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We study decentralized optimization where multiple agents minimize the average of their (strongly) convex, smooth losses over a communication graph. Convergence of the existing decentralized methods generally hinges on an apriori, proper…

Optimization and Control · Mathematics 2025-08-01 Ilya Kuruzov , Xiaokai Chen , Gesualdo Scutari , Alexander Gasnikov

This work addresses the decentralized optimization problem where a group of agents with coupled private objective functions work together to exactly optimize the summation of local interests. Upon modeling the decentralized problem as an…

Optimization and Control · Mathematics 2020-03-18 Changxin Liu , Huiping Li , Yang Shi

Distributed optimization often consists of two updating phases: local optimization and inter-node communication. Conventional approaches require working nodes to communicate with the server every one or few iterations to guarantee…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-17 Chi Zhang , Qianxiao Li

There is growing interest in large-scale machine learning and optimization over decentralized networks, e.g. in the context of multi-agent learning and federated learning. Due to the imminent need to alleviate the communication burden, the…

Machine Learning · Statistics 2020-09-02 Boyue Li , Shicong Cen , Yuxin Chen , Yuejie Chi

Distributed optimization is an important direction of research in modern optimization theory. Its applications include large scale machine learning, distributed signal processing and many others. The paper studies decentralized min-max…

Optimization and Control · Mathematics 2023-09-08 Nhat Trung Nguyen , Alexander Rogozin , Dmitry Metelev , Alexander Gasnikov

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

Recently, the decentralized optimization problem is attracting growing attention. Most existing methods are deterministic with high per-iteration cost and have a convergence rate quadratically depending on the problem condition number.…

Machine Learning · Statistics 2018-05-28 Zebang Shen , Aryan Mokhtari , Tengfei Zhou , Peilin Zhao , Hui Qian

We study distributed multi-agent large-scale optimization problems, wherein the cost function is composed of a smooth possibly nonconvex sum-utility plus a DC (Difference-of-Convex) regularizer. We consider the scenario where the dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-29 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

Machine Learning · Computer Science 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi

Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

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 propose a novel algorithm for solving convex, constrained and distributed optimization problems defined on multi-agent-networks, where each agent has exclusive access to a part of the global objective function. The agents are able to…

Systems and Control · Electrical Eng. & Systems 2020-08-12 Jan Zimmermann , Tatiana Tatarenko , Volker Willert , Jürgen Adamy

We consider a multi agent optimization problem where a set of agents collectively solves a global optimization problem with the objective function given by the sum of locally known convex functions. We focus on the case when information…

Optimization and Control · Mathematics 2016-03-14 Ali Makhdoumi , Asuman Ozdaglar

In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

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 addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

We develop algorithms that find and track the optimal solution trajectory of time-varying convex optimization problems which consist of local and network-related objectives. The algorithms are derived from the prediction-correction…

Optimization and Control · Mathematics 2016-11-08 Andrea Simonetto , Alec Koppel , Aryan Mokhtari , Geert Leus , Alejandro Ribeiro

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

Decentralized optimization methods often entail information exchange between neighbors. Transmission failures can happen due to network congestion, hardware/software issues, communication outage, and other factors. In this paper, we…

Machine Learning · Computer Science 2024-01-05 Wenjing Yan , Xuanyu Cao