This book contains three well-written research tutorials that inform the graduate reader about the forefront of current research in multi-agent optimization. These tutorials cover topics that have not yet found their way in standard books and offer the reader the unique opportunity to be guided by major researchers in the respective fields. Multi-agent optimization, lying at the intersection of classical optimization, game theory, and variational inequality theory, is at the forefront of modern optimization and has recently undergone a dramatic development. It seems timely to provide an overview that describes in detail ongoing research and important trends. This book concentrates on Distributed Optimization over Networks; Differential Variational Inequalities; and Advanced Decomposition Algorithms for Multi-agent Systems. This book will appeal to both mathematicians and mathematically oriented engineers and will be the source of inspiration for PhD students and researchers.

Recent years have seen the advent of new large cyber-physical systems such as sensor and social networks. These network systems are typically spatially distributed over a large area and may consists of hundreds of agents in smart-sensor networks to millions of agents in social networks. As such, they do not possess a central coordinator or a central point for access to the complete system information. This lack of central entity makes the traditional (centralized) optimization and control techniques inapplicable, thus necessitating the development of new distributed computational models and algorithms to support efficient operations over such networks. This tutorial provides an overview of the convergence rate of distributed algorithms for coordination and its relevance to optimization in a system of autonomous agents embedded in a communication network, where each agent is aware of (and can communicate with) its local neighbors only. The focus is on distributed averaging dynamics for consensus problems and its role in consensus-based gradient methods for convex optimization problems, where the network objective function is separable across the constituent agents. It will be of interest to researchers and engineers working on a wide-variety of operations research, networking and optimization problems.