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This paper proposes the first distributed algorithm that solves the weight-balancing problem using only finite rate and simplex communications among nodes, compliant with the directed nature of the graph edges. It is proved that the…

Optimization and Control · Mathematics 2020-03-03 Chang-Shen Lee , Nicolò Michelusi , Gesualdo Scutari

We consider the problem of learning a graph from a finite set of noisy graph signal observations, the goal of which is to find a smooth representation of the graph signal. Such a problem is motivated by the desire to infer relational…

Machine Learning · Computer Science 2023-02-08 Xiaolu Wang , Yuen-Man Pun , Anthony Man-Cho So

This paper considers continuous-time coordination algorithms for networks of agents that seek to collectively solve a general class of nonsmooth convex optimization problems with an inherent distributed structure. Our algorithm design…

Optimization and Control · Mathematics 2017-05-17 Simon K. Niederländer , Jorge Cortés

We consider the problem of decentralized optimization over time-varying directed networks. The network nodes can access only their local objectives, and aim to collaboratively minimize a global function by exchanging messages with their…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

This paper proposes AB-SAGA, a first-order distributed stochastic optimization method to minimize a finite-sum of smooth and strongly convex functions distributed over an arbitrary directed graph. AB-SAGA removes the uncertainty caused by…

Optimization and Control · Mathematics 2022-02-08 Muhammad I. Qureshi , Ran Xin , Soummya Kar , Usman A. Khan

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…

Optimization and Control · Mathematics 2024-06-07 Aaron Fainman , Stefan Vlaski

We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

Optimization and Control · Mathematics 2023-09-21 Kiran Rokade , Rachel Kalpana Kalaimani

We investigate the convergence rate of the recently proposed subgradient-push method for distributed optimization over time-varying directed graphs. The subgradient-push method can be implemented in a distributed way without requiring…

Optimization and Control · Mathematics 2015-02-17 Angelia Nedic , Alex Olshevsky

This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…

Optimization and Control · Mathematics 2021-02-26 Seungjoon Lee , Hyungbo Shim

This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…

Optimization and Control · Mathematics 2020-09-08 Shan Sun , Wei Ren

Consider the setting where each vertex of a graph has a function, and communications can only occur between vertices connected by an edge. We wish to minimize the sum of these functions. For the case when each function is the sum of a…

Optimization and Control · Mathematics 2018-11-29 C. H. Jeffrey Pang

In this paper we consider a distributed convex optimization problem over time-varying undirected networks. We propose a dual method, primarily averaged network dual ascent (PANDA), that is proven to converge R-linearly to the optimal point…

Optimization and Control · Mathematics 2018-10-16 Marie Maros , Joakim Jaldén

This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…

Optimization and Control · Mathematics 2021-03-04 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

This technical note addresses the distributed fixed-time consensus protocol design problem for multi-agent systems with general linear dynamics over directed communication graphs. By using motion planning approaches, a class of distributed…

Systems and Control · Computer Science 2016-05-27 Yu Zhao , Yongfang Liu , Guanrong Chen

Motivated by potential applications in power systems, we study a problem of optimizing a sum of $n$ convex functions on dynamic networks of $n$ nodes when each function is known to only a single node. The nodes' variables, while satisfy…

Optimization and Control · Mathematics 2016-10-04 Thinh T. Doan , Alex Olshevsky

In this paper, we revisit a well-known distributed projected subgradient algorithm which aims to minimize a sum of cost functions with a common set constraint. In contrast to most of existing results, weight matrices of the time-varying…

Optimization and Control · Mathematics 2021-04-29 Weijian Li , Zihan Chen , Youcheng Lou , Yiguang Hong

We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity,…

Machine Learning · Computer Science 2018-09-20 Dominic Richards , Patrick Rebeschini

Consensus strategies find a variety of applications in distributed coordination and decision making in multi-agent systems. In particular, average consensus plays a key role in a number of applications and is closely associated with two…

Multiagent Systems · Computer Science 2012-10-17 Themistoklis Charalambous , Christoforos N. Hadjicostis

We consider the problem of decentralized optimization where a collection of agents, each having access to a local cost function, communicate over a time-varying directed network and aim to minimize the sum of those functions. In practice,…

Systems and Control · Electrical Eng. & Systems 2021-09-01 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo