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In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…

Optimization and Control · Mathematics 2015-04-28 Chenguang Xi , Qiong Wu , Usman A. Khan

We propose a Jacobi-style distributed algorithm to solve convex, quadratically constrained quadratic programs (QCQPs), which arise from a broad range of applications. While small to medium-sized convex QCQPs can be solved efficiently by…

Optimization and Control · Mathematics 2021-10-15 Run Chen , Andrew L. Liu

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

Distributed learning and adaptation have received significant interest and found wide-ranging applications in machine learning and signal processing. While various approaches, such as shared-memory optimization, multi-task learning, and…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Pourya Behmandpoor , Marc Moonen , Panagiotis Patrinos

We consider distributed online learning for joint regret with communication constraints. In this setting, there are multiple agents that are connected in a graph. Each round, an adversary first activates one of the agents to issue a…

Machine Learning · Computer Science 2021-10-26 Dirk van der Hoeven , Hédi Hadiji , Tim van Erven

Federated learning is a framework for distributed optimization that places emphasis on communication efficiency. In particular, it follows a client-server broadcast model and is particularly appealing because of its ability to accommodate…

Machine Learning · Computer Science 2022-03-30 Han Wang , Siddartha Marella , James Anderson

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

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

We investigate the generalisation performance of Distributed Gradient Descent with Implicit Regularisation and Random Features in the homogenous setting where a network of agents are given data sampled independently from the same unknown…

Machine Learning · Statistics 2020-07-02 Dominic Richards , Patrick Rebeschini , Lorenzo Rosasco

This paper focuses on distributed learning-based control of decentralized multi-agent systems where the agents' dynamics are modeled by Gaussian Processes (GPs). Two fundamental problems are considered: the optimal design of experiment for…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Viet-Anh Le , Truong X. Nghiem

This paper addresses the problem of distributed learning of average belief with sequential observations, in which a network of $n>1$ agents aim to reach a consensus on the average value of their beliefs, by exchanging information only with…

Multiagent Systems · Computer Science 2018-11-20 Kaiqing Zhang , Yang Liu , Ji Liu , Mingyan Liu , Tamer Başar

In a multi-agent network, we consider the problem of minimizing an objective function that is expressed as the sum of private convex and smooth functions, and a (possibly) non-differentiable convex regularizer. We propose a novel…

Optimization and Control · Mathematics 2021-09-30 Yichuan Li , Nikolaos M. Freris , Petros Voulgaris , Dusan Stipanovic

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…

Computation · Statistics 2024-06-04 Xiaofei Wu , Rongmei Liang , Fabio Roli , Marcello Pelillo , Jing Yuan

In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…

Optimization and Control · Mathematics 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

In this work, we study a generic network cost minimization problem, in which every node has a local decision vector to determine. Each node incurs a cost depending on its decision vector and each link also incurs a cost depending on the…

Optimization and Control · Mathematics 2017-02-27 Xuanyu Cao , K. J. Ray Liu

We address the problem of distributed matching of features in networks with vision systems. Every camera in the network has limited communication capabilities and can only exchange local matches with its neighbors. We propose a distributed…

Computer Vision and Pattern Recognition · Computer Science 2012-04-12 Eduardo Montijano , Rosario Aragues , Carlos Sagues

In this article, we focus on solving a class of distributed optimization problems involving $n$ agents with the local objective function at every agent $i$ given by the difference of two convex functions $f_i$ and $g_i$…

Optimization and Control · Mathematics 2024-07-25 Vivek Khatana , Murti V. Salapaka

We consider the problem of communication-constrained collaborative personalized mean estimation under a privacy constraint in an environment of several agents continuously receiving data according to arbitrary unknown agent-specific…

Social and Information Networks · Computer Science 2025-11-10 Yauhen Yakimenka , Hsuan-Yin Lin , Eirik Rosnes , Jörg Kliewer

We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agentspecific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification…

Optimization and Control · Mathematics 2015-09-22 Aswin Kannan , Angelia Nedich , Uday V. Shanbhag
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