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This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

In the context of distributed deep learning, the issue of stale weights or gradients could result in poor algorithmic performance. This issue is usually tackled by delay tolerant algorithms with some mild assumptions on the objective…

Machine Learning · Computer Science 2024-10-28 Haoxiang Wang , Zhanhong Jiang , Chao Liu , Soumik Sarkar , Dongxiang Jiang , Young M. Lee

Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent…

Optimization and Control · Mathematics 2018-10-17 Sai Praneeth Karimireddy , Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

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

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi

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…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu

We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed…

Machine Learning · Computer Science 2018-07-17 Akshita Bhandari , Chandramani Singh

We consider unreliable distributed learning systems wherein the training data is kept confidential by external workers, and the learner has to interact closely with those workers to train a model. In particular, we assume that there exists…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-10 Lili Su , Jiaming Xu

We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…

Optimization and Control · Mathematics 2021-10-05 Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar , Umut Simsekli , Lingjiong Zhu

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

Optimization and Control · Mathematics 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

The convergence of SGD based distributed training algorithms is tied to the data distribution across workers. Standard partitioning techniques try to achieve equal-sized partitions with per-class population distribution in proportion to the…

Machine Learning · Computer Science 2023-09-20 Haoze He , Parijat Dube

This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…

Optimization and Control · Mathematics 2025-05-23 Ashwin Aravind , Debasish Chatterjee , Ashish Cherukuri

This study develops an algorithm for distributed computing of linear programming problems of huge-scales. Global consensus with single common variable, multiblocks, and augmented Lagrangian are adopted. The consensus is used to partition…

Optimization and Control · Mathematics 2025-08-07 Luoyi Tao

We consider the problem of scheduling in constrained queueing networks with a view to minimizing packet delay. Modern communication systems are becoming increasingly complex, and are required to handle multiple types of traffic with widely…

Machine Learning · Computer Science 2021-05-04 Mohammani Zaki , Avi Mohan , Aditya Gopalan , Shie Mannor

This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

In distributed computing systems, it is well recognized that worker nodes that are slow (called stragglers) tend to dominate the overall job execution time. Coded computation utilizes concepts from erasure coding to mitigate the effect of…

Information Theory · Computer Science 2018-09-18 Anindya B. Das , Li Tang , Aditya Ramamoorthy

Gradient-based distributed learning in Parameter Server (PS) computing architectures is subject to random delays due to straggling worker nodes, as well as to possible communication bottlenecks between PS and workers. Solutions have been…

Information Theory · Computer Science 2020-04-09 Jingjing Zhang , Osvaldo Simeone

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed