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EECI International Graduate School in Control

Multi-Agent Optimization and Learning: Resilient and Adaptive Solutions

 

February 13-17 2023, University of Paris-Saclay, Paris, France

 

 

Abstract of the Course:

Recent technological advances have spawned a number of applications – ranging from decentralized learning to smart grids and IoT – in which the control of multi-agent decision-making systems is of central importance. In this context, many engineering problems can be cast as optimization and learning problems over networks of cooperating agents. The course will provide a thorough introduction to the solution methods that have been developed to tackle these challenging scenarios, as well as an overview of current trends and advanced topics. During the first part of the course, specific emphasis will be given to the challenging set-up of networks with asynchronous operations and faulty communications, leveraging both gradient- and non-expansive operator-based approaches. The second part will then discuss the application of these methods to learning in decentralized scenarios, and their translation to online problems, which are characterized by time-varying objectives and constraints.

Outline:

The Workshop in intended to provide to a wide and diverse audience interested in distributed optimization in large scale networks with an overview of the state-of-the-art from a control point of view. In particular, being the fist part of the workshop devoted to tutorial seminars, it is particularly suitable for Ph.D. students and young researchers who are willing to enter this new area of research and are not necessarily experts, since most relevant mathematical tools are references will be provided. However, it is also relevant for practitioners and researchers in distributed optimization, since the second part of the workshop will present some recent advances in this area and some industrial application of these tools.

Organizers:

Luca Schenato


Department of Information Engineering
University of Padova
Via Gradenigo 6/b, 35131 Padova, Italy
tel. +39 049 827 7925
email: schenato@dei.unipd.it

Ruggero Carli


Department of Information Engineering
University of Padova
Via Gradenigo 6/b, 35131 Padova, Italy
tel. +39 049 827 7925
email: carli@dei.unipd.it

Nicola Bastianello

 
Electrical Engineering Department
KTH Royal Institute of Technology
Osquldas vag 10, Stockholm, Sweeden
Tel: +46-8-7907436
e-mail: nicolba@kth.se

 

 

Schedule:

MONDAY  

14:00-15:30 Course Introduction: motivating examples from distributed learning, estimation and control, e.g map building, sensor calibration, clock synchronization, wireless power control

15:30-16:00 Break
  16:00-17:30 The consensus algorithm: theory and results
TUESDAY


9:00-10:30 Advanced consensus algorithms: accelerated, PI consensus, push-sum consensus, push-sum w/ packet losses

10:30-11:00 Break
  11:00-12:30 Consensus subgradient and average-tracking: gradient e Newton-Raphson
  12:30-14:00 Lunch
  14:00-15:30 Non-expansive operators: motivations (minimum as fixed point) and synchronous/linear examples and proximal-gradient
  15:30-16:00 Break
  16:00-17:30 on-expansive operators: asynchronous/random coordinate update
WEDNESDAY  

9:00-10:30 ADMM for distributed optimization: theory are results
  10:30-11:00 Break
  11:00-12:30 Partition-based distributed optimization, consensus-tracking vs fixed-point, rate of convergence, resilience to noise and packet losses
THURSDAY  
  9:00-10:30 Federated learning: motivations, state-of-the-art, trends
  10:30-11:00 Break
  11:00-12:30 Hessian-based Federated Learning
  12:30-14:00 Lunch
  14:00-15:30 On-line/time-varying distributed optimization: gradient based vs predictive
  15:30-16:00 Break
  16:00-17:30 Current trends and vistas in multi-agent distributed optimization: human-centered, model-based, learning for optimization
FRIDAY  
  9:00-10:30 MATLAB/PYTON: hands on implmentation of distributed optimization algorithm PART I
  10:30-11:00 Break
  11:00-12:30 MATLAB/PYTON: hands on implmentation of distributed optimization algorithm PART II