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We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…

Optimization and Control · Mathematics 2015-01-05 Yuchen Zhang , Lin Xiao

In this paper we study the effect of the way that the data is partitioned in distributed optimization. The original DiSCO algorithm [Communication-Efficient Distributed Optimization of Self-Concordant Empirical Loss, Yuchen Zhang and Lin…

Optimization and Control · Mathematics 2015-10-23 Chenxin Ma , Martin Takáč

This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…

Systems and Control · Electrical Eng. & Systems 2021-03-26 Tor Anderson

Motivated by economic dispatch and linearly-constrained resource allocation problems, this paper proposes a novel Distributed Approx-Newton algorithm that approximates the standard Newton optimization method. A main property of this…

Numerical Analysis · Computer Science 2017-03-24 Tor Anderson , Chin-Yao Chang , Sonia Martinez

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

In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-22 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

Motivated by economic dispatch and linearly-constrained resource allocation problems, this paper proposes a class of novel Distributed-Approx Newton algorithms that approximate the standard Newton optimization method. We first develop the…

Optimization and Control · Mathematics 2019-11-21 Tor Anderson , Chin-Yao Chang , Sonia Martinez

For optimization of a sum of functions in a distributed computing environment, we present a novel communication efficient Newton-type algorithm that enjoys a variety of advantages over similar existing methods. Similar to Newton-MR, our…

Optimization and Control · Mathematics 2019-12-03 Rixon Crane , Fred Roosta

Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…

Optimization and Control · Mathematics 2015-03-17 Ermin Wei , Asuman Ozdaglar , Ali Jadbabaie

We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…

Machine Learning · Computer Science 2014-05-15 Ohad Shamir , Nathan Srebro , Tong Zhang

In this paper, we put forth distributed algorithms for solving loosely coupled unconstrained and constrained optimization problems. Such problems are usually solved using algorithms that are based on a combination of decomposition and first…

Optimization and Control · Mathematics 2013-12-20 Sina Khoshfetrat Pakazad , Anders Hansson , Martin S. Andersen

We consider two formulations for distributed optimization wherein $N$ agents in a generic connected network solve a problem of common interest: distributed personalized optimization and consensus optimization. A new method termed DINAS…

Optimization and Control · Mathematics 2025-01-15 Dusan Jakovetic , Natasa Krejic , Greta Malaspina

We propose a distributed cubic regularization of the Newton method for solving (constrained) empirical risk minimization problems over a network of agents, modeled as undirected graph. The algorithm employs an inexact, preconditioned Newton…

Optimization and Control · Mathematics 2021-06-21 Amir Daneshmand , Gesualdo Scutari , Pavel Dvurechensky , Alexander Gasnikov

Recent work by Zymnis et al. proposes an efficient primal-dual interior-point method, using a truncated Newton method, for solving the network utility maximization (NUM) problem. This method has shown superior performance relative to the…

Information Theory · Computer Science 2010-03-23 Danny Bickson , Yoav Tock , Argyris Zymnis , Stephen Boyd , Danny Dolev

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

We present a distributed algorithm that enables a group of robots to collaboratively optimize the parameters of a deep neural network model while communicating over a mesh network. Each robot only has access to its own data and maintains…

Robotics · Computer Science 2022-01-25 Javier Yu , Joseph A. Vincent , Mac Schwager

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…

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

This paper considers the problem of distributed multi-agent learning, where the global aim is to minimize a sum of local objective (empirical loss) functions through local optimization and information exchange between neighbouring nodes. We…

Optimization and Control · Mathematics 2023-07-20 Alessio Maritan , Ganesh Sharma , Luca Schenato , Subhrakanti Dey

Economic dispatch problem for a networked power system has been considered. The objective is to minimize the total generation cost while meeting the overall supply-demand balance and generation capacity. In particular, a more practical…

Systems and Control · Computer Science 2019-05-01 Seungjoon Lee , Hyungbo Shim
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