a newly proposed general method for attacking hard optimization problems inspired…

Computer Vision and Pattern Recognition · Computer Science 2007-05-23 Xiaofei Huang

We study a class of cooperative multi-agent optimization problems, where each agent is associated with a local action vector and a local cost, and the goal is to cooperatively find the joint action profile that minimizes the average of the…

Optimization and Control · Mathematics 2021-02-24 Yujie Tang , Zhaolin Ren , Na Li

This paper presents a novel accelerated distributed algorithm for unconstrained consensus optimization over static undirected networks. The proposed algorithm combines the benefits of acceleration from momentum, the robustness of the…

Optimization and Control · Mathematics 2024-05-15 Eduardo Sebastián , Mauro Franceschelli , Andrea Gasparri , Eduardo Montijano , Carlos Sagüés

In recent years, there is a growing need to train machine learning models on a huge volume of data. Designing efficient distributed optimization algorithms for empirical risk minimization (ERM) has therefore become an active and challenging…

Optimization and Control · Mathematics 2019-11-19 Ching-pei Lee , Kai-Wei Chang

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

Optimization and control of complex unsteady flows remains an important challenge due to the large cost of performing a function evaluation, i.e. a full computational fluid dynamics (CFD) simulation. Reducing the number of required function…

Fluid Dynamics · Physics 2023-01-31 A. Quirós Rodríguez , M. Fosas de Pando , T. Sayadi

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

This work considered an online distributed optimization problem, with a group of agents whose local objective functions vary with time. Moreover, the value of the objective function is revealed to the corresponding agent after the decision…

Optimization and Control · Mathematics 2021-08-16 Yipeng Pang , Guoqiang Hu