arXiv subjects

Andrea Garulli

Publications and source records attributed to Andrea Garulli.

23 records · Page 2Linked to original sources

arXiv2019

A Distributed Asynchronous Method of Multipliers for Constrained Nonconvex Optimization

This paper presents a fully asynchronous and distributed approach for tackling optimization problems in which both the objective function and the constraints may be nonconvex. In the considered network setting each node is active upon triggering of a local timer and has access only to a portion of the objective function and to a subset of the constraints. In the proposed technique, based on the method of multipliers, each node performs, when it wakes up, either a descent step on a local augmented Lagrangian or an ascent step on the local multiplier vector. Nodes realize when to switch from the descent step to the ascent one through an asynchronous distributed logic-AND, which detects when all the nodes have reached a predefined tolerance in the minimization of the augmented Lagrangian. It is shown that the resulting distributed algorithm is equivalent to a block coordinate descent for the minimization of the global augmented Lagrangian. This allows one to extend the properties of the centralized method of multipliers to the considered distributed framework. Two application examples are presented to validate the proposed approach: a distributed source localization problem and the parameter estimation of a neural network.

math.OC↗

arXiv2018

Distributed interpolatory algorithms for set membership estimation

This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a suitable feasible set. Two distributed algorithms are considered, based on projections of the estimate of each agent onto its local feasible set. The main contribution of the paper is to show that such algorithms are asymptotic interpolatory estimators, i.e. they converge to an element of the global feasible set, under the assumption that the feasible set associated to each measurement is convex. The proposed techniques are demonstrated on a distributed linear regression estimation problem.

math.OC↗

arXiv2018

Asynchronous Distributed Method of Multipliers for Constrained Nonconvex Optimization

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 of Multipliers, in which each node wakes up in an uncoordinated fashion and performs either a descent step on a local Augmented Lagrangian or an ascent step on the local multiplier vector. These two phases are regulated by a distributed logic-AND, which allows nodes to understand when the descent on the (whole) Augmented Lagrangian is sufficiently small. We show that this distributed algorithm is equivalent to a block coordinate descent algorithm for the minimization of the Augmented Lagrangian followed by an update of the whole multiplier vector. Thus, the proposed algorithm inherits the convergence properties of the Method of Multipliers.

math.OC↗

arXiv2017

An improved lion strategy for the lion and man problem

In this paper, a novel lion strategy for David Gale's lion and man problem is proposed. The devised approach enhances a popular strategy proposed by Sgall, which relies on the computation of a suitable "center". The key idea of the new strategy is to update the center at each move, instead of computing it once and for all at the beginning of the game. Convergence of the proposed lion strategy is proven and an upper bound on the game length is derived, which dominates the existing bounds.

math.OC↗

arXiv2016

Asymptotic analysis of threshold models for social networks

A class of dynamic threshold models is proposed, for describing the upset of collective actions in social networks. The agents of the network have to decide whether to undertake a certain action or not. They make their decision by comparing the activity level of their neighbors with a time-varying threshold, evolving according to a time-invariant opinion dynamic model. Key features of the model are a parameter representing the degree of self-confidence of the agents, and the mechanism adopted by the agents to evaluate the activity level of their neighbors. The case in which a radical agent, initially eager to undertake the action, interacts with a group of ordinary agents, is considered. The main contribution of the paper is the complete analytic characterization of the asymptotic behaviors of the network, for three different graph topologies. The asymptotic activity patterns are determined as a function of the self-confidence parameter and of the initial threshold of the ordinary agents.

cs.SI↗