Related papers: Asynchronous Decentralized Stochastic Optimization…
A distributed adaptive algorithm to estimate a time-varying signal, measured by a wireless sensor network, is designed and analyzed. One of the major features of the algorithm is that no central coordination among the nodes needs to be…
Adaptive networks have the capability to pursue solutions of global stochastic optimization problems by relying only on local interactions within neighborhoods. The diffusion of information through repeated interactions allows for globally…
Bilevel optimization plays an essential role in many machine learning tasks, ranging from hyperparameter optimization to meta-learning. Existing studies on bilevel optimization, however, focus on either centralized or synchronous…
The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…
The analysis in Part I revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization when gradient noise is present. These algorithms are used when the risk functions are non-smooth and…
Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…
Decentralized optimization methods have been in the focus of optimization community due to their scalability, increasing popularity of parallel algorithms and many applications. In this work, we study saddle point problems of sum type,…
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…
This paper proposes an adaptive primal-dual dynamics for distributed optimization in multi-agent systems. The proposed dynamics incorporates an adaptive synchronization law that reinforces the interconnection strength between the primal…
We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…
We study decentralized optimization where multiple agents minimize the average of their (strongly) convex, smooth losses over a communication graph. Convergence of the existing decentralized methods generally hinges on an apriori, proper…
In a real Hilbert space setting, we reconsider the classical Arrow-Hurwicz differential system in view of solving linearly constrained convex minimization problems. We investigate the asymptotic properties of the differential system and…
This paper studies linear stochastic approximation (SA) algorithms and their application to multi-agent systems in engineering and sociology. As main contribution, we provide necessary and sufficient conditions for convergence of linear SA…
This paper studies output synchronization problems for heterogeneous networks of continuous- or discrete-time right-invertible linear agents in presence of unknown, non-uniform and arbitrarily large input delay based on localized…
We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…
Distributed zeroth-order optimization is increasingly applied in heterogeneous scenarios where agents possess distinct data distributions and objectives. This heterogeneity poses fundamental challenges for convergence analysis, as existing…
In this paper we propose a distributed algorithm for the estimation and control of the connectivity of ad-hoc networks in the presence of a random topology. First, given a generic random graph, we introduce a novel stochastic power…
We consider problems where agents in a network seek a common quantity, measured independently and periodically by each agent through a local time-varying process. Numerous solvers addressing such problems have been developed in the past,…
This article investigates the problem of dynamic spectrum access for canonical wireless networks, in which the channel states are time-varying. In the most existing work, the commonly used optimization objective is to maximize the…
We consider the problem of minimizing the sum of cost functions pertaining to agents over a network whose topology is captured by a directed graph (i.e., asymmetric communication). We cast the problem into the ADMM setting, via a consensus…