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We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…

Optimization and Control · Mathematics 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

Decentralized optimization with time-varying networks is an emerging paradigm in machine learning. It saves remarkable communication overhead in large-scale deep training and is more robust in wireless scenarios especially when nodes are…

Machine Learning · Computer Science 2022-11-02 Xinmeng Huang , Kun Yuan

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of $n$ agents, where the agent objectives are decoupled while the resource constraints are coupled. The agents…

Optimization and Control · Mathematics 2018-12-18 Angelia Nedić , Alex Olshevsky , Wei Shi

We study the so-called distributed two-time-scale gradient method for solving convex optimization problems over a network of agents when the communication bandwidth between the nodes is limited, and so information that is exchanged between…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Marcos M. Vasconcelos , Thinh T. Doan , Urbashi Mitra

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson

This paper discusses distributed optimization over a directed graph. We begin with some well known algorithms which achieve consensus among agents including FROST [1], which possesses the quickest convergence to the optimum. It is a well…

Optimization and Control · Mathematics 2021-02-12 Shuubham Ojha , Ketan Rajawat

This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…

Optimization and Control · Mathematics 2020-07-14 Xiuxian Li , Gang Feng , Lihua Xie

One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…

Optimization and Control · Mathematics 2019-01-08 Fatemeh Mansoori , Ermin Wei

In this paper, a distributed optimization problem with general differentiable convex objective functions is studied for single-integrator and double-integrator multi-agent systems. Two distributed adaptive optimization algorithm is…

Optimization and Control · Mathematics 2017-03-28 Peng Lin , Wei Ren

We study the distributed stochastic compositional optimization problems over directed communication networks in which agents privately own a stochastic compositional objective function and collaborate to minimize the sum of all objective…

Optimization and Control · Mathematics 2022-03-22 Shengchao Zhao , Yongchao Liu

We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is known only by the associated agent and depends on the variables…

Optimization and Control · Mathematics 2020-10-20 Loris Cannelli , Francisco Facchinei , Gesualdo Scutari , Vyacheslav Kungurtsev

This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the…

Optimization and Control · Mathematics 2014-08-25 Solmaz S. Kia , Jorge Cortes , Sonia Martinez

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

In this paper, we propose a fully distributed algorithm for second-order continuous-time multi-agent systems to solve the distributed optimization problem. The global objective function is a sum of private cost functions associated with the…

Optimization and Control · Mathematics 2019-04-15 Xinlei Yi , Lisha Yao , Tao Yang , Jemin George , Karl H. Johansson

We study the multi-agent Smoothed Online Convex Optimization (SOCO) problem, where $N$ agents interact through a communication graph. In each round, each agent $i$ receives a strongly convex hitting cost function $f^i_t$ in an online…

Optimization and Control · Mathematics 2025-01-31 Neelkamal Bhuyan , Debankur Mukherjee , Adam Wierman

In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

This paper presents a special type of distributed optimization problems, where the summation of agents' local cost functions (i.e., global cost function) is convex, but each individual can be non-convex. Unlike most distributed optimization…

Optimization and Control · Mathematics 2021-08-16 Yipeng Pang , Guoqiang Hu

We consider distributed convex optimization problems that involve a separable objective function and nontrivial functional constraints, such as Linear Matrix Inequalities (LMIs). We propose a decentralized and computationally inexpensive…

Optimization and Control · Mathematics 2018-01-22 Soomin Lee , Michael M. Zavlanos