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In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for…

Optimization and Control · Mathematics 2024-11-19 Leyu Hu , Jiaxin Xie , Xingju Cai , Deren Han

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

In distributed machine learning, a central node outsources computationally expensive calculations to external worker nodes. The properties of optimization procedures like stochastic gradient descent (SGD) can be leveraged to mitigate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-19 Maximilian Egger , Serge Kas Hanna , Rawad Bitar

Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…

Optimization and Control · Mathematics 2020-07-28 Elie Atallah , Nazanin Rahnavard , Chinwendu Enyioha

We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…

Optimization and Control · Mathematics 2021-06-15 Mengmeng Li , Tobias Sutter , Daniel Kuhn

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

In this paper, the distributed resource allocation problem on strongly connected and weight-balanced digraphs is investigated, where the decisions of each agent are restricted to satisfy the coupled network resource constraints and…

Optimization and Control · Mathematics 2022-03-10 Xiaohong Nian , Fan Li , Dongxin Liu

This paper presents distributed conjugate gradient algorithms for distributed parameter estimation and spectrum estimation over wireless sensor networks. In particular, distributed conventional conjugate gradient (CCG) and modified…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-19 R. C. de Lamare

We present the first distributed optimization algorithm with lazy communication for collaborative geometric estimation, the backbone of modern collaborative simultaneous localization and mapping (SLAM) and structure-from-motion (SfM)…

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…

Optimization and Control · Mathematics 2021-10-05 Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar , Umut Simsekli , Lingjiong Zhu

This paper aims at proposing a procedure to derive distributed algorithms for distributed consensus-based optimization by using distributed algorithms for network resource allocation and vice versa over switching networks with/without…

Optimization and Control · Mathematics 2022-08-04 Seyyed Shaho Alaviani , Atul Gajanan Kelkar , Umesh Vaidya

In many online learning problems the computational bottleneck for gradient-based methods is the projection operation. For this reason, in many problems the most efficient algorithms are based on the Frank-Wolfe method, which replaces…

Machine Learning · Computer Science 2020-02-17 Elad Hazan , Edgar Minasyan

We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization…

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

This work investigates the distributed constrained optimization problem under inter-agent communication delays from the perspective of passivity. First, we propose a continuous-time algorithm for distributed constrained optimization with…

Optimization and Control · Mathematics 2022-05-02 Mengmou Li , Shunya Yamashita , Takeshi Hatanaka , Graziano Chesi

Despite the importance of sparsity in many large-scale applications, there are few methods for distributed optimization of sparsity-inducing objectives. In this paper, we present a communication-efficient framework for L1-regularized…

Machine Learning · Computer Science 2016-06-06 Virginia Smith , Simone Forte , Michael I. Jordan , Martin Jaggi

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

In this paper, we propose a generalized conditional gradient method for multiobjective optimization, which can be viewed as an improved extension of the classical Frank-Wolfe (conditional gradient) method for single-objective optimization.…

Optimization and Control · Mathematics 2025-03-25 Anteneh Getachew Gebrie , Ellen Hidemi Fukuda

We address the problem of distributed convex unconstrained optimization over networks characterized by asynchronous and possibly lossy communications. We analyze the case where the global cost function is the sum of locally coupled local…

Optimization and Control · Mathematics 2020-10-06 Marco Todescato , Nicoletta Bof , Guido Cavraro , Ruggero Carli , Luca Schenato

We study COMP-AMS, a distributed optimization framework based on gradient averaging and adaptive AMSGrad algorithm. Gradient compression with error feedback is applied to reduce the communication cost in the gradient transmission process.…

Machine Learning · Statistics 2022-05-12 Xiaoyun Li , Belhal Karimi , Ping Li