Related papers: Centralized and Distributed Newton Methods for Net…
Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…
We consider minimization of a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of distributed…
We propose a distributed cubic regularization of the Newton method for solving (constrained) empirical risk minimization problems over a network of agents, modeled as undirected graph. The algorithm employs an inexact, preconditioned Newton…
We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…
Dual descent methods are commonly used to solve network flow optimization problems, since their implementation can be distributed over the network. These algorithms, however, often exhibit slow convergence rates. Approximate Newton methods…
The fast growing scale and heterogeneity of current communication networks necessitate the design of distributed cross-layer optimization algorithms. So far, the standard approach of distributed cross-layer design is based on dual…
This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…
In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…
System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…
The use of network Newton methods for the decentralized optimization of a sum cost distributed through agents of a network is considered. Network Newton methods reinterpret distributed gradient descent as a penalty method, observe that the…
Recent work by Zymnis et al. proposes an efficient primal-dual interior-point method, using a truncated Newton method, for solving the network utility maximization (NUM) problem. This method has shown superior performance relative to the…
We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…
Deep learning involves a difficult non-convex optimization problem with a large number of weights between any two adjacent layers of a deep structure. To handle large data sets or complicated networks, distributed training is needed, but…
The problem of minimizing a sum of local convex objective functions over a networked system captures many important applications and has received much attention in the distributed optimization field. Most of existing work focuses on…
We propose a distributed, cubic-regularized Newton method for large-scale convex optimization over networks. The proposed method requires only local computations and communications and is suitable for federated learning applications over…
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…
Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…
This paper proposes a novel distributed semismooth Newton based augmented Lagrangian method for solving a class of optimization problems over networks, where the global objective is defined as the sum of locally held cost functions, and…
In this paper, we consider the resource allocation problem in a network with a large number of connections which are used by a huge number of users. The resource allocation problem under discussion is a maximization problem with linear…
In this paper, a class of Decentralized Approximate Newton (DEAN) methods for addressing convex optimization on a networked system are developed, where nodes in the networked system seek for a consensus that minimizes the sum of their…