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In this paper, we propose Riemannian conditional gradient methods for minimizing composite functions, i.e., those that can be expressed as the sum of a smooth function and a retraction-based convex function. We analyze the convergence of…

Optimization and Control · Mathematics 2026-05-19 Kangming Chen , Ellen H. Fukuda

This paper presents a novel distributed formulation of the min-max optimization problem. Such a formulation enables enhanced flexibility among agents when optimizing their maximization variables. To address the problem, we propose two…

Optimization and Control · Mathematics 2025-05-19 Runze You , Kun Huang , Shi Pu

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

We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…

Machine Learning · Computer Science 2020-07-09 Maria-Luiza Vladarean , Ahmet Alacaoglu , Ya-Ping Hsieh , Volkan Cevher

We propose Directed-Distributed Projected Subgradient (D-DPS) to solve a constrained optimization problem over a multi-agent network, where the goal of agents is to collectively minimize the sum of locally known convex functions. Each agent…

Optimization and Control · Mathematics 2017-06-26 Ran Xin , Chenguang Xi , Usman A. Khan

We consider distributed optimization where $N$ nodes in a connected network minimize the sum of their local costs subject to a common constraint set. We propose a distributed projected gradient method where each node, at each iteration $k$,…

Information Theory · Computer Science 2016-08-24 Dusan Jakovetic , Dragana Bajovic , Natasa Krejic , Natasa Krklec-Jerinkic

The aim of this work is to develop a fully-distributed algorithmic framework for training graph convolutional networks (GCNs). The proposed method is able to exploit the meaningful relational structure of the input data, which are collected…

Machine Learning · Computer Science 2022-12-21 Simone Scardapane , Indro Spinelli , Paolo Di Lorenzo

Consider a discrete-time Linear Quadratic Regulator (LQR) problem solved using policy gradient descent when the system matrices are unknown. The gradient is transmitted across a noisy channel over a finite time horizon using analog…

Optimization and Control · Mathematics 2025-07-22 Ashwin Verma , Aritra Mitra , Lintao Ye , Vijay Gupta

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

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

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Optimization and Control · Mathematics 2017-10-24 Phuong Huu Hoang , Hyo-Sung Ahn

This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

In this paper, we propose a conditional gradient method for solving constrained vector optimization problems with respect to a partial order induced by a closed, convex and pointed cone with nonempty interior. When the partial order under…

Optimization and Control · Mathematics 2022-04-12 Wang Chen , Xinmin Yang , Yong Zhao

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

This paper develops a fast distributed algorithm, termed \emph{DEXTRA}, to solve the optimization problem when~$n$ agents reach agreement and collaboratively minimize the sum of their local objective functions over the network, where the…

Optimization and Control · Mathematics 2016-05-31 Chenguang Xi , Usman A. Khan

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

This paper presents distributed adaptive algorithms based on the conjugate gradient (CG) method for distributed networks. Both incremental and diffusion adaptive solutions are all considered. The distributed conventional (CG) and modified…

Information Theory · Computer Science 2013-06-19 Songcen Xu , Rodrigo C. de Lamare

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

We consider the decentralized optimization problem, where a network of $n$ agents aims to collaboratively minimize the average of their individual smooth and convex objective functions through peer-to-peer communication in a directed graph.…

Optimization and Control · Mathematics 2023-12-07 Zhuoqing Song , Lei Shi , Shi Pu , Ming Yan
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