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We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable…

Machine Learning · Computer Science 2019-12-16 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

Due to the rapidly growing scale and heterogeneity of wireless networks, the design of distributed cross-layer optimization algorithms have received significant interest from the networking research community. So far, the standard…

Networking and Internet Architecture · Computer Science 2016-11-18 Jia Liu , Cathy H. Xia , Ness B. Shroff , Hanif D. Sherali

The problem of minimizing a sum of local convex objective functions over a networked system captures many important applications and has received much attention in the distributed optimization field. Most of existing work focuses on…

Optimization and Control · Mathematics 2019-01-09 Fatemeh Mansoori , Ermin Wei

Fair resource allocation is one of the most important topics in communication networks. Existing solutions almost exclusively assume each user utility function is known and concave. This paper seeks to answer the following question: how to…

Machine Learning · Computer Science 2023-01-09 Kaiyi Ji , Lei Ying

First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers…

Machine Learning · Computer Science 2020-02-05 Chih-Hao Fang , Sudhir B Kylasa , Fred Roosta , Michael W. Mahoney , Ananth Grama

We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…

In modern data science, it is common that large-scale data are stored and processed parallelly across a great number of locations. For reasons including confidentiality concerns, only limited data information from each parallel center is…

Methodology · Statistics 2022-07-14 Ziyan Yin

Newton's method leverages curvature information to boost performance, and thus outperforms first-order methods for distributed learning problems. However, Newton's method is not practical in large-scale and heterogeneous learning…

Machine Learning · Computer Science 2024-12-18 Shuzhen Chen , Yuan Yuan , Youming Tao , Tianzhu Wang , Zhipeng Cai , Dongxiao Yu

We present a GPU-accelerated proximal message passing algorithm for large-scale network utility maximization (NUM). NUM is a fundamental problem in resource allocation, where resources are allocated across various streams in a network to…

Optimization and Control · Mathematics 2025-09-16 Akshay Sreekumar , Anthony Degleris , Ram Rajagopal

One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…

Optimization and Control · Mathematics 2019-01-08 Fatemeh Mansoori , Ermin Wei

We study a network utility maximization (NUM) decomposition in which the set of flow rates is grouped by source-destination pairs. We develop theorems for both single-path and multipath cases, which relate an arbitrary NUM problem involving…

Networking and Internet Architecture · Computer Science 2017-03-03 Riten Gupta , Lieven Vandenberghe , Mario Gerla

The concave utility in the Network Utility Maximization (NUM) problem is only suitable for elastic flows. However, the networks with the multiclass traffic, the utility of inelastic traffic is usually represented by the sigmoidal function…

Systems and Control · Computer Science 2012-04-17 Phuong L. Vo , Nguyen H. Tran , Choong Seon Hong

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

In this paper, we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian, we…

Optimization and Control · Mathematics 2013-02-14 I. Necoara , J. A. K. Suykens

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

Distributed network utility maximization (NUM) has received an increasing intensity of interest over the past few years. Distributed solutions (e.g., the primal-dual gradient method) have been intensively investigated under fading channels.…

Information Theory · Computer Science 2015-03-17 Junting Chen , Vincent K. N. Lau , Yong Cheng

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

This paper considers the distributed optimization problem where each node of a peer-to-peer network minimizes a finite sum of objective functions by communicating with its neighboring nodes. In sharp contrast to the existing literature…

Optimization and Control · Mathematics 2022-01-17 Jiaqi Zhang , Keyou You , Tamer Başar

Network Utility Maximization (NUM) is a mathematical framework that has endowed researchers with powerful methods for designing and analyzing classical communication protocols. NUM has also enabled the development of distributed algorithms…

Quantum Physics · Physics 2022-10-18 Gayane Vardoyan , Stephanie Wehner

We consider a class of multi-agent optimization problems, where each agent has a local objective function that depends on its own decision variables and the aggregate of others, and is willing to cooperate with other agents to minimize the…

Systems and Control · Electrical Eng. & Systems 2021-10-04 Yuanhanqing Huang , Jianghai Hu