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We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…
This work aims to solve a stochastic nonconvex nonsmooth composite optimization problem. Previous works on composite optimization problem requires the major part to satisfy Lipschitz smoothness or some relaxed smoothness conditions, which…
Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
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…
In realistic distributed optimization scenarios, individual nodes possess only partial information and communicate over bandwidth constrained channels. For this reason, the development of efficient distributed algorithms is essential. In…
We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…
This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…
In this paper, we focus on solving a distributed convex aggregative optimization problem in a network, where each agent has its own cost function which depends not only on its own decision variables but also on the aggregated function of…
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…
Scalable machine learning over big data is an important problem that is receiving a lot of attention in recent years. On popular distributed environments such as Hadoop running on a cluster of commodity machines, communication costs are…
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…
In this paper, we study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex…
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…
We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…
In this paper, distributed convex optimization problem over non-directed dynamical networks is studied. Here, networked agents with single-integrator dynamics are supposed to rendezvous at a point that is the solution of a global convex…
We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…
Distributed learning and adaptation have received significant interest and found wide-ranging applications in machine learning and signal processing. While various approaches, such as shared-memory optimization, multi-task learning, and…
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…
We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…