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In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we…

Optimization and Control · Mathematics 2023-03-24 Kun Huang , Xiao Li , Andre Milzarek , Shi Pu , Junwen Qiu

This paper extends algorithms that remove the fixed point bias of decentralized gradient descent to solve the more general problem of distributed optimization over subspace constraints. Leveraging the integral quadratic constraint…

Optimization and Control · Mathematics 2022-10-31 Dennis J. Marquis , Dany Abou Jaoude , Mazen Farhood , Craig A. Woolsey

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

Fixed parameter tractable algorithms for bounded treewidth are known to exist for a wide class of graph optimization problems. While most research in this area has been focused on exact algorithms, it is hard to find decompositions of…

Data Structures and Algorithms · Computer Science 2016-10-05 Thomas Bosman

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

Decentralized optimization algorithms have received much attention due to the recent advances in network information processing. However, conventional decentralized algorithms based on projected gradient descent are incapable of handling…

Optimization and Control · Mathematics 2018-08-29 Hoi-To Wai , Jean Lafond , Anna Scaglione , Eric Moulines

This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…

Optimization and Control · Mathematics 2023-06-13 Kaixin Du , Min Meng

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this paper, we address the distributed optimization problem over unidirectional networks with possibly time-invariant heterogeneous bounded transmission delays. In particular, we propose a modified version of the Accelerated Distributed…

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

Machine Learning · Statistics 2015-11-13 Mengdi Wang , Yichen Chen , Jialin Liu , Yuantao Gu

Gradient Langevin dynamics and a variety of its variants have attracted increasing attention owing to their convergence towards the global optimal solution, initially in the unconstrained convex framework while recently even in convex…

Optimization and Control · Mathematics 2024-08-15 Kanji Sato , Akiko Takeda , Reiichiro Kawai , Taiji Suzuki

We consider a multi agent optimization problem where a set of agents collectively solves a global optimization problem with the objective function given by the sum of locally known convex functions. We focus on the case when information…

Optimization and Control · Mathematics 2016-03-14 Ali Makhdoumi , Asuman Ozdaglar

Several algorithms build on the perfect phylogeny model to infer evolutionary trees. This problem is particularly hard when evolutionary trees are inferred from the fraction of genomes that have mutations in different positions, across…

Data Structures and Algorithms · Computer Science 2018-12-31 Bei Jia , Surjyendu Ray , Sam Safavi , José Bento

The \emph{Steiner tree} problem is one of the fundamental and classical problems in combinatorial optimization. In this paper, we study this problem in the $\mathcal{CONGESTED}$ $\mathcal{CLIQUE}$ model of distributed computing and present…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-31 Parikshit Saikia , Sushanta Karmakar

We consider trust-region methods for solving optimization problems where the objective is the sum of a smooth, nonconvex function and a nonsmooth, convex regularizer. We extend the global convergence theory of such methods to include…

Optimization and Control · Mathematics 2025-01-10 Minh N. Dao , Hung M. Phan , Lindon Roberts

We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…

Optimization and Control · Mathematics 2019-04-01 Fatemeh Mansoori , Ermin Wei

We address the problem of efficiently gathering correlated data from a wired or a wireless sensor network, with the aim of designing algorithms with provable optimality guarantees, and understanding how close we can get to the known…

Networking and Internet Architecture · Computer Science 2009-08-03 Jian Li , Amol Deshpande , Samir Khuller

We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…

Optimization and Control · Mathematics 2023-11-09 Firooz Shahriari-Mehr , Ashkan Panahi

Dual-tree algorithms are a widely used class of branch-and-bound algorithms. Unfortunately, developing dual-tree algorithms for use with different trees and problems is often complex and burdensome. We introduce a four-part logical split:…

Data Structures and Algorithms · Computer Science 2013-04-17 Ryan R. Curtin , William B. March , Parikshit Ram , David V. Anderson , Alexander G. Gray , Charles L. Isbell
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