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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

Parameter updating is an important stage in parallelism-based distributed deep learning. Synchronous methods are widely used in distributed training the Deep Neural Networks (DNNs). To reduce the communication and synchronization overhead…

Machine Learning · Computer Science 2020-09-09 Qing Ye , Yuxuan Han , Yanan sun , JIancheng Lv

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…

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

Graph-SLAM is a well-established algorithm for constructing a topological map of the environment while simultaneously attempting the localisation of the robot. It relies on scan matching algorithms to align noisy observations along robot's…

Robotics · Computer Science 2022-01-20 Giorgio Iavicoli , Claudio Zito

In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

We consider distributed optimization in random networks where N nodes cooperatively minimize the sum \sum_{i=1}^N f_i(x) of their individual convex costs. Existing literature proposes distributed gradient-like methods that are…

Information Theory · Computer Science 2023-07-19 Dusan Jakovetic , Joao Xavier , Jose M. F. Moura

Asynchronous optimization algorithms often require delay bounds to prove their convergence, though these bounds can be difficult to obtain in practice. Existing algorithms that do not require delay bounds often converge slowly. Therefore,…

Optimization and Control · Mathematics 2025-08-12 Ellie Pond , Yichen Zhao , Matthew Hale

The minimax excess risk optimization (MERO) problem is a new variation of the traditional distributionally robust optimization (DRO) problem, which achieves uniformly low regret across all test distributions under suitable conditions. In…

Optimization and Control · Mathematics 2024-08-23 Zhihao Gu , Zi Xu

Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In this paper, we introduce a novel first-order optimization…

Optimization and Control · Mathematics 2024-09-17 Vladimir Solodkin , Savelii Chezhegov , Ruslan Nazikov , Aleksandr Beznosikov , Alexander Gasnikov

This paper presents a unified approach for localizing some relevant graph topological indices via majorization techniques. Through this method, old and new bounds are derived and numerical examples are provided, showing how former results…

Combinatorics · Mathematics 2015-03-27 Alessandra Cornaro , Monica Bianchi , Anna Torriero

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

This paper considers a distributed convex optimization problem over a time-varying multi-agent 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 2018-05-22 Chuanye Gu , Zhiyou Wu , Jueyou Li , Yaning Guo

Configuration Optimization Problems (COPs), which involve minimizing a loss function over a set of discrete points $\boldsymbol{\gamma} \subset P$, are common in areas like Model Order Reduction, Active Learning, and Optimal Experimental…

Numerical Analysis · Mathematics 2024-10-24 Evie Nielen , Oliver Tse , Karen Veroy

Unions of graph multiplier operators are an important class of linear operators for processing signals defined on graphs. We present a novel method to efficiently distribute the application of these operators. The proposed method features…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-01 David I Shuman , Pierre Vandergheynst , Daniel Kressner , Pascal Frossard

The proximal point method (PPM) is a fundamental method in optimization that is often used as a building block for designing optimization algorithms. In this work, we use the PPM method to provide conceptually simple derivations along with…

Optimization and Control · Mathematics 2022-06-03 Kwangjun Ahn , Suvrit Sra

High-probability analysis of stochastic first-order optimization methods under mild assumptions on the noise has been gaining a lot of attention in recent years. Typically, gradient clipping is one of the key algorithmic ingredients to…

This paper addresses the optimization of edge-weighted networks by maximizing algebraic connectivity to enhance network robustness. Motivated by the need for precise robot position estimation in cooperative localization and pose-graph…

Systems and Control · Electrical Eng. & Systems 2024-09-25 Neelkamal Somisetty , Harsha Nagarajan , Swaroop Darbha

The paper considers a distributed algorithm for global minimization of a nonconvex function. The algorithm is a first-order consensus + innovations type algorithm that incorporates decaying additive Gaussian noise for annealing, converging…

Optimization and Control · Mathematics 2019-07-23 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura

Nesterov's accelerated gradient methods (AGM) have been successfully applied in many machine learning areas. However, their empirical performance on training max-margin models has been inferior to existing specialized solvers. In this…

Machine Learning · Computer Science 2010-11-03 Xinhua Zhang , Ankan Saha , S. V. N. Vishwanathan

Motivated by performance optimization of large-scale graph processing systems that distribute the graph across multiple machines, we consider the balanced graph partitioning problem. Compared to the previous work, we study the…

Data Structures and Algorithms · Computer Science 2019-02-19 Dmitrii Avdiukhin , Sergey Pupyrev , Grigory Yaroslavtsev