Related papers: Parallel and Distributed Methods for Nonconvex Opt…
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…
We consider the fundamental problem in non-convex optimization of efficiently reaching a stationary point. In contrast to the convex case, in the long history of this basic problem, the only known theoretical results on first-order…
We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…
We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…
Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…
We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…
We address the problem of linear precoder (beamformer) design in a multiple-input multiple-output interference channel (MIMO-IC). The aim is to design the transmit covariance matrices in order to achieve max-min utility fairness for all…
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…
In this paper we consider a distributed optimization scenario in which a set of processors aims at minimizing the maximum of a collection of "separable convex functions" subject to local constraints. This set-up is motivated by peak-demand…
We propose a proximal variable smoothing algorithm for a nonsmooth optimization problem whose cost function is the sum of three functions including a weakly convex composite function. The proposed algorithm has a single-loop structure…
This paper aims at distributed multi-agent convex optimization where the communications network among the agents are presented by a random sequence of possibly state-dependent weighted graphs. This is the first work to consider both random…
We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…
In recent years, there has been a growing interest in mathematical models leading to the minimization, in a symmetric matrix space, of a Bregman divergence coupled with a regularization term. We address problems of this type within a…
In this paper, a new optimization framework is defined that includes the optimization framework recently proposed in [1]-[2] as a special case. The convex optimization in [1]-[2] includes centralized optimization and distributed…
We consider the task of minimizing the sum of smooth and strongly convex functions stored in a decentralized manner across the nodes of a communication network whose links are allowed to change in time. We solve two fundamental problems for…
We study fundamental limits of first-order stochastic optimization in a range of nonconvex settings, including L-smooth functions satisfying Quasar-Convexity (QC), Quadratic Growth (QG), and Restricted Secant Inequalities (RSI). While the…
We consider the problem of regularized regression in a network of communication-constrained devices. Each node has local data and objectives, and the goal is for the nodes to optimize a global objective. We develop a distributed…
Recent advances in diffusion models show promising potential to accelerate nonconvex problem solving by leveraging their multimodality. However, most existing diffusion-based optimization approaches rely on supervised learning and lack a…
In this work, we propose a distributed algorithm for stochastic non-convex optimization. We consider a worker-server architecture where a set of $K$ worker nodes (WNs) in collaboration with a server node (SN) jointly aim to minimize a…
In recent years, the paradigm of cloud computing has emerged as an architecture for computing that makes use of distributed (networked) computing resources. In this paper, we consider a distributed computing algorithmic scheme for…