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We present a distributed asynchronous algorithm for approximating a single component of the solution to a system of linear equations $Ax = b$, where $A$ is a positive definite real matrix, and $b \in \mathbb{R}^n$. This is equivalent to…

Data Structures and Algorithms · Computer Science 2019-01-23 Asuman Ozdaglar , Devavrat Shah , Christina Lee Yu

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

Asynchronous optimization algorithms are at the core of modern machine learning and resource allocation systems. However, most convergence results consider bounded information delays and several important algorithms lack guarantees when…

Optimization and Control · Mathematics 2022-03-10 Xuyang Wu , Sindri Magnusson , Hamid Reza Feyzmahdavian , Mikael Johansson

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…

Optimization and Control · Mathematics 2024-12-31 Renyongkang Zhang , Ge Guo , Zeng-di Zhou

This paper considers the distributed optimization problem where each node of a peer-to-peer network minimizes a finite sum of objective functions by communicating with its neighboring nodes. In sharp contrast to the existing literature…

Optimization and Control · Mathematics 2022-01-17 Jiaqi Zhang , Keyou You , Tamer Başar

Asynchronous parallel optimization algorithms for solving large-scale machine learning problems have drawn significant attention from academia to industry recently. This paper proposes a novel algorithm, decoupled asynchronous proximal…

Optimization and Control · Mathematics 2016-05-24 Yitan Li , Linli Xu , Xiaowei Zhong , Qing Ling

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 addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective…

Optimization and Control · Mathematics 2018-06-04 Kevin Scaman , Francis Bach , Sébastien Bubeck , Yin Tat Lee , Laurent Massoulié

In this paper, we consider a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of related stochastic processes called…

Information Theory · Computer Science 2017-01-11 B. N. Bharath , P. Vaishali

In this paper, we study convex optimization problems where agents of a network cooperatively minimize the global objective function which consists of multiple local objective functions. Different from most of the existing works, the local…

Optimization and Control · Mathematics 2024-10-30 Huaqing Li , Lifeng Zheng , Zheng Wang , Yu Yan , Liping Feng , Jing Guo

There are much recent interests in solving noncovnex min-max optimization problems due to its broad applications in many areas including machine learning, networked resource allocations, and distributed optimization. Perhaps, the most…

Optimization and Control · Mathematics 2021-12-20 Thinh T. Doan

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

Composite optimization offers a powerful modeling tool for a variety of applications and is often numerically solved by means of proximal gradient methods. In this paper, we consider fully nonconvex composite problems under only local…

Optimization and Control · Mathematics 2023-02-09 Alberto De Marchi , Andreas Themelis

Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous…

Machine Learning · Computer Science 2020-06-25 Mahmoud Assran , Arda Aytekin , Hamid Feyzmahdavian , Mikael Johansson , Michael Rabbat

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…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

We study the decentralized optimization problem where a network of $n$ agents seeks to minimize the average of a set of heterogeneous non-convex cost functions distributedly. State-of-the-art decentralized algorithms like Exact…

Optimization and Control · Mathematics 2022-10-14 Edward Duc Hien Nguyen , Sulaiman A. Alghunaim , Kun Yuan , César A. Uribe

The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart.…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Wicak Ananduta , Sergio Grammatico

Decentralized optimization has emerged as a critical paradigm for distributed learning, enabling scalable training while preserving data privacy through peer-to-peer collaboration. However, existing methods often suffer from communication…

Machine Learning · Computer Science 2026-01-06 Yijie Zhou , Shi Pu