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In modern large-scale systems with sensor networks and IoT devices it is essential to collaboratively solve complex problems while utilizing network resources efficiently. In our paper we present three distributed optimization algorithms…

Systems and Control · Electrical Eng. & Systems 2025-04-24 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

Resource allocation is a fundamental problem in Industrial Internet of Things (IIoT) systems, in which devices work together under limited communication bandwidth to complete diverse tasks. This paper proposes a communication-efficient…

Optimization and Control · Mathematics 2026-05-26 Yuzhu Duan , Ziwen Yang , Xiaoming Duan , Shanying Zhu

We consider the problem of solving a smooth convex optimization problem with equality and inequality constraints in a distributed fashion. Assuming that we have a group of agents available capable of communicating over a communication…

Optimization and Control · Mathematics 2018-03-01 Simon Michalowsky , Bahman Gharesifard , Christian Ebenbauer

The stochastic compositional minimax problem has attracted a surge of attention in recent years since it covers many emerging machine learning models. Meanwhile, due to the emergence of distributed data, optimizing this kind of problem…

Machine Learning · Computer Science 2023-08-02 Hongchang Gao

Mini-batch optimization has proven to be a powerful paradigm for large-scale learning. However, the state of the art parallel mini-batch algorithms assume synchronous operation or cyclic update orders. When worker nodes are heterogeneous…

Optimization and Control · Mathematics 2015-05-20 Hamid Reza Feyzmahdavian , Arda Aytekin , Mikael Johansson

Recently, the decentralized optimization problem is attracting growing attention. Most existing methods are deterministic with high per-iteration cost and have a convergence rate quadratically depending on the problem condition number.…

Machine Learning · Statistics 2018-05-28 Zebang Shen , Aryan Mokhtari , Tengfei Zhou , Peilin Zhao , Hui Qian

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.…

Optimization and Control · Mathematics 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…

Artificial Intelligence · Computer Science 2018-07-04 Anna L. D. Latour , Behrouz Babaki , Siegfried Nijssen

As the size of datasets used in statistical learning continues to grow, distributed training of models has attracted increasing attention. These methods partition the data and exploit parallelism to reduce memory and runtime, but suffer…

Machine Learning · Computer Science 2024-07-10 Fred Lu , Ryan R. Curtin , Edward Raff , Francis Ferraro , James Holt

In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix…

Information Theory · Computer Science 2017-04-05 Panayotis Mertikopoulos , E. Veronica Belmega , Romain Negrel , Luca Sanguinetti

We consider distributed linear bandits where $M$ agents learn collaboratively to minimize the overall cumulative regret incurred by all agents. Information exchange is facilitated by a central server, and both the uplink and downlink…

Machine Learning · Computer Science 2025-11-17 Sudeep Salgia , Qing Zhao

We study distributed (strongly convex) optimization problems over a network of agents, with no centralized nodes. The loss functions of the agents are assumed to be \textit{similar}, due to statistical data similarity or otherwise. In order…

Optimization and Control · Mathematics 2022-04-12 Ye Tian , Gesualdo Scutari , Tianyu Cao , Alexander Gasnikov

The explosion of large-scale data in fields such as finance, e-commerce, and social media has outstripped the processing capabilities of single-machine systems, driving the need for distributed statistical inference methods. Traditional…

Machine Learning · Statistics 2024-09-02 Jingguo Lan , Hongmei Lin , Xueqin Wang

Distributed optimization methods for large-scale machine learning suffer from a communication bottleneck. It is difficult to reduce this bottleneck while still efficiently and accurately aggregating partial work from different machines. In…

Machine Learning · Computer Science 2015-07-06 Chenxin Ma , Virginia Smith , Martin Jaggi , Michael I. Jordan , Peter Richtárik , Martin Takáč

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

Synchronous mini-batch SGD is state-of-the-art for large-scale distributed machine learning. However, in practice, its convergence is bottlenecked by slow communication rounds between worker nodes. A natural solution to reduce communication…

Machine Learning · Computer Science 2019-04-26 Kumar Kshitij Patel , Aymeric Dieuleveut

The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…

Optimization and Control · Mathematics 2020-03-06 Francesco Farina , Giuseppe Notarstefano