Related papers: Distributed continuous-time convex optimization on…
This work builds on our recent work on a distributed optimization algorithm for graphs with directed unreliable communications. We show its linear convergence when we take either the proximal of each function or an affine minorant for when…
We consider decentralized time-varying stochastic optimization problems where each of the functions held by the nodes has a finite sum structure. Such problems can be efficiently solved using variance reduction techniques. Our aim is to…
We propose methods for distributed graph-based multi-task learning that are based on weighted averaging of messages from other machines. Uniform averaging or diminishing stepsize in these methods would yield consensus (single task)…
This paper discusses distributed optimization over a directed graph. We begin with some well known algorithms which achieve consensus among agents including FROST [1], which possesses the quickest convergence to the optimum. It is a well…
In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…
In this paper, we discuss distributed optimization over directed graphs, where doubly-stochastic weights cannot be constructed. Most of the existing algorithms overcome this issue by applying push-sum consensus, which utilizes…
This doctoral thesis concerns novel distributed algorithms for weight balancing over directed (communication) topologies. A directed topology (digraph) with nonnegative (or positive) weights assigned on each edge is weight-balanced if, for…
Decentralized optimization is effective to save communication in large-scale machine learning. Although numerous algorithms have been proposed with theoretical guarantees and empirical successes, the performance limits in decentralized…
The mixing time of a graph is an important metric, which is not only useful in analyzing connectivity and expansion properties of the network, but also serves as a key parameter in designing efficient algorithms. We present an efficient…
This paper proposes a novel distributed optimization framework that addresses time-varying optimization problems without requiring explicit derivative information of the objective functions. Traditional distributed methods often rely on…
In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…
This paper investigates the distributed optimal output consensus problem of heterogeneous linear multi-agent systems over weight-unbalanced directed networks. A novel distributed continuous-time state feedback controller is proposed to…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…
This paper presents a decentralized algorithm for solving distributed convex optimization problems in dynamic networks with time-varying objectives. The unique feature of the algorithm lies in its ability to accommodate a wide range of…
The present article is an exposition of a theory of discrete convex functions on certain graph structures, developed by the author in recent years. This theory is a spin-off of discrete convex analysis by Murota, and is motivated by…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…
We show that the averaged consensus algorithm on directed graphs with unreliable communications by Bof-Carli-Schenato has a dual optimization interpretation, which could be extended to the case of distributed optimization. We report on our…
A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…
In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…