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This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

This paper considers the discrete convexity of a cross-layer on-off transmission control problem in wireless communications. In this system, a scheduler decides whether or not to transmit in order to optimize the long-term quality of…

Information Theory · Computer Science 2015-08-26 Ni Ding , Parastoo Sadeghi , Rodney A. Kennedy

Motivated by industrial computed tomography, we propose a memory efficient strategy to estimate the regularization hyperparameter of a non-smooth variational model. The approach is based on a combination of FISTA and Condat-Vu algorithms…

Numerical Analysis · Mathematics 2024-12-16 Patricio Guerrero , Simon Bellens , Wim Dewulf

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais

Byzantine robustness is an essential feature of algorithms for certain distributed optimization problems, typically encountered in collaborative/federated learning. These problems are usually huge-scale, implying that communication…

Optimization and Control · Mathematics 2024-03-12 Ahmad Rammal , Kaja Gruntkowska , Nikita Fedin , Eduard Gorbunov , Peter Richtárik

We investigate the use of compressive sampling for networked feedback control systems. The method proposed serves to compress the control vectors which are transmitted through rate-limited channels without much deterioration of control…

Systems and Control · Computer Science 2016-11-15 Masaaki Nagahara , Daniel E. Quevedo , Takahiro Matsuda , Kazunori Hayashi

We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different…

Optimization and Control · Mathematics 2020-03-17 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

The ever-growing volume and decentralized nature of data, coupled with the need to harness it and extract knowledge, have led to the extensive use of distributed deep learning (DDL) techniques for training. These techniques rely on local…

Machine Learning · Computer Science 2024-11-22 Michail Theologitis , Georgios Frangias , Georgios Anestis , Vasilis Samoladas , Antonios Deligiannakis

Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…

Optimization and Control · Mathematics 2023-06-06 Qiang Fu , Dongchu Xu , Ashia Wilson

Primal and dual block coordinate descent methods are iterative methods for solving regularized and unregularized optimization problems. Distributed-memory parallel implementations of these methods have become popular in analyzing large…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-03 Aditya Devarakonda , Kimon Fountoulakis , James Demmel , Michael W. Mahoney

We study distributed multi-agent large-scale optimization problems, wherein the cost function is composed of a smooth possibly nonconvex sum-utility plus a DC (Difference-of-Convex) regularizer. We consider the scenario where the dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-29 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

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 study distributed (strongly convex) optimization problems over a network of agents, with no centralized nodes. The loss functions of the agents are assumed to be \textit{similar}, due to statistical data similarity or otherwise. In order…

Optimization and Control · Mathematics 2022-04-12 Ye Tian , Gesualdo Scutari , Tianyu Cao , Alexander Gasnikov

We consider the communication complexity of some fundamental convex optimization problems in the point-to-point (coordinator) and blackboard communication models. We strengthen known bounds for approximately solving linear regression,…

Data Structures and Algorithms · Computer Science 2024-03-29 Mehrdad Ghadiri , Yin Tat Lee , Swati Padmanabhan , William Swartworth , David Woodruff , Guanghao Ye

We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…

Machine Learning · Computer Science 2014-05-15 Ohad Shamir , Nathan Srebro , Tong Zhang

Stochastic trajectory optimization methods like STOMP enable planning with non-differentiable costs, offering substantial flexibility over gradient-based approaches. We show that STOMP implicitly minimizes the KL divergence from a Boltzmann…

Robotics · Computer Science 2026-05-11 Hongzhe Yu , Zinuo Chang , Yongxin Chen

Designing policies for a network of agents is typically done by formulating an optimization problem where each agent has access to state measurements of all the other agents in the network. Such policy designs with centralized information…

Optimization and Control · Mathematics 2024-05-02 Georgios Darivianakis , Angelos Georghiou , Soroosh Shafiee , John Lygeros

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

Optimization and Control · Mathematics 2020-05-05 Andrei Patrascu

Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…

Optimization and Control · Mathematics 2019-06-13 Hadrien Hendrikx , Francis Bach , Laurent Massoulie

While distributed training is often viewed as a solution to optimizing linear models on increasingly large datasets, inter-machine communication costs of popular distributed approaches can dominate as data dimensionality increases. Recent…

Machine Learning · Computer Science 2024-06-05 Fred Lu , Ryan R. Curtin , Edward Raff , Francis Ferraro , James Holt
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