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Distributed gradient descent (DGD) is an efficient way of implementing gradient descent (GD), especially for large data sets, by dividing the computation tasks into smaller subtasks and assigning to different computing servers (CSs) to be…

Information Theory · Computer Science 2018-11-29 Emre Ozfatura , Deniz Gunduz , Sennur Ulukus

We propose a distributed algorithm, termed the 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…

Optimization and Control · Mathematics 2016-08-30 Chenguang Xi , Usman A. Khan

In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is…

Optimization and Control · Mathematics 2020-03-05 Peng Lin , Wei Ren , Huijun Gao

We study the decentralized optimization problem $\min_{{\bf x}\in{\mathbb R}^d} f({\bf x})\triangleq \frac{1}{m}\sum_{i=1}^m f_i({\bf x})$, where the local function on the $i$-th agent has the form of $f_i({\bf x})\triangleq…

Optimization and Control · Mathematics 2025-01-14 Luo Luo , Yunyan Bai , Lesi Chen , Yuxing Liu , Haishan Ye

This work develops a proximal primal-dual decentralized strategy for multi-agent optimization problems that involve multiple coupled affine constraints, where each constraint may involve only a subset of the agents. The constraints are…

Optimization and Control · Mathematics 2019-12-12 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

This paper focuses on a class of inclusion problems of maximal monotone operators in a multi-agent network, where each agent is characterized by an operator that is not available to any other agents, but the agents can cooperate by…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

Solving linear systems is often the computational bottleneck in real-life problems. Iterative solvers are the only option due to the complexity of direct algorithms or because the system matrix is not explicitly known. Here, we develop a…

Numerical Analysis · Computer Science 2020-10-08 Joris Tavernier , Jaak Simm , Karl Meerbergen , Yves Moreau

A very large number of communications are typically required to solve distributed learning tasks, and this critically limits scalability and convergence speed in wireless communications applications. In this paper, we devise a Gradient…

Machine Learning · Computer Science 2022-02-08 Yicheng Chen , Rick S. Blum , Martin Takac , Brian M. Sadler

This paper considers a type of incremental aggregated gradient (IAG) method for large-scale distributed optimization. The IAG method is well suited for the parameter server architecture as the latter can easily aggregate potentially staled…

Optimization and Control · Mathematics 2023-09-12 Xiaolu Wang , Cheng Jin , Hoi-To Wai , Yuantao Gu

In this paper, we study the problem of finding the least square solutions of over-determined linear algebraic equations over networks in a distributed manner. Each node has access to one of the linear equations and holds a dynamic state. We…

Optimization and Control · Mathematics 2019-09-10 Tao Yang , Jemin George , Jiahu Qin , Xinlei Yi , Junfeng Wu

During the past two decades, multi-agent optimization problems have drawn increased attention from the research community. When multiple objective functions are present among agents, many works optimize the sum of these objective functions.…

Multiagent Systems · Computer Science 2020-10-13 M. J. Blondin , M. T. Hale

Recent years have witnessed a growing interest in the topic of min-max optimization, owing to its relevance in the context of generative adversarial networks (GANs), robust control and optimization, and reinforcement learning. Motivated by…

Machine Learning · Computer Science 2022-04-08 Arman Adibi , Aritra Mitra , George J. Pappas , Hamed Hassani

This paper introduces a new method for minimizing matrix-smooth non-convex objectives through the use of novel Compressed Gradient Descent (CGD) algorithms enhanced with a matrix-valued stepsize. The proposed algorithms are theoretically…

Optimization and Control · Mathematics 2024-04-23 Hanmin Li , Avetik Karagulyan , Peter Richtárik

In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…

Optimization and Control · Mathematics 2014-10-01 Ion Necoara , Valentin Nedelcu

We investigate the generalisation performance of Distributed Gradient Descent with Implicit Regularisation and Random Features in the homogenous setting where a network of agents are given data sampled independently from the same unknown…

Machine Learning · Statistics 2020-07-02 Dominic Richards , Patrick Rebeschini , Lorenzo Rosasco

We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…

Optimization and Control · Mathematics 2019-08-20 Jemin George , Tao Yang , He Bai , Prudhvi Gurram

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-09 Anastasia Koloskova , Tao Lin , Sebastian U. Stich

This article aims to improve the performance of networked multi-agent systems, which are common representations of cyber-physical systems. The rate of convergence to consensus of multi-agent networks is critical to ensure cohesive, rapid…

Systems and Control · Computer Science 2020-10-12 Santosh Devasia

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

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