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In this work, we consider the asynchronous distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology…

Optimization and Control · Mathematics 2021-04-27 Wei Jiang , Andreas Grammenos , Evangelia Kalyvianaki , Themistoklis Charalambous

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

Optimization and Control · Mathematics 2018-02-28 Cong Fang , Yameng Huang , Zhouchen Lin

We study decentralized asynchronous multiagent optimization over networks, modeled as static (possibly directed) graphs. The optimization problem consists of minimizing a (possibly nonconvex) smooth function--the sum of the agents' local…

Optimization and Control · Mathematics 2020-02-03 Ye Tian , Ying Sun , Gesualdo Scutari

We consider the distributed optimization problem, the goal of which is to minimize the sum of local objective functions over a directed network. Though it has been widely studied recently, most of the existing algorithms are designed for…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-05 Jiaqi Zhang , Keyou You

We address a decentralized convex optimization problem, where every agent has its unique local objective function and constraint set. Agents compute at different speeds, and their communication may be delayed and directed. For this setup,…

Optimization and Control · Mathematics 2024-01-09 Firooz Shahriari-Mehr , Ashkan Panahi

This paper considers a general data-fitting problem over a networked system, in which many computing nodes are connected by an undirected graph. This kind of problem can find many real-world applications and has been studied extensively in…

Machine Learning · Computer Science 2017-04-14 Ying Zhang

We introduce the Asynchronous PALM algorithm, a new extension of the Proximal Alternating Linearized Minimization (PALM) algorithm for solving nonsmooth, nonconvex optimization problems. Like the PALM algorithm, each step of the…

Optimization and Control · Mathematics 2016-04-05 Damek Davis

Emerging workloads, such as graph processing and machine learning are approximate because of the scale of data involved and the stochastic nature of the underlying algorithms. These algorithms are often distributed over multiple machines…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-28 Asim Kadav , Erik Kruus

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

We propose a delay-agnostic asynchronous coordinate update algorithm (DEGAS) for computing operator fixed points, with applications to asynchronous optimization. DEGAS includes novel asynchronous variants of ADMM and block-coordinate…

Optimization and Control · Mathematics 2023-05-16 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

Optimization and Control · Mathematics 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-24 Pei Xie , Keyou You , Shiji Song , Cheng Wu

Two characteristics that make convex decomposition algorithms attractive are simplicity of operations and generation of parallelizable structures. In principle, these schemes require that all coordinates update at the same time, i.e., they…

Optimization and Control · Mathematics 2018-03-07 Giorgos Stathopoulos , Colin N. Jones

We study stochastic algorithms for solving nonconvex optimization problems with a convex yet possibly nonsmooth regularizer, which find wide applications in many practical machine learning applications. However, compared to asynchronous…

Machine Learning · Computer Science 2018-09-18 Rui Zhu , Di Niu , Zongpeng Li

This papers studies multi-agent (convex and \emph{nonconvex}) optimization over static digraphs. We propose a general distributed \emph{asynchronous} algorithmic framework whereby i) agents can update their local variables as well as…

Optimization and Control · Mathematics 2019-09-12 Ye Tian , Ying Sun , Gesualdo Scutari

We analyze asynchronous-type algorithms for distributed SGD in the heterogeneous setting, where each worker has its own computation and communication speeds, as well as data distribution. In these algorithms, workers compute possibly stale…

Machine Learning · Computer Science 2023-11-01 Rustem Islamov , Mher Safaryan , Dan Alistarh

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu

We present Asynchronous Stochastic Parallel Pose Graph Optimization (ASAPP), the first asynchronous algorithm for distributed pose graph optimization (PGO) in multi-robot simultaneous localization and mapping. By enabling robots to optimize…

Optimization and Control · Mathematics 2023-07-03 Yulun Tian , Alec Koppel , Amrit Singh Bedi , Jonathan P. How

Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…

Optimization and Control · Mathematics 2017-10-26 Junyao Guo , Gabriela Hug , Ozan Tonguz

This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-30 Pei Xie , Keyou You , Roberto Tempo , Shiji Song , Cheng Wu
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