Related papers: Convergence of Message-Passing for Distributed Con…
Distributed quantized weight-balancing and average consensus over fixed digraphs are considered. A digraph with non-negative weights associated to its edges is weight-balanced if, for each node, the sum of the weights of its out-going edges…
We propose a random coordinate descent algorithm for optimizing a non-convex objective function subject to one linear constraint and simple bounds on the variables. Although it is common use to update only two random coordinates…
We analyze the effect of interference on the convergence rate of average consensus algorithms, which iteratively compute the measurement average by message passing among nodes. It is usually assumed that these algorithms converge faster…
We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…
The emergence of the Internet-of-Things and cyber-physical systems necessitates the coordination of access to limited communication resources in an autonomous and distributed fashion. Herein, the optimal design of a wireless sensing system…
We study the compressive diffusion strategies over distributed networks based on the diffusion implementation and adaptive extraction of the information from the compressed diffusion data. We demonstrate that one can achieve a comparable…
A lot of effort has been invested into characterizing the convergence rates of gradient based algorithms for non-linear convex optimization. Recently, motivated by large datasets and problems in machine learning, the interest has shifted…
In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…
This paper considers distributed optimization for minimizing the average of local nonconvex cost functions, by using local information exchange over undirected communication networks. To reduce the required communication capacity, we…
We design the weights in consensus algorithms with spatially correlated random topologies. These arise with: 1) networks with spatially correlated random link failures and 2) networks with randomized averaging protocols. We show that the…
We present distributed subgradient methods for min-max problems with agreement constraints on a subset of the arguments of both the convex and concave parts. Applications include constrained minimization problems where each constraint is a…
In this paper we consider a general problem set-up for a wide class of convex and robust distributed optimization problems in peer-to-peer networks. In this set-up convex constraint sets are distributed to the network processors who have to…
We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…
Inference problems in graphical models are often approximated by casting them as constrained optimization problems. Message passing algorithms, such as belief propagation, have previously been suggested as methods for solving these…
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…
Decentralized state estimation in a communication-constrained sensor network is considered. The exchanged estimates are dimension-reduced to reduce the communication load using a linear mapping to a lower-dimensional space. The mean squared…
The growing interest for high dimensional and functional data analysis led in the last decade to an important research developing a consequent amount of techniques. Parallelized algorithms, which consist in distributing and treat the data…
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…
We revisit the classical dual ascent algorithm for minimization of convex functionals in the presence of linear constraints, and give convergence results which apply even for non-convex functionals. We describe limit points in terms of the…