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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

Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…

Optimization and Control · Mathematics 2025-11-25 Ajay Tak , Mayank Baranwal

Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…

Optimization and Control · Mathematics 2023-12-05 Aleksandr Lobanov , Andrew Veprikov , Georgiy Konin , Aleksandr Beznosikov , Alexander Gasnikov , Dmitry Kovalev

We study distributed (strongly convex) optimization problems over a network of agents, with no centralized nodes. The loss functions of the agents are assumed to be \textit{similar}, due to statistical data similarity or otherwise. In order…

Optimization and Control · Mathematics 2022-04-12 Ye Tian , Gesualdo Scutari , Tianyu Cao , Alexander Gasnikov

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

Optimization and Control · Mathematics 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan

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

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

In this paper, we propose a framework under which the decentralized optimization algorithms suggested in \cite{JKJJ,MA, NO,NO2} can be treated in a unified manner. More precisely, we show that the distributed subgradient descent algorithms…

Optimization and Control · Mathematics 2021-08-05 Woocheol Choi , Doheon Kim , Seok-Bae Yun

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

We consider the problem of decentralized optimization in networks with communication delays. To accommodate delays, we need decentralized optimization algorithms that work on directed graphs. Existing approaches require nodes to know their…

Optimization and Control · Mathematics 2024-12-31 Tomas Ortega , Hamid Jafarkhani

We introduce the Projected Push-Pull algorithm that enables multiple agents to solve a distributed constrained optimization problem with private cost functions and global constraints, in a collaborative manner. Our algorithm employs…

Optimization and Control · Mathematics 2023-10-11 Orhan Eren Akgün , Arif Kerem Dayı , Stephanie Gil , Angelia Nedić

This paper studies the continuous-time distributed optimization of a sum of convex functions over directed graphs. Contrary to what is known in the consensus literature, where the same dynamics works for both undirected and directed…

Optimization and Control · Mathematics 2015-03-20 Bahman Gharesifard , Jorge Cortes

In this paper, we consider distributed optimization problems over a multi-agent network, where each agent can only partially evaluate the objective function, and it is allowed to exchange messages with its immediate neighbors. Differently…

Optimization and Control · Mathematics 2019-02-22 Davood Hajinezhad , Mingyi Hong , Alfredo Garcia

Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…

Optimization and Control · Mathematics 2021-11-19 Xuan Wang , Shaoshuai Mou , Brian. D. O. Anderson

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

Optimization and Control · Mathematics 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…

Machine Learning · Statistics 2019-06-11 Matthew Nokleby , Waheed U. Bajwa

In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…

Systems and Control · Electrical Eng. & Systems 2021-05-27 Vivek Khatana , Govind Saraswat , Sourav Patel , Murti V. Salapaka

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Optimization and Control · Mathematics 2021-03-22 Farzad Yousefian
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