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In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

Optimization and Control · Mathematics 2014-02-04 Ion Necoara , Valentin Nedelcu

We propose a distributed first-order augmented Lagrangian (DFAL) algorithm to minimize the sum of composite convex functions, where each term in the sum is a private cost function belonging to a node, and only nodes connected by an edge can…

Optimization and Control · Mathematics 2015-05-12 Necdet Serhat Aybat , Garud Iyengar , Zi Wang

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…

Optimization and Control · Mathematics 2021-08-26 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…

Optimization and Control · Mathematics 2018-02-23 Quoc Tran-Dinh , Olivier Fercoq , Volkan Cevher

The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Guo-Rong Wu , Chuan-Xi Zhu

Despite the importance of sparsity in many large-scale applications, there are few methods for distributed optimization of sparsity-inducing objectives. In this paper, we present a communication-efficient framework for L1-regularized…

Machine Learning · Computer Science 2016-06-06 Virginia Smith , Simone Forte , Michael I. Jordan , Martin Jaggi

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

This work studies multi-agent sharing optimization problems with the objective function being the sum of smooth local functions plus a convex (possibly non-smooth) function coupling all agents. This scenario arises in many machine learning…

Optimization and Control · Mathematics 2020-06-17 Sulaiman A. Alghunaim , Ming Yan , Ali H. Sayed

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…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

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.…

Systems and Control · Computer Science 2016-06-27 Ivano Notarnicola , Giuseppe Notarstefano

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…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered objective function is the sum of local convex…

Optimization and Control · Mathematics 2016-08-04 Xianlin Zeng , Peng Yi , Yiguang Hong , Lihua Xie

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…

Optimization and Control · Mathematics 2016-01-01 Peijun Chen , Jianguo Huang , Xiaoqun Zhang

We formulate an optimization problem for maximizing the data rate of a common message transmitted from nodes within an airborne network broadcast to a central station receiver while maintaining a set of intra-network rate demands. Assuming…

Optimization and Control · Mathematics 2017-06-08 Theodoros Tsiligkaridis

We consider a multi-agent consensus optimization problem over a server-client (federated) network, where all clients are connected to a central server. Current distributed algorithms fail to capture the heterogeneity in clients' local…

Optimization and Control · Mathematics 2023-08-02 Xiaochun Niu , Ermin Wei

In this paper, we propose two novel non-stationary first-order primal-dual algorithms to solve nonsmooth composite convex optimization problems. Unlike existing primal-dual schemes where the parameters are often fixed, our methods use…

Optimization and Control · Mathematics 2020-07-13 Quoc Tran-Dinh , Yuzixuan Zhu

This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a…

Optimization and Control · Mathematics 2023-02-14 Yichuan Li , Petros G. Voulgaris , Dusan M. Stipanovic , Nikolaos M. Freris