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Deregulation of energy markets, penetration of renewables, advanced metering capabilities, and the urge for situational awareness, all call for system-wide power system state estimation (PSSE). Implementing a centralized estimator though is…

Machine Learning · Statistics 2012-07-03 Vassilis Kekatos , Georgios B. Giannakis

This paper studies the distributed linearly separable computation problem, which is a generalization of many existing distributed computing problems such as distributed gradient descent and distributed linear transform. In this problem, a…

Information Theory · Computer Science 2020-10-06 Kai Wan , Hua Sun , Mingyue Ji , Giuseppe Caire

In this paper, we propose a novel Dual Inexact Splitting Algorithm (DISA) for distributed convex composite optimization problems, where the local loss function consists of a smooth term and a possibly nonsmooth term composed with a linear…

Optimization and Control · Mathematics 2023-04-25 Luyao Guo , Xinli Shi , Shaofu Yang , Jinde Cao

We introduce a novel diffusion-based spectral algorithm to tackle regression analysis on high-dimensional data, particularly data embedded within lower-dimensional manifolds. Traditional spectral algorithms often fall short in such…

Machine Learning · Statistics 2024-10-21 Weichun Xia , Jiaxin Jiang , Lei Shi

Several fundamental tasks in data science rely on computing an extremal eigenspace of size $r \ll n$, where $n$ is the underlying problem dimension. For example, spectral clustering and PCA both require the computation of the leading…

Numerical Analysis · Mathematics 2019-09-04 Vasileios Charisopoulos , Austin R. Benson , Anil Damle

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

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a…

Optimization and Control · Mathematics 2024-03-18 Yanan Bo , Yongqiang Wang

In this paper, a class of convex feasibility problems (CFPs) are studied for multi-agent systems through local interactions. The objective is to search a feasible solution to the convex inequalities with some set constraints in a…

Systems and Control · Computer Science 2016-12-16 Kaihong Lu , Gangshan Jing , Long Wang

The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for distributed computing environments, CoCoA, that has an efficient…

Machine Learning · Computer Science 2018-10-11 Virginia Smith , Simone Forte , Chenxin Ma , Martin Takac , Michael I. Jordan , Martin Jaggi

Distributed machine learning has recently become a critical paradigm for training large models on vast datasets. We examine the stochastic optimization problem for deep learning within synchronous parallel computing environments under…

Machine Learning · Computer Science 2024-11-07 Yoni Choukroun , Shlomi Azoulay , Pavel Kisilev

Emerging applications in multi-agent environments such as internet-of-things, networked sensing, autonomous systems and federated learning, call for decentralized algorithms for finite-sum optimizations that are resource-efficient in terms…

Machine Learning · Statistics 2021-12-03 Boyue Li , Zhize Li , Yuejie Chi

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as…

Machine Learning · Computer Science 2017-10-31 Jianqiao Wangni , Jialei Wang , Ji Liu , Tong Zhang

Primal and dual block coordinate descent methods are iterative methods for solving regularized and unregularized optimization problems. Distributed-memory parallel implementations of these methods have become popular in analyzing large…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-03 Aditya Devarakonda , Kimon Fountoulakis , James Demmel , Michael W. Mahoney

Communication and topology aware process mapping is a powerful approach to reduce communication time in parallel applications with known communication patterns on large, distributed memory systems. We address the problem as a quadratic…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-23 Christian Schulz , Jesper Larsson Träff , Konrad von Kirchbach

In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication…

Machine Learning · Computer Science 2012-04-17 Hal Daume , Jeff M. Phillips , Avishek Saha , Suresh Venkatasubramanian

Distributed model predictive control (MPC) has been proven a successful method in regulating the operation of large-scale networks of constrained dynamical systems. This paper is concerned with cooperative distributed MPC in which the…

Optimization and Control · Mathematics 2021-06-29 Georgios Darivianakis , Angelos Georghiou , John Lygeros

Distributed computing excels at processing large scale data, but the communication cost for synchronizing the shared parameters may slow down the overall performance. Fortunately, the interactions between parameter and data in many problems…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-19 Mu Li , Dave G. Andersen , Alexander J. Smola

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo