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We study the so-called distributed two-time-scale gradient method for solving convex optimization problems over a network of agents when the communication bandwidth between the nodes is limited, and so information that is exchanged between…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Marcos M. Vasconcelos , Thinh T. Doan , Urbashi Mitra

We propose Regularized Overestimated Newton (RON), a Newton-type method with low per-iteration cost and strong global and local convergence guarantees for smooth convex optimization. RON interpolates between gradient descent and globally…

Optimization and Control · Mathematics 2025-10-02 Danny Duan , Hanbaek Lyu

We study distributed optimization problems over multi-agent networks, including consensus and network flow problems. Existing distributed methods neglect the heterogeneity among agents' computational capabilities, limiting their…

Optimization and Control · Mathematics 2023-08-03 Xiaochun Niu , Ermin Wei

We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then…

Machine Learning · Computer Science 2019-02-14 Deming Yuan , Alexandre Proutiere , Guodong Shi

While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to different samples. However, a significant gap exists between…

This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani , Giuseppe Notarstefano

In this work, we propose a distributed algorithm for stochastic non-convex optimization. We consider a worker-server architecture where a set of $K$ worker nodes (WNs) in collaboration with a server node (SN) jointly aim to minimize a…

Optimization and Control · Mathematics 2020-05-04 Prashant Khanduri , Pranay Sharma , Swatantra Kafle , Saikiran Bulusu , Ketan Rajawat , Pramod K. Varshney

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

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

While there already exist randomized subspace Newton methods that restrict the search direction to a random subspace for a convex function, we propose a randomized subspace regularized Newton method for a non-convex function {and more…

Optimization and Control · Mathematics 2025-09-23 Terunari Fuji , Pierre-Louis Poirion , Akiko Takeda

We study distributed optimization problems when $N$ nodes minimize the sum of their individual costs subject to a common vector variable. The costs are convex, have Lipschitz continuous gradient (with constant $L$), and bounded gradient. We…

Information Theory · Computer Science 2014-04-15 Dusan Jakovetic , Joao Xavier , Jose M. F. Moura

Federated learning is a distributed optimization paradigm that allows training machine learning models across decentralized devices while keeping the data localized. The standard method, FedAvg, suffers from client drift which can hamper…

Machine Learning · Computer Science 2024-04-15 Xiaowen Jiang , Anton Rodomanov , Sebastian U. Stich

Distributed optimization finds applications in large-scale machine learning, data processing and classification over multi-agent networks. In real-world scenarios, the communication network of agents may encounter latency that may affect…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Mohammadreza Doostmohammadian , Narahari Kasagatta Ramesh , Alireza Aghasi

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

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

Optimization and Control · Mathematics 2015-06-03 Jianshu Chen , Ali H. Sayed

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 problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…

Optimization and Control · Mathematics 2019-04-01 Fatemeh Mansoori , Ermin Wei

In this paper, we propose a distributed second- order method for reinforcement learning. Our approach is the fastest in literature so-far as it outperforms state-of-the-art methods, including ADMM, by significant margins. We achieve this by…

Optimization and Control · Mathematics 2016-08-08 Rasul Tutunov , Haitham Bou-Ammar , Ali Jadbabaie

In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…

Optimization and Control · Mathematics 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt