Related papers: Asynchronous Gradient-Push
This paper addresses the problem of collaboratively satisfying long-term spatial constraints in multi-agent systems. Each agent is subject to spatial constraints, expressed as inequalities, which may depend on the positions of other agents…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…
This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…
We study a class of zeroth-order distributed optimization problems, where each agent can control a partial vector and observe a local cost that depends on the joint vector of all agents, and the agents can communicate with each other with…
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…
This paper proposes TriPD, a new primal-dual algorithm for minimizing the sum of a Lipschitz-differentiable convex function and two possibly nonsmooth convex functions, one of which is composed with a linear mapping. We devise a randomized…
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…
Consider the setting where each vertex of a graph has a function, and communications can only occur between vertices connected by an edge. We wish to minimize the sum of these functions. For the case when each function is the sum of a…
A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…
We consider algorithms for solving structured convex optimization problems over a network of agents with communication delays. It is assumed that each agent performs its local updates by using possibly outdated information from its…
In this paper we are concerned with the global minimization of a possibly non-smooth and non-convex objective function constrained on the unit hypersphere by means of a multi-agent derivative-free method. The proposed algorithm falls into…
We consider cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific possibly…
We show that the augmented primal-dual gradient algorithms can achieve global exponential convergence with partially strongly convex functions. In particular, the objective function only needs to be strongly convex in the subspace…
The field of optimization has the goal to find an optimal solution to a target function, i.e. to minimize (or maximize) the target function. When trying to find such a global minimum, one often encounters local minima due to unfavorable…
In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…
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…
We present a distributed conjugate gradient method for distributed optimization problems, where each agent computes an optimal solution of the problem locally without any central computation or coordination, while communicating with its…
This paper considers a distributed optimization problem over a multi-agent network, in which the objective function is a sum of individual cost functions at the agents. We focus on the case when communication between the agents is described…
This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…
In two earlier papers, we designed a distributed deterministic asynchronous algorithm for minimizing the sum of subdifferentiable and proximable functions and a regularizing quadratic on time-varying graphs based on Dykstra's algorithm, or…