Related papers: Lightweight Real-Time ALADIN for Distributed Optim…
This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
Motivated by a variety of applications in control engineering and information sciences, we study network resource allocation problems where the goal is to optimally allocate a fixed amount of resource over a network of nodes. In these…
In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…
The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…
Distributed optimization, where the computations are performed in a localized and coordinated manner using multiple agents, is a promising approach for solving large-scale optimization problems, e.g., those arising in model predictive…
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…
We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…
We consider distributed optimization problems where networked nodes cooperatively minimize the sum of their locally known convex costs. A popular class of methods to solve these problems are the distributed gradient methods, which are…
This paper addresses the problem of optimal linear filtering in a network of local estimators, commonly referred to as distributed Kalman filtering (DKF). The DKF problem is formulated within a distributed optimization framework, where…
Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…
In this paper we propose a fast optimization algorithm for approximately minimizing convex quadratic functions over the intersection of affine and separable constraints (i.e., the Cartesian product of possibly nonconvex real sets). This…
We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…
This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…
Quantum neural networks (QNNs) provide expressive probabilistic models by leveraging quantum superposition and entanglement, yet their practical training remains challenging due to highly oscillatory loss landscapes and noise inherent to…
This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…
In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…