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In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

We present and analyze a stochastic distributed method (S-NEAR-DGD) that can tolerate inexact computation and inaccurate information exchange to alleviate the problems of costly gradient evaluations and bandwidth-limited communication in…

Optimization and Control · Mathematics 2021-02-02 Charikleia Iakovidou , Ermin Wei

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…

Optimization and Control · Mathematics 2019-08-20 Jemin George , Tao Yang , He Bai , Prudhvi Gurram

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 study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-12 Zhishuai Guo , Mingrui Liu , Zhuoning Yuan , Li Shen , Wei Liu , Tianbao Yang

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…

Optimization and Control · Mathematics 2023-12-15 Kun Huang , Xiao Li , Shi Pu

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Optimization and Control · Mathematics 2021-07-08 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Peter W. Glynn , Yinyu Ye

Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…

Optimization and Control · Mathematics 2023-07-28 Suhail M. Shah , Raghu Bollapragada

The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…

Optimization and Control · Mathematics 2022-06-07 Damián Marelli , Yong Xu , Minyue Fu , Zenghong Huang

This paper develops a communication-efficient algorithm to solve the stochastic optimization problem defined over a distributed network, aiming at reducing the burdensome communication in applications such as distributed machine…

Machine Learning · Statistics 2020-01-06 Weiyu Li , Tianyi Chen , Liping Li , Zhaoxian Wu , Qing Ling

In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…

Optimization and Control · Mathematics 2025-09-04 Guido Carnevale , Nicola Bastianello , Giuseppe Notarstefano , Ruggero Carli

This thesis is concerned with the design of distributed algorithms for solving optimization problems. We consider networks where each node has exclusive access to a cost function, and design algorithms that make all nodes cooperate to find…

Optimization and Control · Mathematics 2013-12-03 João F. C. Mota

We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…

Optimization and Control · Mathematics 2015-04-24 Aryan Mokhtari , Qing Ling , Alejandro Ribeiro

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo

Distributed optimization and learning algorithms are designed to operate over large scale networks enabling processing of vast amounts of data effectively and efficiently. One of the main challenges for ensuring a smooth learning process in…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Apostolos I. Rikos , Nicola Bastianello , Themistoklis Charalambous , Karl H. Johansson

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
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