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Federated optimization, wherein several agents in a network collaborate with a central server to achieve optimal social cost over the network with no requirement for exchanging information among agents, has attracted significant interest…

Multiagent Systems · Computer Science 2023-10-23 Syed Eqbal Alam , Dhirendra Shukla , Shrisha Rao

We study nonconvex distributed optimization in multi-agent networks with time-varying (nonsymmetric) connectivity. We introduce the first algorithmic framework for the distributed minimization of the sum of a smooth (possibly nonconvex and…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-02-02 Paolo Di Lorenzo , Gesualdo Scutari

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

We present $\textit{Free-MESSAGE}^{p}$, the first zeroth-order algorithm for (weakly-)convex mean-semideviation-based risk-aware learning, which is also the first three-level zeroth-order compositional stochastic optimization algorithm…

Optimization and Control · Mathematics 2021-12-14 Dionysios S. Kalogerias , Warren B. Powell

The fast iterative soft thresholding algorithm (FISTA) is used to solve convex regularized optimization problems in machine learning. Distributed implementations of the algorithm have become popular since they enable the analysis of large…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-25 Saeed Soori , Aditya Devarakonda , James Demmel , Mert Gurbuzbalaban , Maryam Mehri Dehnavi

In recent years, as data and problem sizes have increased, distributed learning has become an essential tool for training high-performance models. However, the communication bottleneck, especially for high-dimensional data, is a challenge.…

Optimization and Control · Mathematics 2025-04-28 Dmitry Bylinkin , Aleksandr Beznosikov

Distributed opportunistic scheduling is studied for wireless ad-hoc networks, where many links contend for one channel using random access. In such networks, distributed opportunistic scheduling (DOS) involves a process of joint channel…

Information Theory · Computer Science 2016-11-17 Dong Zheng , Man-On Pun , Weiyan Ge , Junshan Zhang , H. Vincent Poor

In this paper, a class of large-scale distributed nonsmooth convex optimization problem over time-varying multi-agent network is investigated. Specifically, the decision space which can be split into several blocks of convex set is…

Optimization and Control · Mathematics 2024-10-18 Zhan Yu , Daniel W. C. Ho

Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal

For SGD based distributed stochastic optimization, computation complexity, measured by the convergence rate in terms of the number of stochastic gradient calls, and communication complexity, measured by the number of inter-node…

Optimization and Control · Mathematics 2019-05-14 Hao Yu , Rong Jin

Data shuffling between distributed cluster of nodes is one of the critical steps in implementing large-scale learning algorithms. Randomly shuffling the data-set among a cluster of workers allows different nodes to obtain fresh data…

Information Theory · Computer Science 2018-01-08 Mohamed A. Attia , Ravi Tandon

We introduce a reduced-communication distributed optimization scheme based on estimating the solution to a proximal minimization problem. Our proposed setup involves a group of agents coordinated by a central entity, altogether operating in…

Optimization and Control · Mathematics 2018-07-10 Giorgos Stathopoulos , Colin N. Jones

We study the multi-agent Smoothed Online Convex Optimization (SOCO) problem, where $N$ agents interact through a communication graph. In each round, each agent $i$ receives a strongly convex hitting cost function $f^i_t$ in an online…

Optimization and Control · Mathematics 2025-01-31 Neelkamal Bhuyan , Debankur Mukherjee , Adam Wierman

We propose a distributed solution for a constrained convex optimization problem over a network of clustered agents each consisted of a set of subagents. The communication range of the clustered agents is such that they can form a connected…

Multiagent Systems · Computer Science 2021-04-06 Hossein Moradian , Solmaz S. Kia

We study cost-effective communication strategies that can be used to improve the performance of distributed learning systems in resource-constrained environments. For distributed learning in sequential decision making, we propose a new…

Machine Learning · Computer Science 2020-04-15 Udari Madhushani , Naomi Ehrich Leonard

In this paper, we propose a new method based on the Sliding Algorithm from Lan(2016, 2019) for the convex composite optimization problem that includes two terms: smooth one and non-smooth one. Our method uses the stochastic noised…

Optimization and Control · Mathematics 2021-06-16 Aleksandr Beznosikov , Eduard Gorbunov , Alexander Gasnikov

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Distributed optimization methods are often applied to solving huge-scale problems like training neural networks with millions and even billions of parameters. In such applications, communicating full vectors, e.g., (stochastic) gradients,…

Optimization and Control · Mathematics 2022-05-31 Marina Danilova , Eduard Gorbunov

We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…

Machine Learning · Computer Science 2014-05-15 Ohad Shamir , Nathan Srebro , Tong Zhang

Information compression is essential to reduce communication cost in distributed optimization over peer-to-peer networks. This paper proposes a communication-efficient linearly convergent distributed (COLD) algorithm to solve strongly…

Optimization and Control · Mathematics 2021-05-17 Jiaqi Zhang , Keyou You , Lihua Xie