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We consider distributed optimization problems in which a group of agents are to collaboratively seek the global optimum through peer-to-peer communication networks. The problem arises in various application areas, such as resource…

Optimization and Control · Mathematics 2016-08-30 Jinming Xu , Shanying Zhu , Yeng Chai Soh , Lihua Xie

Decentralized learning algorithms empower interconnected devices to share data and computational resources to collaboratively train a machine learning model without the aid of a central coordinator. In the case of heterogeneous data…

Machine Learning · Computer Science 2023-01-16 Matteo Zecchin , Marios Kountouris , David Gesbert

Online optimization has been a successful framework for solving large-scale problems under computational constraints and partial information. Current methods for online convex optimization require either a projection or exact gradient…

Machine Learning · Statistics 2018-06-15 Lin Chen , Christopher Harshaw , Hamed Hassani , Amin Karbasi

In this paper, we study the problem of minimizing a sum of convex objective functions, which are locally available to agents in a network. Distributed optimization algorithms make it possible for the agents to cooperatively solve the…

Optimization and Control · Mathematics 2020-03-31 Fatemeh Mansoori , Ermin Wei

We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…

Optimization and Control · Mathematics 2023-11-09 Firooz Shahriari-Mehr , Ashkan Panahi

Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by…

Systems and Control · Computer Science 2016-11-17 Tsung-Hui Chang , Angelia Nedić , Anna Scaglione

The paper considers distributed gradient flow (DGF) for multi-agent nonconvex optimization. DGF is a continuous-time approximation of distributed gradient descent that is often easier to study than its discrete-time counterpart. The paper…

Optimization and Control · Mathematics 2020-08-13 Brian Swenson , Ryan Murray , H. Vincent Poor , Soummya Kar

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 2020-03-11 Shi Pu , Angelia Nedić

This paper addresses constrained smooth saddle-point problems in settings where projection onto the feasible sets is computationally expensive. We bridge the gap between projection-based and projection-free optimization by introducing a…

Optimization and Control · Mathematics 2026-04-02 Khanh-Hung Giang-Tran , Soroosh Shafiee , Nam Ho-Nguyen

We propose a projection-free conditional gradient-type algorithm for smooth stochastic multi-level composition optimization, where the objective function is a nested composition of $T$ functions and the constraint set is a closed convex…

Optimization and Control · Mathematics 2022-10-11 Tesi Xiao , Krishnakumar Balasubramanian , Saeed Ghadimi

In this paper, we consider derivative free optimization problems, where the objective function is smooth but is computed with some amount of noise, the function evaluations are expensive and no derivative information is available. We are…

Optimization and Control · Mathematics 2019-06-05 Albert S Berahas , Liyuan Cao , Krzysztof Choromanski , Katya Scheinberg

We propose an enhanced zeroth-order stochastic Frank-Wolfe framework to address constrained finite-sum optimization problems, a structure prevalent in large-scale machine-learning applications. Our method introduces a novel double variance…

Machine Learning · Computer Science 2025-01-24 Haishan Ye , Yinghui Huang , Hao Di , Xiangyu Chang

In distributed machine learning, where agents collaboratively learn from diverse private data sets, there is a fundamental tension between consensus and optimality. In this paper, we build on recent algorithmic progresses in distributed…

Machine Learning · Statistics 2018-05-31 Zhanhong Jiang , Aditya Balu , Chinmay Hegde , Soumik Sarkar

This paper proposes a novel distributed semismooth Newton based augmented Lagrangian method for solving a class of optimization problems over networks, where the global objective is defined as the sum of locally held cost functions, and…

Optimization and Control · Mathematics 2026-03-02 Qihao Ma , Chengjing Wang , Peipei Tang , Dunbiao Niu , Aimin Xu

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 decentralized gradient-free optimization of minimizing Lipschitz continuous functions that satisfy neither smoothness nor convexity assumption. We propose two novel gradient-free algorithms, the Decentralized Gradient-Free…

Optimization and Control · Mathematics 2025-01-29 Zhenwei Lin , Jingfan Xia , Qi Deng , Luo Luo

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…

Optimization and Control · Mathematics 2021-08-26 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

This paper presents a set of continuous-time distributed algorithms that solve unconstrained, separable, convex optimization problems over undirected networks with fixed topologies. The algorithms are developed using a Lyapunov function…

Systems and Control · Computer Science 2011-09-27 Jie Lu , Choon Yik Tang

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

We consider the problem of communication efficient distributed optimization where multiple nodes exchange important algorithm information in every iteration to solve large problems. In particular, we focus on the stochastic variance-reduced…

Machine Learning · Computer Science 2020-03-16 Hossein S. Ghadikolaei , Sindri Magnusson