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This paper considers the multi-agent distributed linear least-squares problem. The system comprises multiple agents, each agent with a locally observed set of data points, and a common server with whom the agents can interact. The agents'…

Optimization and Control · Mathematics 2020-12-01 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra

We consider a multi agent optimization problem where a set of agents collectively solves a global optimization problem with the objective function given by the sum of locally known convex functions. We focus on the case when information…

Optimization and Control · Mathematics 2016-03-14 Ali Makhdoumi , Asuman Ozdaglar

Most algorithms for decentralized learning employ a consensus or diffusion mechanism to drive agents to a common solution of a global optimization problem. Generally this takes the form of linear averaging, at a rate of contraction…

Optimization and Control · Mathematics 2024-06-07 Aaron Fainman , Stefan Vlaski

Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…

Optimization and Control · Mathematics 2016-02-02 Peng Wang , Wei Ren

We study decentralized asynchronous multiagent optimization over networks, modeled as static (possibly directed) graphs. The optimization problem consists of minimizing a (possibly nonconvex) smooth function--the sum of the agents' local…

Optimization and Control · Mathematics 2020-02-03 Ye Tian , Ying Sun , Gesualdo Scutari

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization…

Optimization and Control · Mathematics 2018-12-27 Zhihui Zhu , Qiuwei Li , Xinshuo Yang , Gongguo Tang , Michael B. Wakin

We propose a distributed control, in which many identical control agents are deployed for controlling a linear time-invariant plant that has multiple input-output channels. Each control agent can join or leave the control loop during the…

Systems and Control · Electrical Eng. & Systems 2022-12-20 Taekyoo Kim , Donggil Lee , Hyungbo Shim

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…

Optimization and Control · Mathematics 2023-02-14 Yichuan Li , Petros G. Voulgaris , Dusan M. Stipanovic , Nikolaos M. Freris

We consider the problem of decentralized deep learning where multiple agents collaborate to learn from a distributed dataset. While there exist several decentralized deep learning approaches, the majority consider a central parameter-server…

Machine Learning · Computer Science 2020-12-01 Aditya Balu , Zhanhong Jiang , Sin Yong Tan , Chinmay Hedge , Young M Lee , Soumik Sarkar

Adaptive gradient methods including Adam, AdaGrad, and their variants have been very successful for training deep learning models, such as neural networks. Meanwhile, given the need for distributed computing, distributed optimization…

Machine Learning · Computer Science 2021-09-08 Xiangyi Chen , Belhal Karimi , Weijie Zhao , Ping Li

In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…

Optimization and Control · Mathematics 2020-02-11 Shi Pu , Wei Shi , Jinming Xu , Angelia Nedić

Decentralized learning offers privacy and communication efficiency when data are naturally distributed among agents communicating over an underlying graph. Motivated by overparameterized learning settings, in which models are trained to…

Machine Learning · Computer Science 2023-03-28 Hossein Taheri , Christos Thrampoulidis

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

Decentralized optimization enables a network of agents to cooperatively optimize an overall objective function without a central coordinator and is gaining increased attention in domains as diverse as control, sensor networks, data mining,…

Optimization and Control · Mathematics 2023-12-27 Yongqiang Wang , Angelia Nedic

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

We consider a distributed non-convex optimization where a network of agents aims at minimizing a global function over the Stiefel manifold. The global function is represented as a finite sum of smooth local functions, where each local…

Optimization and Control · Mathematics 2021-02-16 Shixiang Chen , Alfredo Garcia , Mingyi Hong , Shahin Shahrampour

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi