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This paper proposes new proximal Newton-type methods with a diagonal metric for solving composite optimization problems whose objective function is the sum of a twice continuously differentiable function and a proper closed directionally…

Optimization and Control · Mathematics 2023-10-11 Shotaro Yagishita , Shummin Nakayama

First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers…

Machine Learning · Computer Science 2020-02-05 Chih-Hao Fang , Sudhir B Kylasa , Fred Roosta , Michael W. Mahoney , Ananth Grama

In this paper, we consider the problem of solving a constrained system of nonlinear equations. We propose an algorithm based on a combination of the Newton and conditional gradient methods, and establish its local convergence analysis. Our…

Optimization and Control · Mathematics 2016-08-25 Max L. N. Goncalves , Jefferson G. Melo

The computation of electrical flows is a crucial primitive for many recently proposed optimization algorithms on weighted networks. While typically implemented as a centralized subroutine, the ability to perform this task in a fully…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-01 Luca Becchetti , Vincenzo Bonifaci , Emanuele Natale

The purpose of this paper is to introduce two new classes of accelerated distributed proximal conjugate gradient algorithms for multi-agent constrained optimization problems; given as minimization of a function decomposed as a sum of M…

Optimization and Control · Mathematics 2024-06-21 Anteneh Getachew Gebrie

In this paper, we propose and analyze some practical Newton methods for electronic structure calculations. We show the convergence and the local quadratic convergence rate for the Newton method when the Newton search directions are…

Optimization and Control · Mathematics 2020-01-28 Xiaoying Dai , Liwei Zhang , Aihui Zhou

We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…

Machine Learning · Computer Science 2019-07-24 Samira Sheikhi

The aim of this paper is a short survey of models and methods that developed by the authors. These models and methods are used to optimize general networks with nonlinear non-convex restrictions and objectives possessing mixed…

Optimization and Control · Mathematics 2019-11-12 Emmanuel M. Livshits , Leonid A. Ostromuhov

We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…

Systems and Control · Computer Science 2012-08-16 Andrea Simonetto , Tamas Keviczky , Mikael Johansson

The heterogeneous wireless networks where coexistence of different Radio access technology (RAT) are widely deployed for various services and support various traffic demand, channel allocation. Under heterogeneous wireless networks, a user…

Networking and Internet Architecture · Computer Science 2012-06-13 R. Shyam Sundar , S. Nanda Kumar

We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…

Optimization and Control · Mathematics 2019-10-23 Jinming Xu , Ying Sun , Ye Tian , Gesualdo Scutari

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

Multiagent Systems · Computer Science 2020-04-22 Roula Nassif , Stefan Vlaski , Ali H. Sayed

This paper describes a method for solving smooth nonconvex minimization problems subject to bound constraints with good worst-case complexity guarantees and practical performance. The method contains elements of two existing methods: the…

Optimization and Control · Mathematics 2023-06-08 Yue Xie , Stephen J. Wright

The power flow is a non-linear problem that requires a Newton's method to be solved in dc microgrids with constant power terminals. This paper presents sufficient conditions for the quadratic convergence of the Newton's method in this type…

Optimization and Control · Mathematics 2018-09-19 Alejandro Garces

This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

We present a novel communication-efficient Newton-type algorithm for finite-sum optimization over a distributed computing environment. Our method, named DINO, overcomes both theoretical and practical shortcomings of similar existing…

Optimization and Control · Mathematics 2020-06-09 Rixon Crane , Fred Roosta

We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…

Optimization and Control · Mathematics 2015-11-06 Damiano Varagnolo , Filippo Zanella , Angelo Cenedese , Gianluigi Pillonetto , Luca Schenato

We study distributed optimization problems over multi-agent networks, including consensus and network flow problems. Existing distributed methods neglect the heterogeneity among agents' computational capabilities, limiting their…

Optimization and Control · Mathematics 2023-08-03 Xiaochun Niu , Ermin Wei

We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…

Existing techniques for the cost optimization of water distribution networks either employ meta-heuristics, or try to develop problem-specific optimization techniques. Instead, we exploit recent advances in generic NLP solvers and explore a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Saumya Goyal , Om Damani , Ashutosh Mahajan