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The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, Gaussian limit distributions…

Probability · Mathematics 2025-10-22 Valentin Konakov , Enno Mammen , Lorick Huang

It is a well known fact that sequential algorithms which exhibit a strong "local" nature can be adapted to the distributed setting given a legal graph coloring. The running time of the distributed algorithm will then be at least the number…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-15 Ken-ichi Kawarabayashi , Gregory Schwartzman

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

In this work we introduce a new notion: local mechanisms. These are truthful mechanisms that have an implementation as fast distributed algorithms and non-trivial approximation guarantees. We show how monotone distributed optimisation…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-12 Juho Hirvonen , Sara Ranjbaran

The densest subgraph problem is a classic problem in combinatorial optimisation. Danisch, Chan, and Sozio propose a definition for \emph{local density} that assigns to each vertex $v$ a value $\rho^*(v)$. This local density is a…

Data Structures and Algorithms · Computer Science 2024-11-22 Aleksander Bjørn Christiansen , Ivor van der Hoog , Eva Rotenberg

We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

Optimization and Control · Mathematics 2019-06-12 Danylo Malyuta , Behcet Acikmese

Consider a distributed coding for computing problem with constant decoding locality, i.e., with a vanishing error probability, any single sample of the function can be approximately recovered by probing only constant number of compressed…

Information Theory · Computer Science 2024-03-01 Deheng Yuan , Tao Guo , Zhongyi Huang , Shi Jin

In this work, we propose a new local optimization method to solve a class of nonconvex semidefinite programming (SDP) problems. The basic idea is to approximate the feasible set of the nonconvex SDP problem by inner positive semidefinite…

Optimization and Control · Mathematics 2012-02-27 Quoc Tran Dinh , Wim Michiels , Moritz Diehl

This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…

Optimization and Control · Mathematics 2016-05-04 Sandeep Kumar , Rahul Jain , Ketan Rajawat

Distributed optimization has many applications, in communication networks, sensor networks, signal processing, machine learning, and artificial intelligence. Methods for distributed convex optimization are widely investigated, while those…

Optimization and Control · Mathematics 2021-06-22 Hsu Kao , Vijay Subramanian

The Minimum Vertex Cover (MinVC) problem is a well-known NP-hard problem. Recently there has been great interest in solving this problem on real-world massive graphs. For such graphs, local search is a promising approach to finding optimal…

Data Structures and Algorithms · Computer Science 2015-09-22 Yi Fan , Chengqian Li , Zongjie Ma , LjiLjana Brankovic , Vladimir Estivill-Castro , Abdul Sattar

This papers studies multi-agent (convex and \emph{nonconvex}) optimization over static digraphs. We propose a general distributed \emph{asynchronous} algorithmic framework whereby i) agents can update their local variables as well as…

Optimization and Control · Mathematics 2019-09-12 Ye Tian , Ying Sun , Gesualdo Scutari

In graph sparsification, the goal has almost always been of {global} nature: compress a graph into a smaller subgraph ({sparsifier}) that maintains certain features of the original graph. Algorithms can then run on the sparsifier, which in…

Data Structures and Algorithms · Computer Science 2021-05-06 Shay Solomon

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this work, we present a fast distributed algorithm for local potential problems: these are graph problems where the task is to find a locally optimal solution where no node can unilaterally improve the utility in its local neighborhood…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-20 Alkida Balliu , Thomas Boudier , Francesco d'Amore , Fabian Kuhn , Dennis Olivetti , Gustav Schmid , Jukka Suomela

The gap between the known randomized and deterministic local distributed algorithms underlies arguably the most fundamental and central open question in distributed graph algorithms. In this paper, we develop a generic and clean recipe for…

Data Structures and Algorithms · Computer Science 2019-09-19 Mohsen Ghaffari , David G. Harris , Fabian Kuhn

An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…

Statistics Theory · Mathematics 2022-01-12 Antoine Godichon-Baggioni

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…

Optimization and Control · Mathematics 2018-04-19 Laurentiu Leustean , Adriana Nicolae , Andrei Sipos

Many distributed learning techniques have been motivated by the increasing size of datasets and their inability to fit into main memory on a single machine. We propose an algorithm that finds the nearest neighbor in a graph locally without…

Data Structures and Algorithms · Computer Science 2019-02-18 Abhinav Mishra