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Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-24 Pei Xie , Keyou You , Shiji Song , Cheng Wu

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

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…

Machine Learning · Statistics 2019-06-11 Matthew Nokleby , Waheed U. Bajwa

In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is…

Optimization and Control · Mathematics 2020-03-05 Peng Lin , Wei Ren , Huijun Gao

In this paper, we consider a large network containing many regions such that each region is equipped with a worker with some data processing and communication capability. For such a network, some workers may become stragglers due to the…

Systems and Control · Electrical Eng. & Systems 2022-04-14 Elie Atallah , Nazanin Rahnavard , Qiyu Sun

In this paper, the distributed resource allocation problem on strongly connected and weight-balanced digraphs is investigated, where the decisions of each agent are restricted to satisfy the coupled network resource constraints and…

Optimization and Control · Mathematics 2022-03-10 Xiaohong Nian , Fan Li , Dongxin Liu

In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with…

Optimization and Control · Mathematics 2022-10-31 Shuhua Yu , Soummya Kar

We present a distributed conjugate gradient method for distributed optimization problems, where each agent computes an optimal solution of the problem locally without any central computation or coordination, while communicating with its…

Optimization and Control · Mathematics 2024-02-27 Ola Shorinwa , Mac Schwager

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

We develop a Distributed Event-Triggered Stochastic GRAdient Descent (DETSGRAD) algorithm for solving non-convex optimization problems typically encountered in distributed deep learning. We propose a novel communication triggering mechanism…

Optimization and Control · Mathematics 2019-09-12 Jemin George , Prudhvi Gurram

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

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

This paper is mainly devoted to the distributed second-order multi-agent optimization problem with unbalanced and directed networks. To deal with this problem, a new distributed algorithm is proposed based on the local neighbor information…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Lipo Mo , Haokun Hu , Yongguang Yu , Guojian Ren

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 analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

Distributed algorithms to solve linear equations in multi-agent networks have attracted great research attention and many iteration-based distributed algorithms have been developed. The convergence speed is a key factor to be considered for…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-30 Haodi Ping , Yongcai Wang , Deying Li

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Optimization and Control · Mathematics 2021-07-08 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Peter W. Glynn , Yinyu Ye

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo
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