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We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

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

Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…

Optimization and Control · Mathematics 2021-11-19 Xuan Wang , Shaoshuai Mou , Brian. D. O. Anderson

Motivated by a variety of applications in control engineering and information sciences, we study network resource allocation problems where the goal is to optimally allocate a fixed amount of resource over a network of nodes. In these…

Optimization and Control · Mathematics 2017-08-25 Thinh T. Doan , Carolyn L. Beck

We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…

Optimization and Control · Mathematics 2021-10-14 Farzad Yousefian , Jayesh Yevale , Harshal D. Kaushik

This paper considers distributed stochastic optimization, in which a number of agents cooperate to optimize a global objective function through local computations and information exchanges with neighbors over a network. Stochastic…

Optimization and Control · Mathematics 2022-08-09 Jie Hou , Xianlin Zeng , Gang Wang , Jian Sun , Jie Chen

This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

In this paper, we put forth distributed algorithms for solving loosely coupled unconstrained and constrained optimization problems. Such problems are usually solved using algorithms that are based on a combination of decomposition and first…

Optimization and Control · Mathematics 2013-12-20 Sina Khoshfetrat Pakazad , Anders Hansson , Martin S. Andersen

This paper studies distributed resource allocation problem in multi-agent systems, where all the agents cooperatively minimize the sum of their cost functions with global resource constraints over stochastic communication networks. This…

Optimization and Control · Mathematics 2021-04-27 Tie Ding , Shanying Zhu , Cailian Chen , Xinping Guan

We consider distributed convex optimization problems originated from sample average approximation of stochastic optimization, or empirical risk minimization in machine learning. We assume that each machine in the distributed computing…

Optimization and Control · Mathematics 2015-01-05 Yuchen Zhang , Lin Xiao

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…

Optimization and Control · Mathematics 2024-11-08 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agentspecific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification…

Optimization and Control · Mathematics 2015-09-22 Aswin Kannan , Angelia Nedich , Uday V. Shanbhag

In this paper, we propose a novel distributed data-driven optimization scheme. In detail, we focus on the so-called aggregative framework, a scenario in which a set of agents aim to cooperatively minimize the sum of local costs, each…

Optimization and Control · Mathematics 2026-01-27 Riccardo Brumali , Guido Carnevale , Giuseppe Notarstefano

We propose a distributed cubic regularization of the Newton method for solving (constrained) empirical risk minimization problems over a network of agents, modeled as undirected graph. The algorithm employs an inexact, preconditioned Newton…

Optimization and Control · Mathematics 2021-06-21 Amir Daneshmand , Gesualdo Scutari , Pavel Dvurechensky , Alexander Gasnikov

In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…

Optimization and Control · Mathematics 2024-10-01 Debdas Ghosh , Anshika , Qamrul Hasan Ansari , Xiaopeng Zhao

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Optimization and Control · Mathematics 2021-03-22 Farzad Yousefian

Distributed optimization advances centralized machine learning methods by enabling parallel and decentralized learning processes over a network of computing nodes. This work provides an accelerated consensus-based distributed algorithm for…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Mohammadreza Doostmohammadian , Hamid R. Rabiee

Feedback optimisation is an emerging technique aiming at steering a system to an optimal steady state for a given objective function. We show that it is possible to employ this control strategy in a distributed manner. Moreover, we prove…

Optimization and Control · Mathematics 2022-03-01 Antonio Terpin , Sylvain Fricker , Michel Perez , Mathias Hudoba de Badyn , Florian Dörfler

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

Optimization and Control · Mathematics 2023-07-17 Yi Huang , Ziyang Meng , Jian Sun , Wei Ren