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We consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The communications between nodes are described by a time-varying…

Optimization and Control · Mathematics 2014-03-18 Angelia Nedic , Alex Olshevsky

We propose Directed-Distributed Projected Subgradient (D-DPS) to solve a constrained optimization problem over a multi-agent network, where the goal of agents is to collectively minimize the sum of locally known convex functions. Each agent…

Optimization and Control · Mathematics 2017-06-26 Ran Xin , Chenguang Xi , Usman A. Khan

Gossip algorithms are widely used to solve the distributed consensus problem, but issues can arise when nodes receive multiple signals either at the same time or before they are able to finish processing their current work load.…

Systems and Control · Computer Science 2013-01-15 Christopher D. Hollander , Annie S. Wu

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

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.…

Optimization and Control · Mathematics 2013-09-30 Walid Ben-Ameur , Pascal Bianchi , Jérémie Jakubowicz

We consider a decentralized optimization problem, in which $n$ nodes collaborate to optimize a global objective function using local communications only. While many decentralized algorithms focus on \emph{gossip} communications (pairwise…

Optimization and Control · Mathematics 2022-05-31 Hadrien Hendrikx

We study distributed methods for online prediction and stochastic optimization. Our approach is iterative: in each round nodes first perform local computations and then communicate in order to aggregate information and synchronize their…

Information Theory · Computer Science 2014-03-06 Konstantinos I. Tsianos , Michael G. Rabbat

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-09 Mathieu Even , Hadrien Hendrikx , Laurent Massoulié

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…

We study decentralized asynchronous multiagent optimization over networks, modeled as static (possibly directed) graphs. The optimization problem consists of minimizing a (possibly nonconvex) smooth function--the sum of the agents' local…

Optimization and Control · Mathematics 2020-02-03 Ye Tian , Ying Sun , Gesualdo Scutari

We consider a class of discrete optimization problems that aim to maximize a submodular objective function subject to a distributed partition matroid constraint. More precisely, we consider a networked scenario in which multiple agents…

Optimization and Control · Mathematics 2020-11-19 Alexander Robey , Arman Adibi , Brent Schlotfeldt , George J. Pappas , Hamed Hassani

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

Gossip algorithms for distributed computation are attractive due to their simplicity, distributed nature, and robustness in noisy and uncertain environments. However, using standard gossip algorithms can lead to a significant waste in…

Information Theory · Computer Science 2009-11-13 Alexandros G. Dimakis , Anand D. Sarwate , Martin J. Wainwright

In this paper, we investigate the distributed shortest distance optimization problem for a multi-agent network to cooperatively minimize the sum of the quadratic distances from some convex sets, where each set is only associated with one…

Systems and Control · Computer Science 2016-02-04 Youcheng Lou , Yiguang Hong , Shouyang Wang

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

Optimization and Control · Mathematics 2018-12-18 Angelia Nedić , Alex Olshevsky , Wei Shi

This paper aims at distributed multi-agent convex optimization where the communications network among the agents are presented by a random sequence of possibly state-dependent weighted graphs. This is the first work to consider both random…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Seyyed Shaho Alaviani , Atul Kelkar

We address a decentralized convex optimization problem, where every agent has its unique local objective function and constraint set. Agents compute at different speeds, and their communication may be delayed and directed. For this setup,…

Optimization and Control · Mathematics 2024-01-09 Firooz Shahriari-Mehr , Ashkan Panahi

In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…

Optimization and Control · Mathematics 2019-11-13 Yan Zhang , Robert J. Ravier , Michael M. Zavlanos , Vahid Tarokh

This paper considers the problem of distributed optimization over time-varying graphs. For the case of undirected graphs, we introduce a distributed algorithm, referred to as DIGing, based on a combination of a distributed inexact gradient…

Optimization and Control · Mathematics 2017-03-21 Angelia Nedich , Alex Olshevsky , Wei Shi

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