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The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…

Machine Learning · Computer Science 2017-10-30 Zhouyuan Huo , Heng Huang

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…

Optimization and Control · Mathematics 2017-03-06 Tianyu Wu , Kun Yuan , Qing Ling , Wotao Yin , Ali H. Sayed

Query workloads and database schemas in OLAP applications are becoming increasingly complex. Moreover, the queries and the schemas have to continually \textit{evolve} to address business requirements. During such repetitive transitions, the…

Databases · Computer Science 2015-03-19 Hideaki Kimura , Carleton Coffrin , Alexander Rasin , Stanley B. Zdonik

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

Sequentially solving similar optimization problems under strict runtime constraints is essential for many applications, such as robot control, autonomous driving, and portfolio management. The performance of local optimization methods in…

Machine Learning · Computer Science 2025-02-04 Elad Sharony , Heng Yang , Tong Che , Marco Pavone , Shie Mannor , Peter Karkus

Resource allocation is a fundamental problem in Industrial Internet of Things (IIoT) systems, in which devices work together under limited communication bandwidth to complete diverse tasks. This paper proposes a communication-efficient…

Optimization and Control · Mathematics 2026-05-26 Yuzhu Duan , Ziwen Yang , Xiaoming Duan , Shanying Zhu

This paper considers the problem of multi-agent distributed optimization. In this problem, there are multiple agents in the system, and each agent only knows its local cost function. The objective for the agents is to collectively compute a…

Optimization and Control · Mathematics 2020-03-31 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra

Gradient descent and coordinate descent are well understood in terms of their asymptotic behavior, but less so in a transient regime often used for approximations in machine learning. We investigate how proper initialization can have a…

Machine Learning · Computer Science 2017-06-14 Hadi Daneshmand , Hamed Hassani , Thomas Hofmann

Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…

Optimization and Control · Mathematics 2021-11-15 Hamed Sadeghi , Pontus Giselsson

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

In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…

Optimization and Control · Mathematics 2022-08-16 Changxin Liu , Yang Shi , Huiping Li , Wenli Du

In the context of solving large distributed constraint optimization problems (DCOP), belief-propagation and approximate inference algorithms are candidates of choice. However, in general, when the factor graph is very loopy (i.e. cyclic),…

Multiagent Systems · Computer Science 2017-06-08 Jesús Cerquides , Rémi Emonet , Gauthier Picard , Juan A. Rodríguez-Aguilar

Hybrid optimization algorithms have gained popularity as it has become apparent there cannot be a universal optimization strategy which is globally more beneficial than any other. Despite their popularity, hybridization frameworks require…

Neural and Evolutionary Computing · Computer Science 2013-03-15 Hassan A. Bashir , Richard S. Neville

We consider the distributed optimization problem, where a group of agents work together to optimize a common objective by communicating with neighboring agents and performing local computations. For a given algorithm, we use tools from…

Optimization and Control · Mathematics 2020-09-11 Bryan Van Scoy , Laurent Lessard

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

In real-world optimization scenarios, the problem instance that we are asked to solve may change during the optimization process, e.g., when new information becomes available or when the environmental conditions change. In such situations,…

Neural and Evolutionary Computing · Computer Science 2022-09-12 Nina Bulanova , Arina Buzdalova , Carola Doerr

This paper extends algorithms that remove the fixed point bias of decentralized gradient descent to solve the more general problem of distributed optimization over subspace constraints. Leveraging the integral quadratic constraint…

Optimization and Control · Mathematics 2022-10-31 Dennis J. Marquis , Dany Abou Jaoude , Mazen Farhood , Craig A. Woolsey

In scenarios with numerous emergencies that arise and require the assistance of various rescue units (e.g., medical, fire, \& police forces), the rescue units would ideally be allocated quickly and distributedly while aiming to minimize…

Multiagent Systems · Computer Science 2023-03-01 Maya Lavie , Tehila Caspi , Omer Lev , Roei Zivan

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

Constrained multiobjective optimization has gained much interest in the past few years. However, constrained multiobjective optimization problems (CMOPs) are still unsatisfactorily understood. Consequently, the choice of adequate CMOPs for…

Neural and Evolutionary Computing · Computer Science 2023-02-07 Aljoša Vodopija , Tea Tušar , Bogdan Filipič