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We model equilibrium allocations in a distribution network as the solution of a linear program (LP) which minimizes the cost of unserved demands across nodes in the network. The constraints in the LP dictate that once a given node's supply…

Optimization and Control · Mathematics 2017-06-20 Jose Blanchet , Juan Li , Marvin K. Nakayama

We consider distributed statistical optimization in one-shot setting, where there are $m$ machines each observing $n$ i.i.d. samples. Based on its observed samples, each machine then sends an $O(\log(mn))$-length message to a server, at…

Machine Learning · Computer Science 2019-11-12 Arsalan Sharifnassab , Saber Salehkaleybar , S. Jamaloddin Golestani

Drift analysis is a powerful tool for analyzing the time complexity of evolutionary algorithms. However, it requires manual construction of drift functions to bound hitting time for each specific algorithm and problem. To address this…

Neural and Evolutionary Computing · Computer Science 2026-03-04 Jun He , Siang Yew Chong , Xin Yao

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We present a novel distributed probabilistic bisection algorithm using social learning with application to target localization. Each agent in the network first constructs a query about the target based on its local information and obtains a…

Social and Information Networks · Computer Science 2016-12-30 Athanasios Tsiligkaridis , Theodoros Tsiligkaridis

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…

Optimization and Control · Mathematics 2017-12-27 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…

Optimization and Control · Mathematics 2023-09-06 Xunhao Wu , Jun Fu

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

Evacuation plans have been historically used as a safety measure for the construction of buildings. The existing crowd simulators require fully-modeled 3D environments and enough time to prepare and simulate scenarios, where the…

Multiagent Systems · Computer Science 2020-10-02 Estevso Testa , Rodrigo C. Barros , Soraia Raupp Musse

The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…

Methodology · Statistics 2017-05-04 Daniel W. Meyer

We introduce a new benchmark problem called Deceptive Leading Blocks (DLB) to rigorously study the runtime of the Univariate Marginal Distribution Algorithm (UMDA) in the presence of epistasis and deception. We show that simple Evolutionary…

Neural and Evolutionary Computing · Computer Science 2019-07-30 Per Kristian Lehre , Phan Trung Hai Nguyen

Expectation propagation (EP) is a family of algorithms for performing approximate inference in probabilistic models. The updates of EP involve the evaluation of moments -- expectations of certain functions -- which can be estimated from…

Machine Learning · Statistics 2024-10-30 Jonathan So , Richard E. Turner

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Gersende Fort , Walid Hachem

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…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Wentao Tang , Prodromos Daoutidis

A hybrid evolutionary algorithm with importance sampling method is proposed for multi-dimensional optimization problems in this paper. In order to make use of the information provided in the search process, a set of visited solutions is…

Neural and Evolutionary Computing · Computer Science 2013-08-26 Guanghui Huang , Zhifeng Pan

For many applications, an ensemble of base classifiers is an effective solution. The tuning of its parameters(number of classes, amount of data on which each classifier is to be trained on, etc.) requires G, the generalization error of a…