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This paper proposes $\mathbf{C}$ommunication efficient $\mathbf{RE}$cursive $\mathbf{D}$istributed estimati$\mathbf{O}$n algorithm, $\mathcal{CREDO}$, for networked multi-worker setups without a central master node. $\mathcal{CREDO}$ is…

Optimization and Control · Mathematics 2018-01-15 Anit Kumar Sahu , Dusan Jakovetic , Soummya Kar

Solving optimization problems in multi-agent systems (MAS) involves information exchange between agents. These solutions must be robust to delays and errors that arise from an unreliable wireless network which typically connects the MAS. In…

Dynamical Systems · Mathematics 2019-12-19 Arunselvan Ramaswamy , Adrian Redder , Daniel E. Quevedo

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

In online convex optimization (OCO), Lipschitz continuity of the functions is commonly assumed in order to obtain sublinear regret. Moreover, many algorithms have only logarithmic regret when these functions are also strongly convex.…

Machine Learning · Computer Science 2021-01-01 Yihan Zhou , Victor S. Portella , Mark Schmidt , Nicholas J. A. Harvey

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 considers distributed optimization (DO) where multiple agents cooperate to minimize a global objective function, expressed as a sum of local objectives, subject to some constraints. In DO, each agent iteratively solves a local…

Optimization and Control · Mathematics 2023-03-01 Minseok Ryu , Kibaek Kim

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…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Pourya Behmandpoor , Marc Moonen , Panagiotis Patrinos

We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or…

Optimization and Control · Mathematics 2024-05-29 Dmitry Kovalev , Ekaterina Borodich , Alexander Gasnikov , Dmitrii Feoktistov

Offline reinforcement learning struggles with distributional shift and constrained performance due to static dataset limitations, while online RL demands prohibitive environment interactions. The recent advent of hybrid offline-to-online…

Machine Learning · Computer Science 2026-05-19 Qisai Liu , Zhanhong Jiang , Joshua Russell Waite , Aditya Balu , Cody Fleming , Soumik Sarkar

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $\epsilon$-accurate first-order…

Optimization and Control · Mathematics 2021-06-15 Ran Xin , Usman A. Khan , Soummya Kar

Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the…

Machine Learning · Computer Science 2021-10-26 Runzhong Wang , Zhigang Hua , Gan Liu , Jiayi Zhang , Junchi Yan , Feng Qi , Shuang Yang , Jun Zhou , Xiaokang Yang

Online feedback optimization (OFO) enables optimal steady-state operations of a physical system by employing an iterative optimization algorithm as a dynamic feedback controller. When the plant consists of several interconnected…

Optimization and Control · Mathematics 2024-09-13 Wenbin Wang , Zhiyu He , Giuseppe Belgioioso , Saverio Bolognani , Florian Dörfler

We provide a distributed online algorithm for multi-agent submodular maximization under communication delays. We are motivated by the future distributed information-gathering tasks in unknown and dynamic environments, where utility…

Machine Learning · Computer Science 2026-03-31 Zirui Xu , Vasileios Tzoumas

Decentralized optimization methods often entail information exchange between neighbors. Transmission failures can happen due to network congestion, hardware/software issues, communication outage, and other factors. In this paper, we…

Machine Learning · Computer Science 2024-01-05 Wenjing Yan , Xuanyu Cao

In many sequential decision making applications, the change of decision would bring an additional cost, such as the wear-and-tear cost associated with changing server status. To control the switching cost, we introduce the problem of online…

Machine Learning · Computer Science 2021-03-23 Guanghui Wang , Yuanyu Wan , Tianbao Yang , Lijun Zhang

Communication networks are used today everywhere and on every scale: starting from small Internet of Things (IoT) networks at home, via campus and enterprise networks, and up to tier-one networks of Internet providers. Accordingly, network…

Networking and Internet Architecture · Computer Science 2022-02-16 Itamar Cohen

There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…

Optimization and Control · Mathematics 2021-11-29 Emiliano Dall'Anese , Andrea Simonetto , Stephen Becker , Liam Madden

We establish the O($\frac{1}{k}$) convergence rate for distributed stochastic gradient methods that operate over strongly convex costs and random networks. The considered class of methods is standard each node performs a weighted average of…

Optimization and Control · Mathematics 2018-03-22 Dusan Jakovetic , Dragana Bajovic , Anit Kumar Sahu , Soummya Kar

As single-center computing approaches power constraints, decentralized training becomes essential. However, traditional Reinforcement Learning (RL) methods, crucial for enhancing large model post-training, cannot adapt to decentralized…

In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions. Algorithms interleave local computations with communication among all or a subset…

Optimization and Control · Mathematics 2018-01-16 Angelia Nedić , Alex Olshevsky , Michael G. Rabbat
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