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In this paper we study inexact dumped Newton method implemented in a distributed environment. We start with an original DiSCO algorithm [Communication-Efficient Distributed Optimization of Self-Concordant Empirical Loss, Yuchen Zhang and…

Machine Learning · Computer Science 2016-03-17 Chenxin Ma , Martin Takáč

Motivated by various distributed control applications, we consider a linear system with Gaussian noise observed by multiple sensors which transmit measurements over a dynamic lossy network. We characterize the stationary optimal sensor…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Hassan Hmedi , Johnson Carroll , Ari Arapostathis

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

In this paper, a class of Decentralized Approximate Newton (DEAN) methods for addressing convex optimization on a networked system are developed, where nodes in the networked system seek for a consensus that minimizes the sum of their…

Optimization and Control · Mathematics 2020-12-01 Hejie Wei , Zhihai Qu , Xuyang Wu , Hao Wang , Jie Lu

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

In this work, we propose adaptive link selection strategies for distributed estimation in diffusion-type wireless networks. We develop an exhaustive search-based link selection algorithm and a sparsity-inspired link selection algorithm that…

Information Theory · Computer Science 2014-01-17 Songcen Xu , Rodrigo C. de Lamare , H. Vincent Poor

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

In this paper, we analyze the convergence of a distributed Robbins-Monro algorithm for both constrained and unconstrained optimization in multi-agent systems. The algorithm searches for local minima of a (nonconvex) objective function which…

Information Theory · Computer Science 2011-04-20 Pascal Bianchi , Jérémie Jakubowicz

Motivated by decentralized sensing and policy evaluation problems, we consider a particular type of distributed stochastic optimization problem over a network, called the online stochastic distributed averaging problem. We design a…

Optimization and Control · Mathematics 2022-08-10 Sheng Zhang , Ashwin Pananjady , Justin Romberg

Real-world network applications must cope with failing nodes, malicious attacks, or, somehow, nodes facing corrupted data --- classified as outliers. One enabling application is the geographic localization of the network nodes. However,…

Optimization and Control · Mathematics 2016-10-31 Cláudia Soares , João Gomes

Wireless sensor networks (WSNs) have attracted considerable attention in recent years and motivate a host of new challenges for distributed signal processing. The problem of distributed or decentralized estimation has often been considered…

Machine Learning · Computer Science 2009-11-11 Joel B. Predd , Sanjeev R. Kulkarni , H. Vincent Poor

We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We…

Optimization and Control · Mathematics 2016-12-08 Angelia Nedić , Alex Olshevsky , César A. Uribe

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

We consider the problem of distributed estimation of an unknown deterministic scalar parameter (the target signal) in a wireless sensor network (WSN), where each sensor receives a single snapshot of the field. We assume that the observation…

Information Theory · Computer Science 2015-10-09 Qing Zhou , Di Li , Soummya Kar , Lauren Huie , H. Vincent Poor , Shuguang Cui

Sensor networks aim at monitoring their surroundings for event detection and object tracking. But, due to failure, or death of sensors, false signal can be transmitted. In this paper, we consider the problems of distributed fault detection…

Networking and Internet Architecture · Computer Science 2013-01-22 Mrinal Nandi , Anup Dewanji , Bimal Roy , Santanu Sarkar

We propose a Forward-Backward Truncated-Newton method (FBTN) for minimizing the sum of two convex functions, one of which smooth. Unlike other proximal Newton methods, our approach does not involve the employment of variable metrics, but is…

Optimization and Control · Mathematics 2019-11-11 Andreas Themelis , Masoud Ahookhosh , Panagiotis Patrinos

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…

Machine Learning · Statistics 2023-07-18 Eirini Ioannou , Muni Sreenivas Pydi , Po-Ling Loh

The present work considers the localization problem in wireless sensor networks formed by fixed nodes. Each node seeks to estimate its own position based on noisy measurements of the relative distance to other nodes. In a centralized batch…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-03-19 Gemma Morral , Pascal Bianchi

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev