Related papers: An Accelerated Second-Order Method for Distributed…
In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…
We consider the problem of regularized regression in a network of communication-constrained devices. Each node has local data and objectives, and the goal is for the nodes to optimize a global objective. We develop a distributed…
This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…
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…
We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work…
We consider distributed optimization as motivated by machine learning in a multi-agent system: each agent holds local data and the goal is to minimize an aggregate loss function over a common model, via an interplay of local training and…
We consider minimization of a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of distributed…
This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…
We propose two distributed iterative algorithms that can be used to solve, in finite time, the distributed optimization problem over quadratic local cost functions in large-scale networks. The first algorithm exhibits synchronous operation…
We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…
We propose a distributed method to solve a multi-agent optimization problem with strongly convex cost function and equality coupling constraints. The method is based on Nesterov's accelerated gradient approach and works over stochastically…
This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…
This paper investigates the distributed fixed point seeking problem of sum-separable stochastic operators over the multi-agent network. Based on inexact Krasnosel'ski\u{\i}--Mann iterations, the communication-efficient distributed algorithm…
We present a novel communication-efficient Newton-type algorithm for finite-sum optimization over a distributed computing environment. Our method, named DINO, overcomes both theoretical and practical shortcomings of similar existing…
In this paper, we analyze the convergence of a distributed Robbins-Monro algorithm for both constrained and unconstrained optimization in multi-agent systems. The algorithm searches for local minima of a (nonconvex) objective function which…
This paper investigates how to accelerate the convergence of distributed optimization algorithms on nonconvex problems with zeroth-order information available only. We propose a zeroth-order (ZO) distributed primal-dual stochastic…
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…
We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…
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…
We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…