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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

In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…

Machine Learning · Computer Science 2019-04-11 Ran Xin , Anit Kumar Sahu , Usman A. Khan , Soummya Kar

This paper focuses on a class of inclusion problems of maximal monotone operators in a multi-agent network, where each agent is characterized by an operator that is not available to any other agents, but the agents can cooperate by…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

We study distributed convex constrained optimization on a time-varying multi-agent network. Each agent has access to its own local cost function, its local constraints, and its instant number of out-neighbors. The collective goal is to…

Signal Processing · Electrical Eng. & Systems 2019-05-28 Tatiana Tatarenko , Jan Zimmermann , Volker Willert andJürgen Adamy

We present a distributed proximal-gradient method for optimizing the average of convex functions, each of which is the private local objective of an agent in a network with time-varying topology. The local objectives have distinct…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-10-09 Annie I. Chen , Asuman Ozdaglar

In this paper we consider a distributed stochastic optimization problem without the gradient/subgradient information for the local objective functions, subject to local convex constraints. The objective functions may be non-smooth and…

Systems and Control · Computer Science 2018-06-25 Yinghui Wang , Wenxiao Zhao , Yiguang Hong , Mohsen Zamani

We consider the distributed optimization problem, where a group of agents work together to optimize a common objective by communicating with neighboring agents and performing local computations. For a given algorithm, we use tools from…

Optimization and Control · Mathematics 2020-09-11 Bryan Van Scoy , Laurent Lessard

This paper deals with solving distributed optimization problems with equality constraints by a class of uncertain nonlinear heterogeneous dynamic multi-agent systems. It is assumed that each agent with an uncertain dynamic model has limited…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Saeed Sarafraz , Mohammad Saleh Tavazoei

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…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

Distributed estimation that recruits potentially large groups of humans to collect data about a phenomenon of interest has emerged as a paradigm applicable to a broad range of detection and estimation tasks. However, it also presents a…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Kewei Chen , Donya Ghavidel , Vijay Gupta , Yih-Fang Huang

In this paper, the problem of online distributed zeroth-order optimization subject to a set constraint is studied via a multi-agent network, where each agent can communicate with its immediate neighbors via a time-varying directed graph.…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Yanfu Qin , Kaihong Lu

This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…

Optimization and Control · Mathematics 2025-05-23 Ashwin Aravind , Debasish Chatterjee , Ashish Cherukuri

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

Multiagent Systems · Computer Science 2020-04-22 Roula Nassif , Stefan Vlaski , Ali H. Sayed

In this paper, the distributed resource allocation optimization problem is investigated. The allocation decisions are made to minimize the sum of all the agents' local objective functions while satisfying both the global network resource…

Optimization and Control · Mathematics 2017-04-11 Peng Yi , Yiguang Hong , Feng Liu

The purpose of this paper is to introduce two new classes of accelerated distributed proximal conjugate gradient algorithms for multi-agent constrained optimization problems; given as minimization of a function decomposed as a sum of M…

Optimization and Control · Mathematics 2024-06-21 Anteneh Getachew Gebrie

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

Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…

Optimization and Control · Mathematics 2023-12-05 Aleksandr Lobanov , Andrew Veprikov , Georgiy Konin , Aleksandr Beznosikov , Alexander Gasnikov , Dmitry Kovalev

The problem of distributed optimization requires a group of networked agents to compute a parameter that minimizes the average of their local cost functions. While there are a variety of distributed optimization algorithms that can solve…

Multiagent Systems · Computer Science 2024-09-24 Kananart Kuwaranancharoen , Lei Xin , Shreyas Sundaram

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
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