Related papers: Linear convergence of a dual optimization formulat…
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…
Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…
We study distributed computation in synchronous dynamic networks where an omniscient adversary controls the unidirectional communication links. Its behavior is modeled as a sequence of directed graphs representing the active (i.e. timely)…
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…
We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…
We consider the problem of learning a graph from a finite set of noisy graph signal observations, the goal of which is to find a smooth representation of the graph signal. Such a problem is motivated by the desire to infer relational…
In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…
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…
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.…
Graph learning is often a necessary step in processing or representing structured data, when the underlying graph is not given explicitly. Graph learning is generally performed centrally with a full knowledge of the graph signals, namely…
This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…
This paper proposes a distributed optimization algorithm with a convergence time that can be assigned in advance according to task requirements. To this end, a sliding manifold is introduced to achieve the sum of local gradients approaching…
This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…
This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…
This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…
In this paper, we consider distributed optimization problems where the goal is to minimize a sum of objective functions over a multi-agent network. We focus on the case when the inter-agent communication is described by a…
Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…
In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…
We consider the problem of decentralized optimization over time-varying directed networks. The network nodes can access only their local objectives, and aim to collaboratively minimize a global function by exchanging messages with their…
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.…