Related papers: Distributed Dual Subgradient Methods with Averagin…
Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…
This paper considers convex optimization problems where nodes of a network have access to summands of a global objective. Each of these local objectives is further assumed to be an average of a finite set of functions. The motivation for…
This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…
In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…
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…
The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…
This paper studies two fundamental problems in power systems: the economic dispatch problem (EDP) and load shedding. For the EDP, an extension of the problem considering the transmission losses is presented. Because the optimization problem…
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…
Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or fixed step-sizes that depend on an assumed upper bound of delays. Not only is such a delay bound hard to…
We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
In this paper, we consider a large network containing many regions such that each region is equipped with a worker with some data processing and communication capability. For such a network, some workers may become stragglers due to the…
Distributed-memory implementations of numerical optimization algorithm, such as stochastic gradient descent (SGD), require interprocessor communication at every iteration of the algorithm. On modern distributed-memory clusters where…
We consider a general multi-agent convex optimization problem where the agents are to collectively minimize a global objective function subject to a global inequality constraint, a global equality constraint, and a global constraint set.…
Gradient-tracking (GT) based decentralized methods have emerged as an effective and viable alternative method to decentralized (stochastic) gradient descent (DSGD) when solving distributed online stochastic optimization problems. Initial…
This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…
This paper considers a distributed convex optimization problem over a time-varying multi-agent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…
We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…
Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…
We present distributed subgradient methods for min-max problems with agreement constraints on a subset of the arguments of both the convex and concave parts. Applications include constrained minimization problems where each constraint is a…