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In two earlier papers, we designed a distributed deterministic asynchronous algorithm for minimizing the sum of subdifferentiable and proximable functions and a regularizing quadratic on time-varying graphs based on Dykstra's algorithm, or…

Optimization and Control · Mathematics 2018-08-23 C. H. Jeffrey Pang

This technical note studies a class of distributed nonsmooth convex consensus optimization problem. The cost function is a summation of local cost functions which are convex but nonsmooth. Each of the local cost functions consists of a…

Optimization and Control · Mathematics 2018-08-17 Yue Wei , Hao Fang , Xianlin Zeng , Jie Chen , Panos M. Pardalos

We present DCOOL-NET, a scalable distributed in-network algorithm for sensor network localization based on noisy range measurements. DCOOL-NET operates by parallel, collaborative message passing between single-hop neighbor sensors, and…

Optimization and Control · Mathematics 2012-12-03 Claudia Soares , Joao Xavier , Joao Gomes

We design a low complexity decentralized learning algorithm to train a recently proposed large neural network in distributed processing nodes (workers). We assume the communication network between the workers is synchronized and can be…

Machine Learning · Computer Science 2020-09-30 Xinyue Liang , Alireza M. Javid , Mikael Skoglund , Saikat Chatterjee

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…

Optimization and Control · Mathematics 2018-09-05 Gesualdo Scutari , Ying Sun

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

Optimization and Control · Mathematics 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov

We propose a multi-hop diffusion strategy for a sensor network to perform distributed least mean-squares (LMS) estimation under local and network-wide energy constraints. At each iteration of the strategy, each node can combine intermediate…

Optimization and Control · Mathematics 2023-07-19 Wuhua Hu , Wee Peng Tay

The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…

Optimization and Control · Mathematics 2022-06-07 Damián Marelli , Yong Xu , Minyue Fu , Zenghong Huang

In this paper, we propose a fully distributed algorithm for frequency offsets estimation in decentralized systems. With the proposed algorithm, each node estimates its frequency offsets by local computations and limited exchange of…

Information Theory · Computer Science 2016-07-12 Jian Du , Yik-Chung Wu

Scalable machine learning over big data is an important problem that is receiving a lot of attention in recent years. On popular distributed environments such as Hadoop running on a cluster of commodity machines, communication costs are…

Machine Learning · Computer Science 2015-03-18 Dhruv Mahajan , Nikunj Agrawal , S. Sathiya Keerthi , S. Sundararajan , Leon Bottou

In this paper, we introduce a class of nonsmooth nonconvex least square optimization problem using convex analysis tools and we propose to use the iterative minimization-majorization (MM) algorithm on a convex set with initializer away from…

Optimization and Control · Mathematics 2019-06-14 Azita Mayeli

We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

Optimization and Control · Mathematics 2023-09-21 Kiran Rokade , Rachel Kalpana Kalaimani

In this paper we consider a network with $P$ nodes, where each node has exclusive access to a local cost function. Our contribution is a communication-efficient distributed algorithm that finds a vector $x^\star$ minimizing the sum of all…

Optimization and Control · Mathematics 2016-11-15 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…

Optimization and Control · Mathematics 2020-12-22 Andrzej Ruszczynski

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

In this paper, we study the distributed nonconvex optimization problem, which aims to minimize the average value of the local nonconvex cost functions using local information exchange. To reduce the communication overhead, we introduce…

Optimization and Control · Mathematics 2025-02-12 Lei Xu , Xinlei Yi , Guanghui Wen , Yang Shi , Karl H. Johansson , Tao Yang

We consider the standard model of distributed optimization of a sum of functions $F(\bz) = \sum_{i=1}^n f_i(\bz)$, where node $i$ in a network holds the function $f_i(\bz)$. We allow for a harsh network model characterized by asynchronous…

Optimization and Control · Mathematics 2020-01-01 Artin Spiridonoff , Alex Olshevsky , Ioannis Ch. Paschalidis

In this work we address the problem of distributed optimization of the sum of convex cost functions in the context of multi-agent systems over lossy communication networks. Building upon operator theory, first, we derive an ADMM-like…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

Optimization and Control · Mathematics 2021-02-25 Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

We examine fundamental tradeoffs in iterative distributed zeroth and first order stochastic optimization in multi-agent networks in terms of \emph{communication cost} (number of per-node transmissions) and \emph{computational cost},…

Optimization and Control · Mathematics 2018-09-11 Anit Kumar Sahu , Dusan Jakovetic , Dragana Bajovic , Soummya Kar