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There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…

Optimization and Control · Mathematics 2021-11-29 Emiliano Dall'Anese , Andrea Simonetto , Stephen Becker , Liam Madden

This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constraint, we aim to maximize the probability of correctly…

Optimization and Control · Mathematics 2019-04-25 Fei Gao , Zhongshun Shi , Siyang Gao , Hui Xiao

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

This paper focuses on managing the cost of deliberation before action. In many problems, the overall quality of the solution reflects costs incurred and resources consumed in deliberation as well as the cost and benefit of execution, when…

Artificial Intelligence · Computer Science 2013-04-05 David Einav , Michael R. Fehling

We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…

We study smoothed analysis of distributed graph algorithms, focusing on the fundamental minimum spanning tree (MST) problem. With the goal of studying the time complexity of distributed MST as a function of the "perturbation" of the input…

Data Structures and Algorithms · Computer Science 2019-11-11 Soumyottam Chatterjee , Gopal Pandurangan , Nguyen Dinh Pham

We consider a MapReduce-like distributed computing system. We derive a lower bound on the communication cost for any given storage and computation costs. This lower bound matches the achievable bound we proposed recently. As a result, we…

Information Theory · Computer Science 2020-01-23 Qifa Yan , Sheng Yang , Michèle Wigger

This paper proposes a distributed optimization algorithm with a convergence time that can be assigned in advance according to task requirements. To this end, a sliding manifold is introduced to achieve the sum of local gradients approaching…

Optimization and Control · Mathematics 2024-12-31 Renyongkang Zhang , Ge Guo , Zeng-di Zhou

It is well-known that plug-in statistical estimation of optimal transport suffers from the curse of dimensionality. Despite recent efforts to improve the rate of estimation with the smoothness of the problem, the computational complexity of…

Statistics Theory · Mathematics 2021-10-04 Adrien Vacher , Boris Muzellec , Alessandro Rudi , Francis Bach , Francois-Xavier Vialard

In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed noise, which allows an unbounded variance, is closer to…

Optimization and Control · Mathematics 2025-05-15 Jun Hu , Chao Sun , Bo Chen , Jianzheng Wang , Zheming Wang

Traffic flows in a distributed computing network require both transmission and processing, and can be interdicted by removing either communication or computation resources. We study the robustness of a distributed computing network under…

Networking and Internet Architecture · Computer Science 2021-11-29 Jianan Zhang , Hyang-Won Lee , Eytan Modiano

In this paper, we revisit the communication vs. distributed computing trade-off, studied within the framework of MapReduce in [1]. An implicit assumption in the aforementioned work is that each server performs all possible computations on…

Information Theory · Computer Science 2017-05-26 Yahya H. Ezzeldin , Mohammed Karmoose , Christina Fragouli

We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…

Optimization and Control · Mathematics 2021-11-16 Alon Cohen , Amit Daniely , Yoel Drori , Tomer Koren , Mariano Schain

The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-13 Matheus Henrique Junqueira Saldanha

Distributed computing, in which a resource-intensive task is divided into subtasks and distributed among different machines, plays a key role in solving large-scale problems. Coded computing is a recently emerging paradigm where redundancy…

Information Theory · Computer Science 2023-03-15 Hoang Dau , Ryan Gabrys , Yu-Chih Huang , Chen Feng , Quang-Hung Luu , Eidah Alzahrani , Zahir Tari

This paper considers the distributed smooth optimization problem in which the objective is to minimize a global cost function formed by a sum of local smooth cost functions, by using local information exchange. The standard assumption for…

Optimization and Control · Mathematics 2019-09-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson , Tianyou Chai

Smoothed online combinatorial optimization considers a learner who repeatedly chooses a combinatorial decision to minimize an unknown changing cost function with a penalty on switching decisions in consecutive rounds. We study smoothed…

Machine Learning · Computer Science 2023-01-18 Kai Wang , Zhao Song , Georgios Theocharous , Sridhar Mahadevan

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

Data Structures and Algorithms · Computer Science 2023-10-25 Andre Linhares , Chaitanya Swamy

Cooperative decision making is a vision of future network management and control. Distributed connection preemption is an important example where nodes can make intelligent decisions on allocating resources and controlling traffic flows for…

Machine Learning · Computer Science 2009-01-08 Sung-eok Jeon , Chuanyi Ji

The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…

Optimization and Control · Mathematics 2022-10-11 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen , Lihua Xie
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