Related papers: A Fast Proximal Gradient Algorithm for Decentraliz…
This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…
We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…
We consider network-based decentralized optimization problems, where each node in the network possesses a local function and the objective is to collectively attain a consensus solution that minimizes the sum of all the local functions. A…
A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…
In this paper, we focus on the decentralized composite optimization for convex functions. Because of advantages such as robust to the network and no communication bottle-neck in the central server, the decentralized optimization has…
We consider the problem of decentralized nonconvex optimization over a compact submanifold, where each local agent's objective function defined by the local dataset is smooth. Leveraging the powerful tool of proximal smoothness, we…
We focus on decentralized stochastic non-convex optimization, where $n$ agents work together to optimize a composite objective function which is a sum of a smooth term and a non-smooth convex term. To solve this problem, we propose two…
This paper proposes a Perturbed Proximal Gradient ADMM (PPG-ADMM) framework for solving general nonconvex composite optimization problems, where the objective function consists of a smooth nonconvex term and a nonsmooth weakly convex term…
In this paper, distributed convex optimization problem over non-directed dynamical networks is studied. Here, networked agents with single-integrator dynamics are supposed to rendezvous at a point that is the solution of a global convex…
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 studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…
Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…
While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…
In this paper, we propose Push-SAGA, a decentralized stochastic first-order method for finite-sum minimization over a directed network of nodes. Push-SAGA combines node-level variance reduction to remove the uncertainty caused by stochastic…
This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…
In decentralized consensus optimization, a connected network of agents collaboratively minimize the sum of their local objective functions over a common decision variable, where their information exchange is restricted between the…
We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed…