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A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Optimization and Control · Mathematics 2024-03-15 Frank E. Curtis , Vyacheslav Kungurtsev , Daniel P. Robinson , Qi Wang

Federated learning (FL) is a useful tool in distributed machine learning that utilizes users' local datasets in a privacy-preserving manner. When deploying FL in a constrained wireless environment; however, training models in a…

Machine Learning · Computer Science 2022-05-06 Jake Perazzone , Shiqiang Wang , Mingyue Ji , Kevin Chan

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

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

Emerging applications in multi-agent environments such as internet-of-things, networked sensing, autonomous systems and federated learning, call for decentralized algorithms for finite-sum optimizations that are resource-efficient in terms…

Machine Learning · Statistics 2021-12-03 Boyue Li , Zhize Li , Yuejie Chi

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…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Wei Shi , Jinming Xu , Angelia Nedić

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

Optimization and Control · Mathematics 2015-06-03 Jianshu Chen , Ali H. Sayed

This paper aims at proposing a procedure to derive distributed algorithms for distributed consensus-based optimization by using distributed algorithms for network resource allocation and vice versa over switching networks with/without…

Optimization and Control · Mathematics 2022-08-04 Seyyed Shaho Alaviani , Atul Gajanan Kelkar , Umesh Vaidya

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

Optimization and Control · Mathematics 2025-12-16 Maoran Wang , Xingju Cai , Yongxin Chen

Methods for distributed optimization have received significant attention in recent years owing to their wide applicability in various domains. A distributed optimization method typically consists of two key components: communication and…

Optimization and Control · Mathematics 2018-06-04 Albert S. Berahas , Raghu Bollapragada , Nitish Shirish Keskar , Ermin Wei

Privacy-preserving distributed processing has received considerable attention recently. The main purpose of these algorithms is to solve certain signal processing tasks over a network in a decentralised fashion without revealing…

Signal Processing · Electrical Eng. & Systems 2023-12-14 Sebastian O. Jordan , Qiongxiu Li , Richard Heusdens

Distributed Constraint Optimization Problems (DCOPs) are a widely studied constraint handling framework. The objective of a DCOP algorithm is to optimize a global objective function that can be described as the aggregation of a number of…

Multiagent Systems · Computer Science 2019-09-16 Moumita Choudhury , Saaduddin Mahmud , Md. Mosaddek Khan

Federated learning enables training machine learning models while preserving the privacy of participants. Surprisingly, there is no differentially private distributed method for smooth, non-convex optimization problems. The reason is that…

Machine Learning · Computer Science 2025-02-20 Egor Shulgin , Sarit Khirirat , Peter Richtárik

We consider centralized distributed optimization in the classical federated learning setup, where $n$ workers jointly find an $\varepsilon$-stationary point of an $L$-smooth, $d$-dimensional nonconvex function $f$, having access only to…

Optimization and Control · Mathematics 2026-03-31 Alexander Tyurin

In this paper we consider a distributed stochastic optimization problem without the gradient/subgradient information for the local objective functions, subject to local convex constraints. The objective functions may be non-smooth and…

Systems and Control · Computer Science 2018-06-25 Yinghui Wang , Wenxiao Zhao , Yiguang Hong , Mohsen Zamani

This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani , Giuseppe Notarstefano

Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…

Optimization and Control · Mathematics 2023-12-15 Kun Huang , Xiao Li , Shi Pu

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