Related papers: Distributed Variable Sample-size Stochastic Optimi…
Stepsize selection remains a critical challenge in the practical implementation of distributed optimization. Existing distributed algorithms often rely on restrictive prior knowledge of global objective functions, such as Lipschitz…
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…
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…
In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…
We consider a convex unconstrained optimization problem that arises in a network of agents whose goal is to cooperatively optimize the sum of the individual agent objective functions through local computations and communications. For this…
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…
Distributed learning has gained significant attention due to its advantages in scalability, privacy, and fault tolerance.In this paradigm, multiple agents collaboratively train a global model by exchanging parameters only with their…
In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…
In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…
In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…
This paper investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multi-agent network, where each individual agent is only able to access partial…
We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an…
In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…
In this letter, we study distributed optimization, where a network of agents, abstracted as a directed graph, collaborates to minimize the average of locally-known convex functions. Most of the existing approaches over directed graphs are…
This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…
In this paper, we propose a novel distributed data-driven optimization scheme. In detail, we focus on the so-called aggregative framework, a scenario in which a set of agents aim to cooperatively minimize the sum of local costs, each…
We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…
Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…
One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…
This paper proposes a differentially private gradient-tracking-based distributed stochastic optimization algorithm over directed graphs. In particular, privacy noises are incorporated into each agent's state and tracking variable to…