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Angelia Nedić is Assistant Professor in the Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign.
She holds a Ph.D. in Electrical Engineering from the Massachusetts Institute of Technology (MIT) and a Ph.D. in Mathematics and Mathematical Physics from Moscow State University.

Angelia Nedić is coauthor of Convex Analysis and Optimization and coauthor of Convex Optimization Theory by Dimitri Bertsekas.

Cooperative Multi-agent Optimization, National Science Foundation (NSF) Career Grant in Operations Research 2008

Angelia Nedić ca. 2008
Angelia Nedić ca. 2008


This grant provides funds for research and education activities on a common theme of optimization. The research objective is to establish new computational models, theoretical advances, and optimization algorithms for large scale distributed multi-agent systems. Of interest are the systems that consist of interconnected multiple agents with different performance criteria. For various reasons, such as private or proprietary information, the agents do not share their own objectives, but do share scarce resources and want to cooperatively achieve a common goal. In the absence of a central coordinator or central information access, the coordination and optimization of such multi-agent systems have to be distributed. A primary research objective is to develop and study mathematical models, and design and analyze distributed multi-agent algorithms. In the distributed model, each agent acts locally and shares some limited information with its neighbors while the agent connectivity is dynamically changing with time. Another objective is to explore and quantify the performance limits of the algorithms under various characteristics of the system, such as the presence of communication noise or delays. The algorithmic development necessitates some fundamental research providing new mathematical tools for analysis and characterization of the system performance. The research is closely tied with educational plans to build new undergraduate and graduate optimization courses to equip the students with the knowledge to recognize, model, analyze, and solve optimization problems efficiently and systematically. A broader educational goal includes promoting interest for women and other under-represented groups in optimization, as well as outreaching and educating young minds about the significance and beauty of optimization.

Successful completion of the research activities will lead to new efficient designs of decentralized coordination and optimization algorithms for large network systems. Also, it will lead to the designs of global optimization algorithms with guaranteed performance for a large class of non-linear non-convex problems. Overall, the results will enhance the existing knowledge in optimization in general. The planned educational activities will promote optimization and enhance the diversity in the student population.

Research in Distributed Optimization and Duality


I have spent quite a long time as a grad student on different levels, interleaved with work and raising my children.  I had several advisors starting with Prof. Vladimir Jankovic at University of Belgrade, Serbia, and Prof. Vladimir M. Tikhomirov at Moscow State University, Russia.  I worked with Prof. Fedor Pavlovich Vasiljev at Moscow State University at the Department known as VMiK (Computational Math and Cybernetics).  At the last stage of my student career, I had worked under supervision of Prof. Dimitri Bertsekas at MIT in Cambrige, Massachusetts.  All of them have helped me grow by shaping my professional education and knowledge, as well as personal experience, each in their own way.  I am grateful to all of them.

In the course of life, I lost contact with Prof. Fedor Pavlovich Vasiljev.  I feel rather badly about this, for he had been more than a teacher and educator.  While in Russia, I was misfortunate enough that my room in the dorm got robbed and everything stolen (except for books and papers), including my clothing, my passport, and all the money I had.  It happened in September, with winter just around the corner, about a month prior to my coming to USA.  I was in the middle of getting paperwork ready for a USA visa. (This certainly made my luggage lighter. But, I love Russians anyway - these things can happen anywhere and anytime.)  The loss of passport could not have come at a worse time.  I needed $300 to get a new one as soon as “impossible”.  My advisor, dear Fedor Pavlovich Vasiljev, and another colleague, Prof. Mikhail M. Potapov, generously gave me some money to help me out (it was a lot for them, but they insisted on that as a gift).  I will never forget their kind hearts.  I have no words to describe how deeply their gesture had touched me.

When I left Russia in 1994, Fedor Pavlovich Vasiljev did not have an e-mail address.  I have spent many hours searching the web looking for him, and have not found anything yet.  I would greatly appreciate any information about him.

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