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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…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…

Optimization and Control · Mathematics 2014-10-02 Andrea Simonetto , Leon Kester , Geert Leus

We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…

Optimization and Control · Mathematics 2021-12-24 Navjot Singh , Xuanyu Cao , Suhas Diggavi , Tamer Basar

Modern power systems are now in continuous process of massive changes. Increased penetration of distributed generation, usage of energy storage and controllable demand require introduction of a new control paradigm that does not rely on…

Optimization and Control · Mathematics 2022-04-01 Demyan Yarmoshik , Alexander Rogozin , Oleg. O. Khamisov , Pavel Dvurechensky , Alexander Gasnikov

Communication overhead is one of the key challenges that hinders the scalability of distributed optimization algorithms. In this paper, we study local distributed SGD, where data is partitioned among computation nodes, and the computation…

Machine Learning · Computer Science 2020-05-15 Farzin Haddadpour , Mohammad Mahdi Kamani , Mehrdad Mahdavi , Viveck R. Cadambe

In this work, we study how to implement a distributed algorithm for the power method in a parallel manner. As the existing distributed power method is usually sequentially updating the eigenvectors, it exhibits two obvious disadvantages: 1)…

Information Theory · Computer Science 2021-08-16 Jiaying Li , Sissi Xiaoxiao Wu , Qiang Li , Anna Scaglione

We study the decentralized optimization problem where a network of $n$ agents seeks to minimize the average of a set of heterogeneous non-convex cost functions distributedly. State-of-the-art decentralized algorithms like Exact…

Optimization and Control · Mathematics 2022-10-14 Edward Duc Hien Nguyen , Sulaiman A. Alghunaim , Kun Yuan , César A. Uribe

We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired…

Optimization and Control · Mathematics 2022-04-19 Mohammad Taha Toghani , César A. Uribe

In federated learning, communication cost is often a critical bottleneck to scale up distributed optimization algorithms to collaboratively learn a model from millions of devices with potentially unreliable or limited communication and…

Machine Learning · Computer Science 2020-11-24 Farzin Haddadpour , Mohammad Mahdi Kamani , Aryan Mokhtari , Mehrdad Mahdavi

This work presents joint iterative power allocation and interference suppression algorithms for spread spectrum networks which employ multiple hops and the amplify-and-forward cooperation strategy for both the uplink and the downlink. We…

Information Theory · Computer Science 2013-01-03 Rodrigo C. de Lamare

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

Singular value decomposition (SVD) is one of the most popular compression methods that approximate a target matrix with smaller matrices. However, standard SVD treats the parameters within the matrix with equal importance, which is a simple…

Computation and Language · Computer Science 2022-12-19 Ting Hua , Yen-Chang Hsu , Felicity Wang , Qian Lou , Yilin Shen , Hongxia Jin

This paper considers distributed online nonconvex optimization with time-varying inequality constraints over a network of agents, where the nonconvex local loss and convex local constraint functions can vary arbitrarily across iterations.…

Optimization and Control · Mathematics 2025-11-19 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

We present time-efficient distributed algorithms for decomposing graphs with large edge or vertex connectivity into multiple spanning or dominating trees, respectively. As their primary applications, these decompositions allow us to achieve…

Data Structures and Algorithms · Computer Science 2013-11-22 Keren Censor-Hillel , Mohsen Ghaffari , Fabian Kuhn

We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…

Machine Learning · Statistics 2019-12-02 Ali Basirat

This paper considers distributed nonconvex optimization with the cost functions being distributed over agents. Noting that information compression is a key tool to reduce the heavy communication load for distributed algorithms as agents…

Optimization and Control · Mathematics 2022-10-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

A commonly used technique for the higher-order PageRank problem is the power method that is computationally intractable for large-scale problems. The truncated power method proposed recently provides us with another idea to solve this…

Numerical Analysis · Mathematics 2021-05-11 Jun Huang , Gang Wu

In this paper we consider a network with $P$ nodes, where each node has exclusive access to a local cost function. Our contribution is a communication-efficient distributed algorithm that finds a vector $x^\star$ minimizing the sum of all…

Optimization and Control · Mathematics 2016-11-15 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

Economic dispatch problem for a networked power system has been considered. The objective is to minimize the total generation cost while meeting the overall supply-demand balance and generation capacity. In particular, a more practical…

Systems and Control · Computer Science 2019-05-01 Seungjoon Lee , Hyungbo Shim