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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

Distributed optimization, where the computations are performed in a localized and coordinated manner using multiple agents, is a promising approach for solving large-scale optimization problems, e.g., those arising in model predictive…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Wentao Tang , Prodromos Daoutidis

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

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…

Optimization and Control · Mathematics 2023-04-04 Dingran Yi , Nikolaos M. Freris

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or fixed step-sizes that depend on an assumed upper bound of delays. Not only is such a delay bound hard to…

Optimization and Control · Mathematics 2023-08-24 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…

Systems and Control · Electrical Eng. & Systems 2020-06-03 Michelangelo Bin , Ivano Notarnicola , Lorenzo Marconi , Giuseppe Notarstefano

There have been many recent efforts to study accelerated optimization algorithms from the perspective of dynamical systems. In this paper, we focus on the robustness properties of the time-varying continuous-time version of these dynamics.…

Optimization and Control · Mathematics 2019-10-04 Jorge I. Poveda , Na Li

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

In this work, to efficiently help escape the stationary and saddle points, we propose, analyze, and generalize a stochastic strategy performed as an operator for a first-order gradient descent algorithm in order to increase the target…

Machine Learning · Computer Science 2022-05-23 Wei Zhang , Yu Bao

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

We study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex (possibly) nonsmooth…

Optimization and Control · Mathematics 2018-09-03 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

This paper studies the distributed minimax optimization problem over networks. To enhance convergence performance, we propose a distributed optimistic gradient tracking method, termed DOGT, which solves a surrogate function that captures…

Optimization and Control · Mathematics 2025-09-01 Yan Huang , Jinming Xu , Jiming Chen , Karl Henrik Johansson

This paper proposes a new optimizer for deep learning, named d-AmsGrad. In the real-world data, noise and outliers cannot be excluded from dataset to be used for learning robot skills. This problem is especially striking for robots that…

Machine Learning · Computer Science 2021-04-02 Taisuke Kobayashi

We study the distributed optimization problem over a graphon with a continuum of nodes, which is regarded as the limit of the distributed networked optimization as the number of nodes goes to infinity. Each node has a private local cost…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Yan Chen , Tao Li , Xiaofeng Zong

We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…

Systems and Control · Computer Science 2012-08-16 Andrea Simonetto , Tamas Keviczky , Mikael Johansson

Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…

Methodology · Statistics 2016-06-08 Panos Toulis , Dustin Tran , Edoardo M. Airoldi

We consider distributed optimization where the objective function is spread among different devices, each sending incremental model updates to a central server. To alleviate the communication bottleneck, recent work proposed various schemes…

Optimization and Control · Mathematics 2019-04-11 Samuel Horváth , Dmitry Kovalev , Konstantin Mishchenko , Sebastian Stich , Peter Richtárik

The goal of this thesis is to study the compression problems arising in distributed computing systematically. In the first part of the thesis, we study gradient compression for distributed first-order optimization. We begin by establishing…

Information Theory · Computer Science 2023-01-12 Prathamesh Mayekar