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Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

Optimization and Control · Mathematics 2018-12-18 Angelia Nedić , Alex Olshevsky , Wei Shi

We study finite-time performance of a recently proposed distributed dual subgradient (DDSG) method for convex constrained multi-agent optimization problems. The algorithm enjoys performance guarantees on the last primal iterate, as opposed…

Optimization and Control · Mathematics 2023-07-28 Subhonmesh Bose , Hoa Dinh Nguyen , Haitian Liu , Ye Guo , Thinh T. Doan , Carolyn L. Beck

This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

This paper studies a decentralized stochastic gradient tracking (DSGT) algorithm for non-convex empirical risk minimization problems over a peer-to-peer network of nodes, which is in sharp contrast to the existing DSGT only for convex…

Machine Learning · Computer Science 2020-08-31 Jiaqi Zhang , Keyou You

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as…

Optimization and Control · Mathematics 2018-05-09 Amrit S. Bedi , Ketan Rajawat

Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…

Optimization and Control · Mathematics 2023-02-06 Songyang Ge , Tsung-Hui Chang

This paper addresses the problem of differentially private distributed optimization under limited communication, where each agent aims to keep their cost function private while minimizing the sum of all agents' cost functions. In response,…

Optimization and Control · Mathematics 2023-04-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

This paper considers a general stochastic resource allocation problem that arises widely in wireless networks, cognitive radio, networks, smart-grid communications, and cross-layer design. The problem formulation involves expectations with…

Optimization and Control · Mathematics 2017-12-12 Amrit Singh Bedi , Ketan Rajawat

This paper studies the distributed minimax optimization problem over networks. To enhance convergence performance, we propose a distributed optimistic gradient tracking method, termed DOGT, which solves a surrogate function that captures…

Optimization and Control · Mathematics 2025-09-01 Yan Huang , Jinming Xu , Jiming Chen , Karl Henrik Johansson

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

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

The problem of resource constrained scheduling in a dynamic and heterogeneous wireless setting is considered here. In our setup, the available limited bandwidth resources are allocated in order to serve randomly arriving service demands,…

Machine Learning · Computer Science 2022-04-01 Apostolos Avranas , Marios Kountouris , Philippe Ciblat

This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Emiliano Dall'Anese

Gradient-tracking (GT) based decentralized methods have emerged as an effective and viable alternative method to decentralized (stochastic) gradient descent (DSGD) when solving distributed online stochastic optimization problems. Initial…

Optimization and Control · Mathematics 2023-01-10 Sulaiman A. Alghunaim , Kun Yuan

Since the initial proposal in the late 80s, spectral gradient methods continue to receive significant attention, especially due to their excellent numerical performance on various large scale applications. However, to date, they have not…

Optimization and Control · Mathematics 2019-01-18 Dusan Jakovetic , Natasa Krejic , Natasa Krklec Jerinkic

Distributed algorithms to solve linear equations in multi-agent networks have attracted great research attention and many iteration-based distributed algorithms have been developed. The convergence speed is a key factor to be considered for…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-30 Haodi Ping , Yongcai Wang , Deying Li

This thesis explores a particular class of distributed optimization methods for various separable resource allocation problems, which are of high interest in a wide array of multi-agent settings. A distinctly motivating application for this…

Systems and Control · Electrical Eng. & Systems 2021-03-26 Tor Anderson