Related papers: Consensus optimization on manifolds
In this paper, we propose a fully distributed algorithm for second-order continuous-time multi-agent systems to solve the distributed optimization problem. The global objective function is a sum of private cost functions associated with the…
We study the problem of asymptotic consensus as it occurs in a wide range of applications in both man-made and natural systems. In particular, we study systems with directed communication graphs that may change over time. We recently…
In this paper, we propose a new framework to study distributed optimization problems with stochastic gradients by employing a multi-agent system with continuous-time dynamics. Here the goal of the agents is to cooperatively minimize the sum…
The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is…
We study the multi-agent Smoothed Online Convex Optimization (SOCO) problem, where $N$ agents interact through a communication graph. In each round, each agent $i$ receives a strongly convex hitting cost function $f^i_t$ in an online…
Distributed optimization finds applications in large-scale machine learning, data processing and classification over multi-agent networks. In real-world scenarios, the communication network of agents may encounter latency that may affect…
This paper studies the problem of finding the median of N distinct numbers distributed across networked agents. Each agent updates its estimate for the median from noisy local observations of one of the N numbers and information from…
Many machine learning tasks, such as principal component analysis and low-rank matrix completion, give rise to manifold optimization problems. Although there is a large body of work studying the design and analysis of algorithms for…
Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…
We address an optimization problem where the cost function is the expectation of a random mapping. To tackle the problem two approaches based on the approximation of the objective function by consensus-based particle optimization methods on…
In this paper, we investigate the distributed convex optimization problem over a multi-agent system with Markovian switching communication networks. The objective function is the sum of each agent's local objective function, which cannot be…
Motivated by the needs of resiliency, scalability, and plug-and-play operation, distributed decision-making is becoming increasingly prevalent. The problem of achieving consensus in a multi-agent system is at the core of distributed…
Most algorithms for decentralized learning employ a consensus or diffusion mechanism to drive agents to a common solution of a global optimization problem. Generally this takes the form of linear averaging, at a rate of contraction…
In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…
In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…
We study distributed computation in synchronous dynamic networks where an omniscient adversary controls the unidirectional communication links. Its behavior is modeled as a sequence of directed graphs representing the active (i.e. timely)…
In this paper, we propose matrix-scaled consensus algorithms for linear dynamical agents interacting over an undirected network. Under the proposed algorithms, the state vectors of all agents to asymptotically agree up to some matrix…
We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…
We consider the average-consensus problem in a multi-node network of finite size. Communication between nodes is modeled by a sequence of directed signals with arbitrary communication delays. Four distributed algorithms that achieve…
This paper focus on investigating the distributed Riemannian stochastic optimization problem on the Stiefel manifold for multi-agent systems, where all the agents work collaboratively to optimize a function modeled by the average of their…