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In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…

Systems and Control · Computer Science 2018-06-15 Ivano Notarnicola , Giuseppe Notarstefano

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…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

Distributed computing excels at processing large scale data, but the communication cost for synchronizing the shared parameters may slow down the overall performance. Fortunately, the interactions between parameter and data in many problems…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-19 Mu Li , Dave G. Andersen , Alexander J. Smola

In distributed optimization for large-scale learning, a major performance limitation comes from the communications between the different entities. When computations are performed by workers on local data while a coordinator machine…

Optimization and Control · Mathematics 2020-06-26 Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick , Massih-Reza Amini

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

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

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano

In this paper we study the effect of the way that the data is partitioned in distributed optimization. The original DiSCO algorithm [Communication-Efficient Distributed Optimization of Self-Concordant Empirical Loss, Yuchen Zhang and Lin…

Optimization and Control · Mathematics 2015-10-23 Chenxin Ma , Martin Takáč

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

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.…

Systems and Control · Computer Science 2016-06-27 Ivano Notarnicola , Giuseppe Notarstefano

We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…

Optimization and Control · Mathematics 2017-04-20 Alessandro Falsone , Kostas Margellos , Simone Garatti , Maria Prandini

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

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…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

In the distributed optimization problem for a multi-agent system, each agent knows a local function and must find a minimizer of the sum of all agents' local functions by performing a combination of local gradient evaluations and…

Optimization and Control · Mathematics 2022-06-16 Bryan Van Scoy , Laurent Lessard

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2017-04-18 Alexandros Nathan , Diego Klabjan

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

In modern large-scale systems with sensor networks and IoT devices it is essential to collaboratively solve complex problems while utilizing network resources efficiently. In our paper we present three distributed optimization algorithms…

Systems and Control · Electrical Eng. & Systems 2025-04-24 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

The distributed optimization problem has become increasingly relevant recently. It has a lot of advantages such as processing a large amount of data in less time compared to non-distributed methods. However, most distributed approaches…

Optimization and Control · Mathematics 2024-03-27 Daniil Medyakov , Gleb Molodtsov , Aleksandr Beznosikov , Alexander Gasnikov

We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…

Optimization and Control · Mathematics 2022-08-16 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer