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We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

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 consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The communications between nodes are described by a time-varying…

Optimization and Control · Mathematics 2014-03-18 Angelia Nedic , Alex Olshevsky

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…

Machine Learning · Computer Science 2019-04-11 Ran Xin , Anit Kumar Sahu , Usman A. Khan , Soummya Kar

In this paper we consider a distributed stochastic optimization problem without the gradient/subgradient information for the local objective functions, subject to local convex constraints. The objective functions may be non-smooth and…

Systems and Control · Computer Science 2018-06-25 Yinghui Wang , Wenxiao Zhao , Yiguang Hong , Mohsen Zamani

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 stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-30 Pei Xie , Keyou You , Roberto Tempo , Shiji Song , Cheng Wu

This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-24 Pei Xie , Keyou You , Shiji Song , Cheng Wu

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Optimization and Control · Mathematics 2018-06-20 Van Sy Mai , Eyad H. Abed

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

We establish the O($\frac{1}{k}$) convergence rate for distributed stochastic gradient methods that operate over strongly convex costs and random networks. The considered class of methods is standard each node performs a weighted average of…

Optimization and Control · Mathematics 2018-03-22 Dusan Jakovetic , Dragana Bajovic , Anit Kumar Sahu , Soummya Kar

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

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang
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