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In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…
In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…
In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…
Many modern machine learning algorithms such as generative adversarial networks (GANs) and adversarial training can be formulated as minimax optimization. Gradient descent ascent (GDA) is the most commonly used algorithm due to its…
This paper presents a distributed optimization algorithm tailored to solve optimization problems arising in smart grids. In detail, we propose a variant of the Augmented Lagrangian based Alternating Direction Inexact Newton (ALADIN) method,…
Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…
This paper derives new inexact variants of the Douglas-Rachford splitting method for maximal monotone operators and the alternating direction method of multipliers (ADMM) for convex optimization. The analysis is based on a new inexact…
Averaging techniques such as Ruppert--Polyak averaging and exponential movering averaging (EMA) are powerful approaches to accelerate optimization procedures of stochastic gradient descent (SGD) optimization methods such as the popular ADAM…
This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…
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…
This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power…
In this paper we present an inexact proximal point method for variational inequality problem on Hadamard manifolds and study its convergence properties. The proposed algorithm is inexact in two sense. First, each proximal subproblem is…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
The recent advancement of foundation models (FMs) has brought about a paradigm shift, revolutionizing various sectors worldwide. The popular optimizers used to train these models are stochastic gradient descent-based algorithms, which face…
In this paper we will discuss two variants of an inexact feasible interior point algorithm for convex quadratic programming. We will consider two different neighbourhoods: a (small) one induced by the use of the Euclidean norm which yields…
In this paper, we propose a novel primal-dual proximal splitting algorithm (PD-PSA), named BALPA, for the composite optimization problem with equality constraints, where the loss function consists of a smooth term and a nonsmooth term…
This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…
In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…
This paper presents a novel meta algorithm, Partition-Merge (PM), which takes existing centralized algorithms for graph computation and makes them distributed and faster. In a nutshell, PM divides the graph into small subgraphs using our…
The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…