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Distributed parameter estimation for large-scale systems is an active research problem. The goal is to derive a distributed algorithm in which each agent obtains a local estimate of its own subset of the global parameter vector, based on…

Multiagent Systems · Computer Science 2018-06-26 Tianju Sui , Damián Marelli , Minyue Fu , Renquan Lu

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

Optimization and Control · Mathematics 2022-11-10 Shengchao Zhao , Yongchao Liu

We consider a group of computation units trying to cooperatively solve a distributed optimization problem with shared linear equality and inequality constraints. Assuming that the computation units are communicating over a network whose…

Optimization and Control · Mathematics 2019-06-06 Simon Michalowsky , Bahman Gharesifard , Christian Ebenbauer

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

Information dissemination is a fundamental problem in parallel and distributed computing. In its simplest variant, the broadcasting problem, a message has to be spread among all nodes of a graph. A prominent communication protocol for this…

Data Structures and Algorithms · Computer Science 2014-12-10 Robert Elsässer , Dominik Kaaser

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-06-23 Kevin Topley , Vikram Krishnamurthy

We study a standard distributed optimization framework where $N$ networked nodes collaboratively minimize the sum of their local convex costs. The main body of existing work considers the described problem when the underling network is…

Optimization and Control · Mathematics 2018-03-22 Anit Kumar Sahu , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

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

This doctoral thesis concerns novel distributed algorithms for weight balancing over directed (communication) topologies. A directed topology (digraph) with nonnegative (or positive) weights assigned on each edge is weight-balanced if, for…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-12 Apostolos I. Rikos

Bilevel optimization has been applied to a wide variety of machine learning models, and numerous stochastic bilevel optimization algorithms have been developed in recent years. However, most existing algorithms restrict their focus on the…

Machine Learning · Computer Science 2023-03-28 Hongchang Gao , Bin Gu , My T. Thai

Decentralized optimization, particularly the class of decentralized composite convex optimization (DCCO) problems, has found many applications. Due to ubiquitous communication congestion and random dropouts in practice, it is highly…

Optimization and Control · Mathematics 2022-10-12 Changxin Liu , Zirui Zhou , Jian Pei , Yong Zhang , Yang Shi

This paper proposes the first distributed algorithm that solves the weight-balancing problem using only finite rate and simplex communications among nodes, compliant with the directed nature of the graph edges. It is proved that the…

Optimization and Control · Mathematics 2020-03-03 Chang-Shen Lee , Nicolò Michelusi , Gesualdo Scutari

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Optimization and Control · Mathematics 2018-06-20 Van Sy Mai , Eyad H. Abed

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

A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…

Artificial Intelligence · Computer Science 2018-07-04 Anna L. D. Latour , Behrouz Babaki , Siegfried Nijssen

Stochastic spreading models defined on complex network topologies are used to mimic the diffusion of diseases, information, and opinions in real-world systems. Existing theoretical approaches to the characterization of the models in terms…

Physics and Society · Physics 2021-01-15 Dario Mazzilli , Filippo Radicchi

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka

Distributed consensus has been widely studied for sensor network applications. Whereas the asymptotic convergence rate has been extensively explored in prior work, other important and practical issues, including energy efficiency and link…

Networking and Internet Architecture · Computer Science 2013-04-10 Lei Chen , Jeff Frolik

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