Related papers: Lightweight Real-Time ALADIN for Distributed Optim…
This work proposes a distributed algorithm for solving empirical risk minimization problems, called L-DQN, under the master/worker communication model. L-DQN is a distributed limited-memory quasi-Newton method that supports asynchronous…
One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…
This paper proposes a structure exploiting algorithm for solving non-convex power system state estimation problems in distributed fashion. Because the power flow equations in large electrical grid networks are non-convex equality…
The inference of deep neural networks (DNNs) on resource-constrained embedded systems introduces non-trivial trade-offs among model accuracy, computational latency, and hardware limitations, particularly when real-time constraints must be…
Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…
The idea of embedding optimization problems into deep neural networks as optimization layers to encode constraints and inductive priors has taken hold in recent years. Most existing methods focus on implicitly differentiating…
The distributed optimal synchronization problem with linear quadratic cost is solved in this paper for multi-agent systems with an undirected communication topology. For the first time, the optimal synchronization problem is formulated as a…
We formulate an optimization problem for maximizing the data rate of a common message transmitted from nodes within an airborne network broadcast to a central station receiver while maintaining a set of intra-network rate demands. Assuming…
Nonlinear model predictive control~(NMPC) generally requires the solution of a non-convex optimization problem at each sampling instant under strict timing constraints, based on a set of differential equations that can often be stiff and/or…
We present a distributed quasi-Newton (DQN) method, which enables a group of agents to compute an optimal solution of a separable multi-agent optimization problem locally using an approximation of the curvature of the aggregate objective…
We propose two distributed iterative algorithms that can be used to solve, in finite time, the distributed optimization problem over quadratic local cost functions in large-scale networks. The first algorithm exhibits synchronous operation…
Distributed computing is critically important for modern statistical analysis. Herein, we develop a distributed quasi-Newton (DQN) framework with excellent statistical, computation, and communication efficiency. In the DQN method, no…
Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…
A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality…
In this paper, we consider nonlinear optimization problems with nonlinear equality constraints and bound constraints on the variables. For the solution of such problems, many augmented Lagrangian methods have been defined in the literature.…
We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…
We propose a distributed optimization method for solving a distributed model predictive consensus problem. The goal is to design a distributed controller for a network of dynamical systems to optimize a coupled objective function while…
This paper considers the distributed optimization problem where each node of a peer-to-peer network minimizes a finite sum of objective functions by communicating with its neighboring nodes. In sharp contrast to the existing literature…
In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…
Motivated by robotic trajectory optimization problems we consider the Augmented Lagrangian approach to constrained optimization. We first propose an alternative augmentation of the Lagrangian to handle the inequality case (not based on…