Distributed Optimization Over Decentralized Network Systems

Soomin Lee

University of Illinois, Urbana-Champaign

 

Abstract
We witness a growing interest in distributed multi-agent systems. The Internet, electric power systems, mobile communication networks, privacy aware networks and social networks are just a few examples of the myriad network systems that have become a part of everyday life for many people.
Lots of interesting optimization problems arise in such network systems. The agents on these networks usually have distributed problem data, but in practice there is no data fusion center that can see the problem as a whole, gather the information globally, or synchronize actions. Furthermore, the network agents might have varying restrictions on energy, data storage and computational capabilities. In this talk, I will present efficient decentralized and distributed optimization algorithms for such systems that allow the network agents to achieve provable consensus to the global optimum. In particular, our primary concerns are to understand the system dynamics under local and decentralized operations, to implement localized communication protocols which can process the distributed information efficiently and robustly, and to develop low-memory, computationally light distributed optimization techniques. I will also present some applications of the algorithms in various engineering disciplines. The future vision and possible extension of this work will be discussed as well.

Bio:
Soomin Lee is currently working as a Postdoctoral Research Associate in the Department of Electrical and Computer Engineering at the University of Illinois, Urbana-Champaign. She received her Ph.D. in Electrical and Computer Engineering from the University of Illinois, Urbana-Champaign (2013). She received her master degrees from the Korea Advanced Institute of Science and Technology in Electrical and Computer Engineering (2005, Korea), and from the University of Illinois at Urbana-Champaign in Computer Science (2012). She received her B.S. in Electrical and Computer Engineering from Kyungpook National University (2003, Korea). In 2009, she was an assistant research officer at the Advanced Digital Science Center (ADSC) in Singapore.
Her research focuses on distributed optimization, convex/nonconvex optimization, online and stochastic optimization, game theory, parallel computing and machine learning involving big data. In particular, she is interested in building optimization algorithms for various distributed engineering systems interconnected over complex networks.