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We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Optimization and Control · Mathematics 2019-11-28 Darina Dvinskikh , Eduard Gorbunov , Alexander Gasnikov , Pavel Dvurechensky , Cesar A. Uribe

Alternating Direction Method of Multipliers (ADMM) is a popular convex optimization algorithm, which can be employed for solving distributed consensus optimization problems. In this setting agents locally estimate the optimal solution of an…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Layla Majzoobi , Farshad Lahouti , Vahid Shah-Mansouri

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

Distributed allocation finds applications in many scenarios including CPU scheduling, distributed energy resource management, and networked coverage control. In this paper, we propose a fast convergent optimization algorithm with a tunable…

Signal Processing · Electrical Eng. & Systems 2024-01-30 Mohammadreza Doostmohammadian , Alireza Aghasi

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

In this paper, we study the distributed optimization problem using approximate first-order information. We suppose the agent can repeatedly call an inexact first-order oracle of each individual objective function and exchange information…

Optimization and Control · Mathematics 2022-08-26 Kui Zhu , Yichen Zhang , Yutao Tang

Decentralized optimization to minimize a finite sum of functions over a network of nodes has been a significant focus within control and signal processing research due to its natural relevance to optimal control and signal estimation…

Machine Learning · Computer Science 2020-09-15 Ran Xin , Shi Pu , Angelia Nedić , Usman A. Khan

This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…

Robotics · Computer Science 2025-01-31 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

This brief addresses the distributed consensus problem of nonlinear multi-agent systems under a general directed communication topology. Each agent is governed by higher-order dynamics with mismatched uncertainties, multiple completely…

Systems and Control · Electrical Eng. & Systems 2020-06-02 Gang Wang , Chaoli Wang , Zhengtao Ding , Yunfeng Ji

In this work, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of Stochastic Gradient Descent…

Optimization and Control · Mathematics 2022-03-22 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

This paper focuses on an online version of the emerging distributed constrained aggregative optimization framework, which is particularly suited for applications arising in cooperative robotics. Agents in a network want to minimize the sum…

Optimization and Control · Mathematics 2023-09-13 Guido Carnevale , Andrea Camisa , Giuseppe Notarstefano

In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…

Optimization and Control · Mathematics 2014-04-08 Pontus Giselsson

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2017-04-18 Alexandros Nathan , Diego Klabjan

Preference alignment methods are increasingly critical for steering large language models (LLMs) to generate outputs consistent with human values. While recent approaches often rely on synthetic data generated by LLMs for scalability and…

Computation and Language · Computer Science 2025-10-21 Mingye Zhu , Yi Liu , Zheren Fu , Yongdong Zhang , Zhendong Mao

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo

This paper proposes an accelerated consensus-based distributed iterative algorithm for resource allocation and scheduling. The proposed gradient-tracking algorithm introduces an auxiliary variable to add momentum towards the optimal state.…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

This paper presents the formulation of fault detection and accommodation schemes for a network of autonomous agents running internal model-based dynamic average consensus algorithms. We focus on two types of consensus algorithms, one that…

Optimization and Control · Mathematics 2018-03-09 Jemin George , Matthew L. Elwin , Randy A. Freeman , Kevin M. Lynch

This paper presents distributed algorithmic solutions that employ opportunistic inter-agent communication to achieve dynamic average consensus. In our solutions each agent is endowed with a local criterion that enables it to determine…

Optimization and Control · Mathematics 2015-03-03 Solmaz S. Kia , Jorge Cortes , Sonia Martinez

Nowadays, huge amounts of data are naturally collected in distributed sites due to different facts and moving these data through the network for extracting useful knowledge is almost unfeasible for either technical reasons or policies.…

Databases · Computer Science 2017-03-30 Lamine M. Aouad , Nhien-An Le-Khac , Tahar Kechadi

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization…

Optimization and Control · Mathematics 2018-12-27 Zhihui Zhu , Qiuwei Li , Xinshuo Yang , Gongguo Tang , Michael B. Wakin