Distributed Large-Scale Optimization

Abstract

Distributed and large-scale optimization problems have gained a significant attention in the context of cyber-physical, peer-to-peer, and ad-hoc networked systems. The large-scale property is reflected in the number of decision variables, the number of constraints, or both, while the distributed nature of the problems is inherent due to partial (local) knowledge of the problem data (e.g., a portion of the cost function or a subset of the constraints is known to different entities in the system). The talk will focus on some recent developments on optimization models and algorithmic approaches for solving such problems with applications in domains ranging from control to machine learning.