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This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…

Optimization and Control · Mathematics 2025-11-19 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

We develop several new communication-efficient second-order methods for distributed optimization. Our first method, NEWTON-STAR, is a variant of Newton's method from which it inherits its fast local quadratic rate. However, unlike Newton's…

Machine Learning · Computer Science 2021-02-16 Rustem Islamov , Xun Qian , Peter Richtárik

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 aims at distributed multi-agent convex optimization where the communications network among the agents are presented by a random sequence of possibly state-dependent weighted graphs. This is the first work to consider both random…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Seyyed Shaho Alaviani , Atul Kelkar

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…

Machine Learning · Computer Science 2020-03-30 Naeimeh Omidvar , Mohammad Ali Maddah-Ali , Hamed Mahdavi

In this paper, we propose a distributed algorithm for stochastic smooth, non-convex optimization. We assume a worker-server architecture where $N$ nodes, each having $n$ (potentially infinite) number of samples, collaborate with the help of…

Optimization and Control · Mathematics 2020-11-09 Pranay Sharma , Swatantra Kafle , Prashant Khanduri , Saikiran Bulusu , Ketan Rajawat , Pramod K. Varshney

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

We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…

Machine Learning · Computer Science 2022-08-17 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

Zero-order (ZO) optimization is a powerful tool for dealing with realistic constraints. On the other hand, the gradient-tracking (GT) technique proved to be an efficient method for distributed optimization aiming to achieve consensus.…

Machine Learning · Computer Science 2024-10-10 Elissa Mhanna , Mohamad Assaad

We study distributed non-convex optimization on a time-varying multi-agent network. Each node has access to its own smooth local cost function, and the collective goal is to minimize the sum of these functions. We generalize the results…

Optimization and Control · Mathematics 2016-12-06 Tatiana Tatarenko , Behrouz Touri

In this work, we consider a distributed multi-agent stochastic optimization problem, where each agent holds a local objective function that is smooth and convex, and that is subject to a stochastic process. The goal is for all agents to…

Optimization and Control · Mathematics 2022-10-12 Elissa Mhanna , Mohamad Assaad

When the data are stored in a distributed manner, direct application of traditional statistical inference procedures is often prohibitive due to communication cost and privacy concerns. This paper develops and investigates two…

Machine Learning · Statistics 2021-08-04 Jianqing Fan , Yongyi Guo , Kaizheng Wang

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms,…

Optimization and Control · Mathematics 2017-04-10 Kevin Scaman , Francis Bach , Sébastien Bubeck , Yin Tat Lee , Laurent Massoulié

The paper investigates the distributed estimation problem under low bit rate communications. Based on the signal-comparison (SC) consensus protocol under binary-valued communications, a new consensus+innovations type distributed estimation…

Systems and Control · Electrical Eng. & Systems 2025-03-25 Jieming Ke , Xiaodong Lu , Yanlong Zhao , Ji-Feng Zhang

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…

Optimization and Control · Mathematics 2021-12-24 Navjot Singh , Xuanyu Cao , Suhas Diggavi , Tamer Basar