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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.…

Optimization and Control · Mathematics 2016-09-20 Ivano Notarnicola , Giuseppe Notarstefano

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

This paper considers a distributed convex optimization problem over a time-varying multi-agent 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 2018-05-22 Chuanye Gu , Zhiyou Wu , Jueyou Li , Yaning Guo

We study nonconvex distributed optimization in multiagent networks where the communications between nodes is modeled as a time-varying sequence of arbitrary digraphs. We introduce a novel broadcast-based distributed algorithmic framework…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-16 Ying Sun , Gesualdo Scutari , Daniel Palomar

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

Optimization and Control · Mathematics 2020-05-28 Xiuxian Li , Lihua Xie , Yiguang Hong

We consider cooperative multi-agent resource sharing problems over time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific composite convex functions subject…

Optimization and Control · Mathematics 2019-08-27 Necdet Serhat Aybat , Erfan Yazdandoost Hamedani

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

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…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Yan Chen , Alexander L. Fradkov , Keli Fu , Xiaozheng Fu , Tao Li

In this paper, we address the problem of distributed sparse recovery of signals acquired via compressed measurements in a sensor network. We propose a new class of distributed algorithms to solve Lasso regression problems, when the…

Information Theory · Computer Science 2013-10-15 Chiara Ravazzi , Sophie M. Fosson , Enrico Magli

The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart.…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Wicak Ananduta , Sergio Grammatico

The paper studies distributed Dictionary Learning (DL) problems where the learning task is distributed over a multi-agent network with time-varying (nonsymmetric) connectivity. This formulation is relevant, for instance, in big-data…

Optimization and Control · Mathematics 2016-12-23 Amir Daneshmand , Gesualdo Scutari , Francisco Facchinei

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…

Optimization and Control · Mathematics 2019-07-24 Sandeep Kumar , Ketan Rajawat , Daniel P. Palomar

With the availability of extraordinarily huge data sets, solving the problems of distributed statistical methodology and computing for such data sets has become increasingly crucial in the big data area. In this paper, we focus on the…

Machine Learning · Statistics 2023-10-24 Yue Chao , Lei Huang , Xuejun Ma

In this paper we study a generalization of distributed conditional gradient method to time-varying network architectures. We theoretically analyze convergence properties of the algorithm and provide numerical experiments. The time-varying…

Optimization and Control · Mathematics 2023-07-21 Roman Vedernikov , Alexander Rogozin , Alexander Gasnikov

In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…

Multiagent Systems · Computer Science 2016-01-18 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

This paper considers the distributed optimization of a sum of locally observable, non-convex functions. The optimization is performed over a multi-agent networked system, and each local function depends only on a subset of the variables. An…

Optimization and Control · Mathematics 2016-05-04 Sandeep Kumar , Rahul Jain , Ketan Rajawat