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In this paper, we propose a new framework to study distributed optimization problems with stochastic gradients by employing a multi-agent system with continuous-time dynamics. Here the goal of the agents is to cooperatively minimize the sum…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Jianhua Sun , Kaihong Lu , Xin Yu

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…

Optimization and Control · Mathematics 2021-12-21 Eduard Gorbunov

We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

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

To understand the convergence behavior of the Push-Pull method for decentralized optimization with stochastic gradients (Stochastic Push-Pull), this paper presents a comprehensive analysis. Specifically, we first clarify the algorithm's…

Optimization and Control · Mathematics 2025-06-10 Runze You , Shi Pu

Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…

Optimization and Control · Mathematics 2021-08-23 Elie Atallah , Nazanin Rahnavard , Chinwendu Enyioha

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

We study the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…

Optimization and Control · Mathematics 2021-06-29 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

The increasing popularity of cloud computing has resulted in a proliferation of data centers. Effective placement of data centers improves network performance and minimizes clients' perceived latency. The problem of determining the optimal…

Networking and Internet Architecture · Computer Science 2018-02-06 Wuqiong Luo , Wee Peng Tay , Peng Sun , Yonggang Wen

In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…

Optimization and Control · Mathematics 2020-07-28 Elie Atallah , Nazanin Rahnavard , Chinwendu Enyioha

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

Multiagent Systems · Computer Science 2017-12-12 Yang Yang , Gesualdo Scutari , Daniel P. Palomar , Marius Pesavento

Federated learning (FL) has become a hot research area in enabling the collaborative training of machine learning models among multiple clients that hold sensitive local data. Nevertheless, unconstrained federated optimization has been…

Machine Learning · Computer Science 2022-08-31 Ying Cui , Yangchen Li , Chencheng Ye

The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…

Optimization and Control · Mathematics 2022-10-11 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen , Lihua Xie

A lot of effort has been invested into characterizing the convergence rates of gradient based algorithms for non-linear convex optimization. Recently, motivated by large datasets and problems in machine learning, the interest has shifted…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-07-23 Konstantinos I. Tsianos , Michael G. Rabbat

This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…

Systems and Control · Electrical Eng. & Systems 2021-03-26 Tor Anderson

Zero-order (ZO) optimization is a powerful tool for dealing with realistic constraints. On the other hand, the gradient-tracking (GT) technique proved to be an efficient method for distributed optimization aiming to achieve consensus.…

Machine Learning · Computer Science 2024-10-10 Elissa Mhanna , Mohamad Assaad
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