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We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

Optimization and Control · Mathematics 2022-05-04 Katherine Hendrickson , Matthew Hale

Gossip algorithms spread information by having nodes repeatedly forward information to a few random contacts. By their very nature, gossip algorithms tend to be distributed and fault tolerant. If done right, they can also be fast and…

Data Structures and Algorithms · Computer Science 2014-02-13 Bernhard Haeupler , Dahlia Malkhi

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

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

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

Optimization and Control · Mathematics 2021-09-01 Zhiguo Wang , Jiawei Zhang , Tsung-Hui Chang , Jian Li , Zhi-Quan Luo

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

In this work we address the problem of distributed optimization of the sum of convex cost functions in the context of multi-agent systems over lossy communication networks. Building upon operator theory, first, we derive an ADMM-like…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

In this paper, we showcase the interplay between discrete and continuous optimization in network-structured settings. We propose the first fully decentralized optimization method for a wide class of non-convex objective functions that…

Optimization and Control · Mathematics 2018-02-13 Aryan Mokhtari , Hamed Hassani , Amin Karbasi

We introduce a new paradigm, $\textit{measure synchronization}$, for synchronizing graphs with measure-valued edges. We formulate this problem as maximization of the cycle-consistency in the space of probability measures over relative…

Computer Vision and Pattern Recognition · Computer Science 2020-04-03 Tolga Birdal , Michael Arbel , Umut Şimşekli , Leonidas Guibas

We consider network-based decentralized optimization problems, where each node in the network possesses a local function and the objective is to collectively attain a consensus solution that minimizes the sum of all the local functions. A…

Optimization and Control · Mathematics 2023-09-07 Suhail M. Shah , Albert S. Berahas , Raghu Bollapragada

This paper is concerned with distributed stochastic multi-agent constrained optimization problem over time-varying network with a class of communication noise. This paper considers the problem in composite optimization setting which is more…

Optimization and Control · Mathematics 2022-12-20 Zhan Yu , Daniel W. C. Ho , Deming Yuan , Jie Liu

This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani , Giuseppe Notarstefano

We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The `asynchronous' part here refers to the fact that only one…

Optimization and Control · Mathematics 2022-04-01 Suhail M. Shah , Konstantin E. Avrachenkov

Gradient descent, and coordinate descent in particular, are core tools in machine learning and elsewhere. Large problem instances are common. To help solve them, two orthogonal approaches are known: acceleration and parallelism. In this…

Optimization and Control · Mathematics 2018-08-16 Richard Cole , Yixin Tao

Modern machine learning tasks often involve massive datasets and models, necessitating distributed optimization algorithms with reduced communication overhead. Communication compression, where clients transmit compressed updates to a…

Optimization and Control · Mathematics 2025-04-01 Yuan Gao , Anton Rodomanov , Jeremy Rack , Sebastian U. Stich

Consider $n$ agents connected over a network collaborating to minimize the average of their local cost functions combined with a common nonsmooth function. This paper introduces a unified algorithmic framework for solving such a problem…

Optimization and Control · Mathematics 2026-05-05 Kun Huang , Shi Pu , Angelia Nedić

Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Yan Chen , Alexander L. Fradkov , Keli Fu , Xiaozheng Fu , Tao Li

Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…

Machine Learning · Computer Science 2021-01-20 Peng Jiang , Gagan Agrawal

Many applications in cellular systems and sensor networks involve a random subset of a large number of users asynchronously reporting activity to a base station. This paper examines the problem of multiuser detection (MUD) in random access…

Information Theory · Computer Science 2018-03-06 Lorne Applebaum , Waheed U. Bajwa , Marco F. Duarte , Robert Calderbank

We consider a large number of agents collaborating on a multi-armed bandit problem with a large number of arms. The goal is to minimise the regret of each agent in a communication-constrained setting. We present a decentralised algorithm…

Machine Learning · Computer Science 2021-09-21 Conor Newton , Ayalvadi Ganesh , Henry W. J. Reeve