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We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

Optimization and Control · Mathematics 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

Systems and Control · Computer Science 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang

In this work we focus on the problem of minimizing the sum of convex cost functions in a distributed fashion over a peer-to-peer network. In particular, we are interested in the case in which communications between nodes are prone to…

Optimization and Control · Mathematics 2020-07-24 Nicola Bastianello , Ruggero Carli , Luca Schenato , Marco Todescato

This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…

Optimization and Control · Mathematics 2022-11-21 Kaizhao Sun , X. Andy Sun

The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…

Information Theory · Computer Science 2014-12-19 Mingyi Hong

We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…

Optimization and Control · Mathematics 2016-01-05 Ali Makhdoumi , Asuman Ozdaglar

Accelerated algorithms have broad applications in large-scale optimization, due to their generality and fast convergence. However, their stability in the practical setting of noise-corrupted gradient oracles is not well-understood. This…

Optimization and Control · Mathematics 2018-08-01 Michael B. Cohen , Jelena Diakonikolas , Lorenzo Orecchia

For various optimization methods, gradient descent-based algorithms can achieve outstanding performance and have been widely used in various tasks. Among those commonly used algorithms, ADAM owns many advantages such as fast convergence…

Neural and Evolutionary Computing · Computer Science 2021-05-05 Jiyang Bai , Yuxiang Ren , Jiawei Zhang

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

Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…

Machine Learning · Computer Science 2025-02-03 Ouya Wang , Shenglong Zhou , Geoffrey Ye Li

This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…

Systems and Control · Electrical Eng. & Systems 2022-11-17 Vivek Khatana , Murti V. Salapaka

In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…

Optimization and Control · Mathematics 2024-09-24 Bradley Jenks , Aly-Joy Ulusoy , Filippo Pecci , Ivan Stoianov

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

Systems and Control · Computer Science 2016-11-15 Tsung-Hui Chang

Distributed allocation finds applications in many scenarios including CPU scheduling, distributed energy resource management, and networked coverage control. In this paper, we propose a fast convergent optimization algorithm with a tunable…

Signal Processing · Electrical Eng. & Systems 2024-01-30 Mohammadreza Doostmohammadian , Alireza Aghasi

This paper proposes the Doubly Compressed Momentum-assisted stochastic gradient tracking algorithm $\texttt{DoCoM}$ for communication-efficient decentralized optimization. The algorithm features two main ingredients to achieve a…

Machine Learning · Computer Science 2023-08-01 Chung-Yiu Yau , Hoi-To Wai

We present a first-order method for solving constrained optimization problems. The method is derived from our previous work, a modified search direction method inspired by singular value decomposition. In this work, we simplify its…

Optimization and Control · Mathematics 2023-02-24 Long Chen , Kai-Uwe Bletzinger , Nicolas R. Gauger , Yinyu Ye

This paper investigates a novel gradient algorithm, AGEM, using both energy and momentum, for addressing general non-convex optimization problems. The solution properties of the AGEM algorithm, including aspects such as uniformly…

Optimization and Control · Mathematics 2024-03-14 Hailiang Liu , Xuping Tian

This paper deals with a network of computing agents aiming to solve an online optimization problem in a distributed fashion, i.e., by means of local computation and communication, without any central coordinator. We propose the gradient…

Optimization and Control · Mathematics 2023-09-13 Guido Carnevale , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

In this paper, we consider a class of finite-sum convex optimization problems defined over a distributed multiagent network with $m$ agents connected to a central server. In particular, the objective function consists of the average of $m$…

Optimization and Control · Mathematics 2017-11-17 Guanghui Lan , Yi Zhou