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We investigate the generalisation performance of Distributed Gradient Descent with Implicit Regularisation and Random Features in the homogenous setting where a network of agents are given data sampled independently from the same unknown…

Machine Learning · Statistics 2020-07-02 Dominic Richards , Patrick Rebeschini , Lorenzo Rosasco

Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…

Optimization and Control · Mathematics 2013-05-02 Soomin Lee , Angelia Nedich

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

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

We propose a random coordinate descent algorithm for optimizing a non-convex objective function subject to one linear constraint and simple bounds on the variables. Although it is common use to update only two random coordinates…

Optimization and Control · Mathematics 2024-08-27 Alireza Ghaffari-Hadigheh , Lennart Sinjorgo , Renata Sotirov

Modern artificial intelligence relies on networks of agents that collect data, process information, and exchange it with neighbors to collaboratively solve optimization and learning problems. This article introduces a novel distributed…

Optimization and Control · Mathematics 2026-01-15 Diego Deplano , Nicola Bastianello , Mauro Franceschelli , Karl H. Johansson

This paper studies the optimal resource allocation problem within a multi-agent network composed of both autonomous agents and humans. The main challenge lies in the globally coupled constraints that link the decisions of autonomous agents…

Systems and Control · Electrical Eng. & Systems 2025-04-04 Yichen Yao , Ryan Mbagna Nanko , Yue Wang , Xuan Wang

This paper presents a decentralized algorithm for a team of agents to track time-varying fixed points that are the solutions to time-varying convex optimization problems. The algorithm is first-order, and it allows for total asynchrony in…

Optimization and Control · Mathematics 2021-10-14 Gabriel Behrendt , Matthew Hale

This paper studies distributed resource allocation problem in multi-agent systems, where all the agents cooperatively minimize the sum of their cost functions with global resource constraints over stochastic communication networks. This…

Optimization and Control · Mathematics 2021-04-27 Tie Ding , Shanying Zhu , Cailian Chen , Xinping Guan

In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…

Optimization and Control · Mathematics 2015-04-28 Chenguang Xi , Qiong Wu , Usman A. Khan

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

In this paper, we study the convergence properties of a randomized block-coordinate descent algorithm for the minimization of a composite convex objective function, where the block-coordinates are updated asynchronously and randomly…

Optimization and Control · Mathematics 2023-04-14 Cheik Traoré , Saverio Salzo , Silvia Villa

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is…

Optimization and Control · Mathematics 2020-03-05 Peng Lin , Wei Ren , Huijun Gao

This paper considers the problem of asynchronous distributed multi-agent optimization on server-based system architecture. In this problem, each agent has a local cost, and the goal for the agents is to collectively find a minimum of their…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-09 Shuo Liu , Nirupam Gupta , Nitin H. Vaidya

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus…

Optimization and Control · Mathematics 2010-04-20 Angelia Nedić , Asuman Ozdaglar , Pablo A. Parrilo

In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we…

Optimization and Control · Mathematics 2023-03-24 Kun Huang , Xiao Li , Andre Milzarek , Shi Pu , Junwen Qiu

Coordinate descent algorithms solve optimization problems by successively performing approximate minimization along coordinate directions or coordinate hyperplanes. They have been used in applications for many years, and their popularity…

Optimization and Control · Mathematics 2015-02-18 Stephen J. Wright

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 this paper, a class of large-scale distributed nonsmooth convex optimization problem over time-varying multi-agent network is investigated. Specifically, the decision space which can be split into several blocks of convex set is…

Optimization and Control · Mathematics 2024-10-18 Zhan Yu , Daniel W. C. Ho