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This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

We study nonconvex distributed optimization in multi-agent networks with time-varying (nonsymmetric) connectivity. We introduce the first algorithmic framework for the distributed minimization of the sum of a smooth (possibly nonconvex and…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-02-02 Paolo Di Lorenzo , Gesualdo Scutari

In this paper, two distributed multi-proximal primal-dual algorithms are proposed to deal with a class of distributed nonsmooth resource allocation problems. In these problems, the global cost function is the summation of local convex and…

Optimization and Control · Mathematics 2020-03-17 Yue Wei , Chengsi Shang , Hao Fang , Xianlin Zeng , Lihua Dou , Panos Pardalos

In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…

Optimization and Control · Mathematics 2022-11-22 Weijia Shao , Fikret Sivrikaya , Sahin Albayrak

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

We consider a class of hierarchical multi-agent optimization problems over networks where agents seek to compute an approximate solution to a single-stage stochastic mathematical program with equilibrium constraints (MPEC). MPECs subsume…

Optimization and Control · Mathematics 2024-03-14 Mohammadjavad Ebrahimi , Uday V. Shanbhag , Farzad Yousefian

In distributed machine learning, where agents collaboratively learn from diverse private data sets, there is a fundamental tension between consensus and optimality. In this paper, we build on recent algorithmic progresses in distributed…

Machine Learning · Statistics 2018-05-31 Zhanhong Jiang , Aditya Balu , Chinmay Hegde , Soumik Sarkar

We propose a distributed solution for a constrained convex optimization problem over a network of clustered agents each consisted of a set of subagents. The communication range of the clustered agents is such that they can form a connected…

Multiagent Systems · Computer Science 2021-04-06 Hossein Moradian , Solmaz S. Kia

Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…

Optimization and Control · Mathematics 2013-05-02 Soomin Lee , Angelia Nedich

Two distributed algorithms are described that enable all users connected over a network to cooperatively solve the problem of minimizing the sum of all users' objective functions over the intersection of all users' constraint sets, where…

Optimization and Control · Mathematics 2015-10-27 Hideaki Iiduka

Push-Sum-based decentralized learning enables optimization over directed communication networks, where information exchange may be asymmetric. While convergence properties of such methods are well understood, their finite-iteration…

Machine Learning · Computer Science 2026-02-25 Yifei Liang , Yan Sun , Xiaochun Cao , Li Shen

In this paper, we study zeroth-order algorithms for minimax optimization problems that are nonconvex in one variable and strongly-concave in the other variable. Such minimax optimization problems have attracted significant attention lately…

Machine Learning · Statistics 2022-04-06 Zhongruo Wang , Krishnakumar Balasubramanian , Shiqian Ma , Meisam Razaviyayn

In this work, we study the problem of minimizing the sum of strongly convex functions split over a network of $n$ nodes. We propose the decentralized and asynchronous algorithm ADFS to tackle the case when local functions are themselves…

Optimization and Control · Mathematics 2019-07-18 Hadrien Hendrikx , Francis Bach , Laurent Massoulié

In this paper, we consider distributed optimization problems over a multi-agent network, where each agent can only partially evaluate the objective function, and it is allowed to exchange messages with its immediate neighbors. Differently…

Optimization and Control · Mathematics 2019-02-22 Davood Hajinezhad , Mingyi Hong , Alfredo Garcia

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…

Optimization and Control · Mathematics 2020-02-25 Peng Yi , Li Li

Distributed abstract programs are a novel class of distributed optimization problems where (i) the number of variables is much smaller than the number of constraints and (ii) each constraint is associated to a network node. Abstract…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-11-02 Giuseppe Notarstefano , Francesco Bullo

This paper is devoted to the investigation of inertial dynamical systems with implicit Hessian-driven damping for strongly quasiconvex optimization which is a specific class of nonconvex optimization problems. We first establish exponential…

Optimization and Control · Mathematics 2026-02-27 Zeying Gao , Xiangkai Sun , Liang He

This paper addresses the problem of distributed optimization, where a network of agents represented as a directed graph (digraph) aims to collaboratively minimize the sum of their individual cost functions. Existing approaches for…

Optimization and Control · Mathematics 2023-07-06 Xiaomeng Chen , Wei Jiang , Themistoklis Charalambous , Ling Shi

We present distributed subgradient methods for min-max problems with agreement constraints on a subset of the arguments of both the convex and concave parts. Applications include constrained minimization problems where each constraint is a…

Optimization and Control · Mathematics 2016-05-25 David Mateos-Núñez , Jorge Cortés
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