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Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…

Optimization and Control · Mathematics 2017-10-26 Junyao Guo , Gabriela Hug , Ozan Tonguz

In this paper, we investigate the distributed convex optimization problem over a multi-agent system with Markovian switching communication networks. The objective function is the sum of each agent's local objective function, which cannot be…

Optimization and Control · Mathematics 2020-02-25 Peng Yi , Li Li

In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired…

Optimization and Control · Mathematics 2022-04-19 Mohammad Taha Toghani , César A. Uribe

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…

Machine Learning · Computer Science 2017-06-21 Zheng Xu , Gavin Taylor , Hao Li , Mario Figueiredo , Xiaoming Yuan , Tom Goldstein

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

Latency is inherent in almost all real-world networked applications. In this paper, we propose a distributed allocation strategy over multi-agent networks with delayed communications. The state of each agent (or node) represents its share…

Systems and Control · Electrical Eng. & Systems 2022-08-31 Mohammadreza Doostmohammadian , Wei Jiang , Themistoklis Charalambous

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…

Optimization and Control · Mathematics 2016-09-21 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…

Optimization and Control · Mathematics 2016-05-04 Sandeep Kumar , Rahul Jain , Ketan Rajawat

Consider a set of N agents seeking to solve distributively the minimization problem $\inf_{x} \sum_{n = 1}^N f_n(x)$ where the convex functions $f_n$ are local to the agents. The popular Alternating Direction Method of Multipliers has the…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-30 Franck Iutzeler , Pascal Bianchi , Philippe Ciblat , Walid Hachem

Gradient-tracking (GT) based decentralized methods have emerged as an effective and viable alternative method to decentralized (stochastic) gradient descent (DSGD) when solving distributed online stochastic optimization problems. Initial…

Optimization and Control · Mathematics 2023-01-10 Sulaiman A. Alghunaim , Kun Yuan

This paper studies the continuous-time distributed optimization of a sum of convex functions over directed graphs. Contrary to what is known in the consensus literature, where the same dynamics works for both undirected and directed…

Optimization and Control · Mathematics 2015-03-20 Bahman Gharesifard , Jorge Cortes

This paper aims at distributed multi-agent convex optimization where the communications network among the agents are presented by a random sequence of possibly state-dependent weighted graphs. This is the first work to consider both random…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Seyyed Shaho Alaviani , Atul Kelkar

This work considers the distributed computation of the one-to-one vertex correspondences between two undirected and connected graphs, which is called \textit{graph matching}, over multi-agent networks. Given two \textit{isomorphic} and…

Optimization and Control · Mathematics 2020-02-21 Quoc Van Tran , Zhiyong Sun , Brian D. O. Anderson , Hyo-Sung Ahn

The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng Wang

Multilayer networks provide a more comprehensive framework for exploring real-world and engineering systems than traditional single-layer networks, consisting of multiple interacting networks. However, despite significant research in…

Optimization and Control · Mathematics 2024-11-12 C. D. Rodríguez-Camargo , A. F. Urquijo-Rodríguez , E. A. Mojica-Nava

In this paper, the alternating direction method of multipliers (ADMM) is investigated for distributed optimization problems in a networked multi-agent system. In particular, a new adaptive-gain ADMM algorithm is derived in a closed form and…

Systems and Control · Electrical Eng. & Systems 2020-02-26 Towfiq Rahman , Zhihua Qu , Toru Namerikawa

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We consider a multi agent optimization problem where a set of agents collectively solves a global optimization problem with the objective function given by the sum of locally known convex functions. We focus on the case when information…

Optimization and Control · Mathematics 2016-03-14 Ali Makhdoumi , Asuman Ozdaglar