arXiv subjects

Giuseppe Notarstefano

Publications and source records attributed to Giuseppe Notarstefano.

At least 73 records · Page 4Linked to original sources

arXiv2019

Distributed Mixed-Integer Linear Programming via Cut Generation and Constraint Exchange

Many problems of interest for cyber-physical network systems can be formulated as Mixed-Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithmic framework to solve this class of optimization problems in a peer-to-peer network with no coordinator and with limited computation and communication capabilities. At each communication round, agents locally solve a small linear program, generate suitable cutting planes and communicate a fixed number of active constraints. Within the distributed framework, we first propose an algorithm that, under the assumption of integer-valued optimal cost, guarantees finite-time convergence to an optimal solution. Second, we propose an algorithm for general problems that provides a suboptimal solution up to a given tolerance in a finite number of communication rounds. Both algorithms work under asynchronous, directed, unreliable networks. Finally, through numerical computations, we analyze the algorithm scalability in terms of the network size. Moreover, for a multi-agent multi-task assignment problem, we show, consistently with the theory, its robustness to packet loss.

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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.

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arXiv2018

Distributed Submodular Minimization over Networks: a Greedy Column Generation Approach

Submodular optimization is a special class of combinatorial optimization arising in several machine learning problems, but also in cooperative control of complex systems. In this paper, we consider agents in an asynchronous, unreliable and time-varying directed network that aim at cooperatively solving submodular minimization problems in a fully distributed way. The challenge is that the (submodular) objective set-function is only partially known by agents, that is, each one is able to evaluate the function only for subsets including itself. We propose a distributed algorithm based on a proper linear programming reformulation of the combinatorial problem. Our algorithm builds on a column generation approach in which each agent maintains a local candidate basis and locally generates columns with a suitable greedy inner routine. A key interesting feature of the proposed algorithm is that the pricing problem, which involves an exponential number of constraints, is solved by the agents through a polynomial time greedy algorithm. We prove that the proposed distributed algorithm converges in finite time to an optimal solution of the submodular minimization problem and we corroborate the theoretical results by performing numerical computations on instances of the $s$--$t$ minimum graph cut problem.

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arXiv2018

A Primal Decomposition Method with Suboptimality Bounds for Distributed Mixed-Integer Linear Programming

In this paper we deal with a network of agents seeking to solve in a distributed way Mixed-Integer Linear Programs (MILPs) with a coupling constraint (modeling a limited shared resource) and local constraints. MILPs are NP-hard problems and several challenges arise in a distributed framework, so that looking for suboptimal solutions is of interest. To achieve this goal, the presence of a linear coupling calls for tailored decomposition approaches. We propose a fully distributed algorithm based on a primal decomposition approach and a suitable tightening of the coupling constraints. Agents repeatedly update local allocation vectors, which converge to an optimal resource allocation of an approximate version of the original problem. Based on such allocation vectors, agents are able to (locally) compute a mixed-integer solution, which is guaranteed to be feasible after a sufficiently large time. Asymptotic and finite-time suboptimality bounds are established for the computed solution. Numerical simulations highlight the efficacy of the proposed methodology.

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arXiv2018

Distributed Big-Data Optimization via Block-wise Gradient Tracking

We study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex (possibly) nonsmooth regularizer. Our interest is on big-data problems in which there is a large number of variables to optimize. If treated by means of standard distributed optimization algorithms, these large-scale problems may be intractable due to the prohibitive local computation and communication burden at each node. We propose a novel distributed solution method where, at each iteration, agents update in an uncoordinated fashion only one block of the entire decision vector. To deal with the nonconvexity of the cost function, the novel scheme hinges on Successive Convex Approximation (SCA) techniques combined with a novel block-wise perturbed push-sum consensus protocol, which is instrumental to perform local block-averaging operations and tracking of gradient averages. Asymptotic convergence to stationary solutions of the nonconvex problem is established. Finally, numerical results show the effectiveness of the proposed algorithm and highlight how the block dimension impacts on the communication overhead and practical convergence speed.

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arXiv2018

Constraint Coupled Distributed Optimization: a Relaxation and Duality Approach

In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local variable, subject to local and coupling constraints, with the latter involving all the decision variables. We propose a novel fully distributed algorithm based on a relaxation of the primal problem and an elegant exploration of duality theory. Despite its complex derivation, based on several duality steps, the distributed algorithm has a very simple and intuitive structure. That is, each node finds a primal-dual optimal solution pair of a local, relaxed version of the original problem, and then updates suitable auxiliary local variables. We prove that agents asymptotically compute their portion of an optimal (feasible) solution of the original problem. This primal recovery property is obtained without any averaging mechanism typically used in dual decomposition methods. To corroborate the theoretical results, we show how the methodology applies to an instance of a Distributed Model Predictive Control scheme in a microgrid control scenario.

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arXiv2018

Distributed Learning from Interactions in Social Networks

We consider a network scenario in which agents can evaluate each other according to a score graph that models some interactions. The goal is to design a distributed protocol, run by the agents, that allows them to learn their unknown state among a finite set of possible values. We propose a Bayesian framework in which scores and states are associated to probabilistic events with unknown parameters and hyperparameters, respectively. We show that each agent can learn its state by means of a local Bayesian classifier and a (centralized) Maximum-Likelihood (ML) estimator of parameter-hyperparameter that combines plain ML and Empirical Bayes approaches. By using tools from graphical models, which allow us to gain insight on conditional dependencies of scores and states, we provide a relaxed probabilistic model that ultimately leads to a parameter-hyperparameter estimator amenable to distributed computation. To highlight the appropriateness of the proposed relaxation, we demonstrate the distributed estimators on a social interaction set-up for user profiling.

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arXiv2018

Distributed Big-Data Optimization via Block Communications

We study distributed multi-agent large-scale optimization problems, wherein the cost function is composed of a smooth possibly nonconvex sum-utility plus a DC (Difference-of-Convex) regularizer. We consider the scenario where the dimension of the optimization variables is so large that optimizing and/or transmitting the entire set of variables could cause unaffordable computation and communication overhead. To address this issue, we propose the first distributed algorithm whereby agents optimize and communicate only a portion of their local variables. The scheme hinges on successive convex approximation (SCA) to handle the nonconvexity of the objective function, coupled with a novel block-signal tracking scheme, aiming at locally estimating the average of the agents' gradients. Asymptotic convergence to stationary solutions of the nonconvex problem is established. Numerical results on a sparse regression problem show the effectiveness of the proposed algorithm and the impact of the block size on its practical convergence speed and communication cost.

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arXiv2018

Distributed Partitioned Big-Data Optimization via Asynchronous Dual Decomposition

In this paper we consider a novel partitioned framework for distributed optimization in peer-to-peer networks. In several important applications the agents of a network have to solve an optimization problem with two key features: (i) the dimension of the decision variable depends on the network size, and (ii) cost function and constraints have a sparsity structure related to the communication graph. For this class of problems a straightforward application of existing consensus methods would show two inefficiencies: poor scalability and redundancy of shared information. We propose an asynchronous distributed algorithm, based on dual decomposition and coordinate methods, to solve partitioned optimization problems. We show that, by exploiting the problem structure, the solution can be partitioned among the nodes, so that each node just stores a local copy of a portion of the decision variable (rather than a copy of the entire decision vector) and solves a small-scale local problem.

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arXiv2018

An Empirical Bayes Approach for Distributed Estimation of Spatial Fields

In this paper we consider a network of spatially distributed sensors which collect measurement samples of a spatial field, and aim at estimating in a distributed way (without any central coordinator) the entire field by suitably fusing all network data. We propose a general probabilistic model that can handle both partial knowledge of the physics generating the spatial field as well as a purely data-driven inference. Specifically, we adopt an Empirical Bayes approach in which the spatial field is modeled as a Gaussian Process, whose mean function is described by means of parametrized equations. We characterize the Empirical Bayes estimator when nodes are heterogeneous, i.e., perform a different number of measurements. Moreover, by exploiting the sparsity of both the covariance and the (parametrized) mean function of the Gaussian Process, we are able to design a distributed spatial field estimator. We corroborate the theoretical results with two numerical simulations: a stationary temperature field estimation in which the field is described by a partial differential (heat) equation, and a data driven inference in which the mean is parametrized by a cubic spline.

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arXiv2018

A Distributed Version of the Hungarian Method for Multi-Robot Assignment

In this paper, we propose a distributed version of the Hungarian Method to solve the well known assignment problem. In the context of multi-robot applications, all robots cooperatively compute a common assignment that optimizes a given global criterion (e.g. the total distance traveled) within a finite set of local computations and communications over a peer-to-peer network. As a motivating application, we consider a class of multi-robot routing problems with "spatio-temporal" constraints, i.e. spatial targets that require servicing at particular time instants. As a means of demonstrating the theory developed in this paper, the robots cooperatively find online, suboptimal routes by applying an iterative version of the proposed algorithm, in a distributed and dynamic setting. As a concrete experimental test-bed, we provide an interactive "multi-robot orchestral" framework in which a team of robots cooperatively plays a piece of music on a so-called orchestral floor.

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arXiv2018

Distributed Big-Data Optimization via Block-Iterative Convexification and Averaging

In this paper, we study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex (possibly) nonsmooth regularizer. Our interest is in big-data problems wherein there is a large number of variables to optimize. If treated by means of standard distributed optimization algorithms, these large-scale problems may be intractable, due to the prohibitive local computation and communication burden at each node. We propose a novel distributed solution method whereby at each iteration agents optimize and then communicate (in an uncoordinated fashion) only a subset of their decision variables. To deal with non-convexity of the cost function, the novel scheme hinges on Successive Convex Approximation (SCA) techniques coupled with i) a tracking mechanism instrumental to locally estimate gradient averages; and ii) a novel block-wise consensus-based protocol to perform local block-averaging operations and gradient tacking. Asymptotic convergence to stationary solutions of the nonconvex problem is established. Finally, numerical results show the effectiveness of the proposed algorithm and highlight how the block dimension impacts on the communication overhead and practical convergence speed.

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arXiv2018

A Duality-Based Approach for Distributed Optimization with Coupling Constraints

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel distributed algorithm based on a relaxation of the primal problem and an elegant exploration of duality theory. Despite its complex derivation based on several duality steps, the distributed algorithm has a very simple and intuitive structure. That is, each node solves a local version of the original problem relaxation, and updates suitable dual variables. We prove the algorithm correctness and show its effectiveness via numerical computations.

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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.

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arXiv2017

A Finite-Time Cutting Plane Algorithm for Distributed Mixed Integer Linear Programming

Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class of optimization problems in a peer-to-peer network with no coordinator and with limited computation and communication capabilities. In the proposed algorithm, at each communication round, agents solve locally a small LP, generate suitable cutting planes, namely intersection cuts and cost-based cuts, and communicate a fixed number of active constraints, i.e., a candidate optimal basis. We prove that, if the cost is integer, the algorithm converges to the lexicographically minimal optimal solution in a finite number of communication rounds. Finally, through numerical computations, we analyze the algorithm convergence as a function of the network size.

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arXiv2017

Newton-Raphson Consensus under asynchronous and lossy communications for peer-to-peer networks

In this work we study the problem of unconstrained convex-optimization in a fully distributed multi-agent setting which includes asynchronous computation and lossy communication. In particular, we extend a recently proposed algorithm named Newton-Raphson Consensus by integrating it with a broadcast-based average consensus algorithm which is robust to packet losses. We show via the separation of time scales principle that under mild conditions (i.e., persistency of the agents activation and bounded consecutive communication failures) the proposed algorithm is proved to be locally exponentially stable with respect to the optimal global solution. Finally, we complement the theoretical analysis with numerical simulations that are based on real datasets.

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arXiv2017

Minimum-time trajectory generation for quadrotors in constrained environments

In this paper, we present a novel strategy to compute minimum-time trajectories for quadrotors in constrained environments. In particular, we consider the motion in a given flying region with obstacles and take into account the physical limitations of the vehicle. Instead of approaching the optimization problem in its standard time-parameterized formulation, the proposed strategy is based on an appealing re-formulation. Transverse coordinates, expressing the distance from a frame path, are used to parameterise the vehicle position and a spatial parameter is used as independent variable. This re-formulation allows us to (i) obtain a fixed horizon problem and (ii) easily formulate (fairly complex) position constraints. The effectiveness of the proposed strategy is proven by numerical computations on two different illustrative scenarios. Moreover, the optimal trajectory generated in the second scenario is experimentally executed with a real nano-quadrotor in order to show its feasibility.

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arXiv2017

Interaction-Based Distributed Learning in Cyber-Physical and Social Networks

In this paper we consider a network scenario in which agents can evaluate each other according to a score graph that models some physical or social interaction. The goal is to design a distributed protocol, run by the agents, allowing them to learn their unknown state among a finite set of possible values. We propose a Bayesian framework in which scores and states are associated to probabilistic events with unknown parameters and hyperparameters respectively. We prove that each agent can learn its state by means of a local Bayesian classifier and a (centralized) Maximum-Likelihood (ML) estimator of the parameter-hyperparameter that combines plain ML and Empirical Bayes approaches. By using tools from graphical models, which allow us to gain insight on conditional dependences of scores and states, we provide two relaxed probabilistic models that ultimately lead to ML parameter-hyperparameter estimators amenable to distributed computation. In order to highlight the appropriateness of the proposed relaxations, we demonstrate the distributed estimators on a machine-to-machine testing set-up for anomaly detection and on a social interaction set-up for user profiling.

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