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We consider distributed convex optimization problems that involve a separable objective function and nontrivial functional constraints, such as Linear Matrix Inequalities (LMIs). We propose a decentralized and computationally inexpensive…
We study distributed algorithms for solving global optimization problems in which the objective function is the sum of local objective functions of agents and the constraint set is given by the intersection of local constraint sets of…
Motivated by recent development in networking and parallel data-processing, we consider a distributed and localized finite-sum (or fixed-sum) allocation technique to solve resource-constrained convex optimization problems over multi-agent…
We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…
In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…
This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the…
We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…
We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agentspecific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification…
Multi-agent optimization problems with many objective functions have drawn much interest over the past two decades. Many works on the subject minimize the sum of objective functions, which implicitly carries a decision about the problem…
We consider distributed multitask learning problems over a network of agents where each agent is interested in estimating its own parameter vector, also called task, and where the tasks at neighboring agents are related according to a set…
We consider a multi agent optimization problem where a set of agents collectively solves a global optimization problem with the objective function given by the sum of locally known convex functions. We focus on the case when information…
We consider cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific possibly…
This paper presents a special type of distributed optimization problems, where the summation of agents' local cost functions (i.e., global cost function) is convex, but each individual can be non-convex. Unlike most distributed optimization…
The purpose of this paper is to introduce two new classes of accelerated distributed proximal conjugate gradient algorithms for multi-agent constrained optimization problems; given as minimization of a function decomposed as a sum of M…
This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…
In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource…
We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…
We propose a distributed algorithm, termed the Directed-Distributed Projected Subgradient (D-DPS), to solve a constrained optimization problem over a multi-agent network, where the goal of agents is to collectively minimize the sum of…
We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…
In this article, we present an algorithm that drives the outputs of a network of agents to jointly track the solutions of time-varying optimization problems in a way that is robust to asynchrony in the agents' operations. We consider three…