Related papers: A randomised primal-dual algorithm for distributed…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
Dual decomposition has been successfully employed in a variety of distributed convex optimization problems solved by a network of computing and communicating nodes. Often, when the cost function is separable but the constraints are coupled,…
We consider algorithms for solving structured convex optimization problems over a network of agents with communication delays. It is assumed that each agent performs its local updates by using possibly outdated information from its…
Primal-dual methods in online optimization give several of the state-of-the art results in both of the most common models: adversarial and stochastic/random order. Here we try to provide a more unified analysis of primal-dual algorithms to…
This paper addresses a distributed nonconvex optimization problem over multi-agent networks, where each agent exchanges its local information solely with its neighbors. Given that most existing distributed nonconvex optimization algorithms…
We introduce a method for analyzing radio interferometry data which produces maps which are optimal in the Bayesian sense of maximum posterior probability density, given certain prior assumptions. It is similar to maximum entropy…
The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…
The primal-dual optimization algorithm developed in Chambolle and Pock (CP), 2011 is applied to various convex optimization problems of interest in computed tomography (CT) image reconstruction. This algorithm allows for rapid prototyping…
We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving empirical risk minimization (ERM) problems with a nonsmooth regularization term. Our algorithm is applicable…
In this paper, we develop a novel distributed algorithm for addressing convex optimization with both nonlinear inequality and linear equality constraints, where the objective function can be a general nonsmooth convex function and all the…
Programmable linear optical interferometers are important for classical and quantum information technologies, as well as for building hardware-accelerated artificial neural networks. Recent results showed the possibility of constructing…
In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…
In this paper, we propose a numerical approach for solving composite primal-dual monotone inclusions with a priori information. The underlying a priori information set is represented by the intersection of fixed point sets of a finite…
Primal-dual algorithms are frequently used for iteratively solving large-scale convex optimization problems. The analysis of such algorithms is usually done on a case-by-case basis, and the resulting guaranteed rates of convergence can be…
To account for the randomness of propagation channels and interference levels in hierarchical spectrum sharing, a novel approach to multihop routing is introduced for cognitive random access networks, whereby packets are randomly routed…
Computed tomography and magnetic resonance imaging are two widely used clinical imaging modalities for non-invasive diagnosis. However, both of these modalities come with certain problems. CT uses harmful ionising radiation, and MRI suffers…
This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…
Next-generation radio interferometers, such as the Square Kilometre Array (SKA), will revolutionise our understanding of the universe through their unprecedented sensitivity and resolution. However, to realise these goals significant…
This paper investigates the possibility of improving radio interferometric images using an algorithm inspired by an optical method known as "lucky imaging", which would give more weight to the best-calibrated visibilities used to make a…
Stochastic Primal-Dual Hybrid Gradient (SPDHG) is an algorithm proposed by Chambolle et al. (2018) to efficiently solve a wide class of nonsmooth large-scale optimization problems. In this paper we contribute to its theoretical foundations…