Related papers: Convergence and Applications of a Gossip-based Gau…
We consider the classical TD(0) algorithm implemented on a network of agents wherein the agents also incorporate the updates received from neighboring agents using a gossip-like mechanism. The combined scheme is shown to converge for both…
Consider a connected network of agents endowed with local cost functions representing private objectives. Agents seek to find an agreement on some minimizer of the aggregate cost, by means of repeated communications between neighbors.…
We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable…
This paper considers the minimization of a sum of smooth and strongly convex functions dispatched over the nodes of a communication network. Previous works on the subject either focus on synchronous algorithms, which can be heavily slowed…
There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…
A general class of Newton algorithms on Gra{\ss}mann and Lagrange-Gra{\ss}mann manifolds is introduced, that depends on an arbitrary pair of local coordinates. Local quadratic convergence of the algorithm is shown under a suitable condition…
A continuous analog of Gauss-Newton method for solving nonlinear ill-posed problems is proposed. Its converegence is proved. A numerical example is presented to demonstrate efficiency of the propsed method.
In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…
This paper proposes a novel distributed semismooth Newton based augmented Lagrangian method for solving a class of optimization problems over networks, where the global objective is defined as the sum of locally held cost functions, and…
In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…
Though quasi-Newton methods have been extensively studied in the literature, they either suffer from local convergence or use a series of line searches for global convergence which is not acceptable in the distributed setting. In this work,…
We present an algorithm for minimizing a sum of functions that combines the computational efficiency of stochastic gradient descent (SGD) with the second order curvature information leveraged by quasi-Newton methods. We unify these…
Consider a network of agents connected by communication links, where each agent holds a real value. The gossip problem consists in estimating the average of the values diffused in the network in a distributed manner. We develop a method…
We consider the setting where the nodes of an undirected, connected network collaborate to solve a shared objective modeled as the sum of smooth functions. We assume that each summand is privately known by a unique node. NEAR-DGD is a…
Graph Neural Networks (GNNs) have emerged as powerful tools for various graph mining tasks, yet existing scalable solutions often struggle to balance execution efficiency with prediction accuracy. These difficulties stem from iterative…
We consider the average-consensus problem in a multi-node network of finite size. Communication between nodes is modeled by a sequence of directed signals with arbitrary communication delays. Four distributed algorithms that achieve…
We study gossip algorithms for the rumor spreading problem which asks each node to deliver a rumor to all nodes in an unknown network. Gossip algorithms allow nodes only to call one neighbor per round and have recently attracted attention…
We have recently proposed quantized gossip algorithms which solve the consensus and averaging problems on directed graphs with the least restrictive connectivity requirements. In this paper we study the convergence time of these algorithms.…
Newton's method is the most widespread high-order method, demanding the gradient and the Hessian of the objective function. However, one of the main disadvantages of Newtons method is its lack of global convergence and high iteration cost.…
Distributed algorithms to solve linear equations in multi-agent networks have attracted great research attention and many iteration-based distributed algorithms have been developed. The convergence speed is a key factor to be considered for…