Related papers: A Distributed Line Search for Network Optimization
One of the approaches for the nearest neighbor search problem is to build a network which nodes correspond to the given set of indexed objects. In this case the search of the closest object can be thought as a search of a node in a network.…
While stochastic gradient descent (SGD) can use various learning rates, such as constant or diminishing rates, the previous numerical results showed that SGD performs better than other deep learning optimizers using when it uses learning…
In this work, we consider the algorithm to the (nonlinear) regression problems with $\ell_0$ penalty. The existing algorithms for $\ell_0$ based optimization problem are often carried out with a fixed step size, and the selection of an…
Distributed optimization and learning algorithms are designed to operate over large scale networks enabling processing of vast amounts of data effectively and efficiently. One of the main challenges for ensuring a smooth learning process in…
Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…
In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…
The choice of the stepsize in first-order convex optimization is typically based on the smoothness constant and plays a crucial role in the performance of algorithms. Recently, there has been a resurgent interest in introducing adaptive…
In this work, we study a generic network cost minimization problem, in which every node has a local decision vector to determine. Each node incurs a cost depending on its decision vector and each link also incurs a cost depending on the…
Deep learning approaches, known for their ability to model complex relationships and fast execution, are increasingly being applied to solve large optimization problems. However, existing methods often face challenges in simultaneously…
The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart.…
We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…
We propose a method for analyzing the distributed random coordinate descent algorithm for solving separable resource allocation problems in the context of an open multiagent system, where agents can be replaced during the process. In…
We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…
This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…
The advancement of artificial intelligence has cast a new light on the development of optimization algorithm. This paper proposes to learn a two-phase (including a minimization phase and an escaping phase) global optimization algorithm for…
The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…
A fundamental challenge in deep learning is that the optimal step sizes for update steps of stochastic gradient descent are unknown. In traditional optimization, line searches are used to determine good step sizes, however, in deep…
Coordinate descent methods employ random partial updates of decision variables in order to solve huge-scale convex optimization problems. In this work, we introduce new adaptive rules for the random selection of their updates. By adaptive,…
This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…
This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…