Related papers: Distributed Big-Data Optimization via Block-Iterat…
Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…
This paper studies a class of distributed optimization algorithms by a set of agents, where each agent has only access to its own local convex objective function, and jointly minimizes the sum of the functions. The communications among…
We study the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…
To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…
In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is…
This paper considers the optimization-based traffic allocation problem among multiple end points in connectionless networks. The network utility function is modeled as a non-concave function, since it is the best description of the quality…
Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…
This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…
In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…
Distributed optimization advances centralized machine learning methods by enabling parallel and decentralized learning processes over a network of computing nodes. This work provides an accelerated consensus-based distributed algorithm for…
This paper studies distributed online convex optimization with time-varying coupled constraints, motivated by distributed online control in network systems. Most prior work assumes a separability condition: the global objective and coupled…
In this paper, we propose a novel distributed data-driven optimization scheme. In detail, we focus on the so-called aggregative framework, a scenario in which a set of agents aim to cooperatively minimize the sum of local costs, each…
This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…
This paper focuses on the distributed online convex optimization problem with time-varying inequality constraints over a network of agents, where each agent collaborates with its neighboring agents to minimize the cumulative network-wide…
Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a…
We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…
In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…
We develop a distributed algorithm for convex Empirical Risk Minimization, the problem of minimizing large but finite sum of convex functions over networks. The proposed algorithm is derived from directly discretizing the second-order…
We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…
Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…