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We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…

Optimization and Control · Mathematics 2018-04-02 Loris Cannelli , Francisco Facchinei , Vyacheslav Kungurtsev , Gesualdo Scutari

We present Asynchronous Stochastic Parallel Pose Graph Optimization (ASAPP), the first asynchronous algorithm for distributed pose graph optimization (PGO) in multi-robot simultaneous localization and mapping. By enabling robots to optimize…

Optimization and Control · Mathematics 2023-07-03 Yulun Tian , Alec Koppel , Amrit Singh Bedi , Jonathan P. How

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…

Optimization and Control · Mathematics 2014-11-12 Ji Liu , Stephen J. Wright , Christopher Ré , Victor Bittorf , Srikrishna Sridhar

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…

Optimization and Control · Mathematics 2017-03-06 Tianyu Wu , Kun Yuan , Qing Ling , Wotao Yin , Ali H. Sayed

In decentralized optimization, nodes of a communication network each possess a local objective function, and communicate using gossip-based methods in order to minimize the average of these per-node functions. While synchronous algorithms…

Optimization and Control · Mathematics 2022-09-02 Mathieu Even , Hadrien Hendrikx , Laurent Massoulie

Asynchronous parallel optimization received substantial successes and extensive attention recently. One of core theoretical questions is how much speedup (or benefit) the asynchronous parallelization can bring us. This paper provides a…

Optimization and Control · Mathematics 2017-05-23 Xiangru Lian , Huan Zhang , Cho-Jui Hsieh , Yijun Huang , Ji Liu

Two characteristics that make convex decomposition algorithms attractive are simplicity of operations and generation of parallelizable structures. In principle, these schemes require that all coordinates update at the same time, i.e., they…

Optimization and Control · Mathematics 2018-03-07 Giorgos Stathopoulos , Colin N. Jones

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

We introduce novel convergence results for asynchronous iterations that appear in the analysis of parallel and distributed optimization algorithms. The results are simple to apply and give explicit estimates for how the degree of asynchrony…

Optimization and Control · Mathematics 2023-04-04 Hamid Reza Feyzmahdavian , Mikael Johansson

Communication delays and synchronization are major bottlenecks for parallel computing, and tolerating asynchrony is therefore crucial for accelerating parallel computation. Motivated by optimization problems that do not satisfy convexity…

Optimization and Control · Mathematics 2021-05-25 Kasra Yazdani , Matthew Hale

Multi-server systems have received increasing attention with important implementations such as Google MapReduce, Hadoop, and Spark. Common to these systems are a fork operation, where jobs are first divided into tasks that are processed in…

Performance · Computer Science 2016-10-21 Markus Fidler , Brenton Walker , Yuming Jiang

In this paper a new distributed asynchronous algorithm is proposed for time synchronization in networks with random communication delays, measurement noise and communication dropouts. Three different types of the drift correction algorithm…

Systems and Control · Computer Science 2018-02-05 Milos S. Stankovic , Srdjan S. Stankovic , Karl Henrik Johansson

As datasets continue to increase in size and multi-core computer architectures are developed, asynchronous parallel optimization algorithms become more and more essential to the field of Machine Learning. Unfortunately, conducting the…

Optimization and Control · Mathematics 2019-03-26 Rémi Leblond , Fabian Pedregosa , Simon Lacoste-Julien

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

This paper proposes two nonlinear dynamics to solve constrained distributed optimization problem for resource allocation over a multi-agent network. In this setup, coupling constraint refers to resource-demand balance which is preserved at…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Mohammadreza Doostmohammadian , Alireza Aghasi , Maria Vrakopoulou , Hamid R. Rabiee , Usman A. Khan , Themistoklis Charalambou

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

We study the block-coordinate forward-backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to…

Optimization and Control · Mathematics 2020-11-30 Saverio Salzo , Silvia Villa

We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…

Optimization and Control · Mathematics 2021-11-16 Alon Cohen , Amit Daniely , Yoel Drori , Tomer Koren , Mariano Schain

Nonconvex and nonsmooth problems have recently attracted considerable attention in machine learning. However, developing efficient methods for the nonconvex and nonsmooth optimization problems with certain performance guarantee remains a…

Optimization and Control · Mathematics 2019-02-07 Ehsan Kazemi , Liqiang Wang