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Communication compression is an essential strategy for alleviating communication overhead by reducing the volume of information exchanged between computing nodes in large-scale distributed stochastic optimization. Although numerous…

Machine Learning · Computer Science 2025-03-19 Yutong He , Xinmeng Huang , Yiming Chen , Wotao Yin , Kun Yuan

We consider a standard distributed optimisation setting where $N$ machines, each holding a $d$-dimensional function $f_i$, aim to jointly minimise the sum of the functions $\sum_{i = 1}^N f_i (x)$. This problem arises naturally in…

Machine Learning · Computer Science 2021-12-08 Dan Alistarh , Janne H. Korhonen

In this paper, the distributed strongly convex optimization problem is studied with spatio-temporal compressed communication and equality constraints. For the case where each agent holds an distributed local equality constraint, a…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Zihao Ren , Lei Wang , Zhengguang Wu , Guodong Shi

We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…

Optimization and Control · Mathematics 2015-11-06 Damiano Varagnolo , Filippo Zanella , Angelo Cenedese , Gianluigi Pillonetto , Luca Schenato

Analysis of the convergence rates of modern convex optimization algorithms can be achived through binary means: analysis of emperical convergence, or analysis of theoretical convergence. These two pathways of capturing information diverge…

Machine Learning · Computer Science 2013-05-20 Patrick Hop , Xinghao Pan

We study decentralized optimization where multiple agents minimize the average of their (strongly) convex, smooth losses over a communication graph. Convergence of the existing decentralized methods generally hinges on an apriori, proper…

Optimization and Control · Mathematics 2025-08-01 Ilya Kuruzov , Xiaokai Chen , Gesualdo Scutari , Alexander Gasnikov

We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the…

Optimization and Control · Mathematics 2023-02-23 Nazanin Abolfazli , Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

In this work we study the problem of unconstrained convex-optimization in a fully distributed multi-agent setting which includes asynchronous computation and lossy communication. In particular, we extend a recently proposed algorithm named…

Optimization and Control · Mathematics 2017-07-31 Nicoletta Bof , Ruggero Carli , Giuseppe Notarstefano , Luca Schenato , Damiano Varagnolo

Recent advances in distributed optimization and learning have shown that communication compression is one of the most effective means of reducing communication. While there have been many results on convergence rates under communication…

Machine Learning · Computer Science 2022-10-12 Xinmeng Huang , Yiming Chen , Wotao Yin , Kun Yuan

We consider an $\ell_2$-regularized non-convex optimization problem for recovering signals from their noisy phaseless observations. We design and study the performance of a message passing algorithm that aims to solve this optimization…

Information Theory · Computer Science 2018-06-11 Junjie Ma , Ji Xu , Arian Maleki

In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Optimization and Control · Mathematics 2014-06-25 A. Patrascu , I. Necoara

Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a…

Optimization and Control · Mathematics 2024-03-18 Yanan Bo , Yongqiang Wang

Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…

Optimization and Control · Mathematics 2017-12-27 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

The paper introduces the first formulation of convex Q-learning for Markov decision processes with function approximation. The algorithms and theory rest on a relaxation of a dual of Manne's celebrated linear programming characterization of…

Optimization and Control · Mathematics 2023-09-12 Fan Lu , Sean Meyn

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

Network alignment generalizes and unifies several approaches for forming a matching or alignment between the vertices of two graphs. We study a mathematical programming framework for network alignment problem and a sparse variation of it…

Optimization and Control · Mathematics 2011-11-03 Mohsen Bayati , David F. Gleich , Amin Saberi , Ying Wang

Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise…

Artificial Intelligence · Computer Science 2012-02-20 Akshat Kumar , Shlomo Zilberstein

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agent-specific…

Optimization and Control · Mathematics 2016-07-12 Necdet Serhat Aybat , Erfan Yazdandoost Hamedani