Related papers: On linear convergence of a distributed dual gradie…

This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a…

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

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…

The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…

We study a continuous-time primal-dual algorithm for distributed optimization with nonconvex local cost functions over weight-unbalanced digraphs, and analyze its performance from a dissipativity-based perspective. We first reformulate the…

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…

We study deterministic and stochastic primal-dual sub-gradient algorithms for distributed optimization of a separable objective function with global inequality constraints. In both algorithms, the norm of the Lagrangian multipliers are…

In this paper, a multi-parameterized proximal point algorithm combining with a relaxation step is developed for solving convex minimization problem subject to linear constraints. We show its global convergence and sublinear convergence rate…

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

This paper proposes TriPD, a new primal-dual algorithm for minimizing the sum of a Lipschitz-differentiable convex function and two possibly nonsmooth convex functions, one of which is composed with a linear mapping. We devise a randomized…

In this paper, we consider solving a composite optimization problem with coupling constraints in a multi-agent network based on proximal gradient method. In this problem, all the agents jointly minimize the sum of individual cost functions…

We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…

This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…

In this paper, we propose a new decomposition approach named the proximal primal dual algorithm (Prox-PDA) for smooth nonconvex linearly constrained optimization problems. The proposed approach is primal-dual based, where the primal step…

In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…

In this paper, a new variant of accelerated gradient descent is proposed. The pro-posed method does not require any information about the objective function, usesexact line search for the practical accelerations of convergence, converges…

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…

Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by…

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…