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We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…
Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…
Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…
This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its…
A recently introduced general-purpose heuristic for finding high-quality solutions for many hard optimization problems is reviewed. The method is inspired by recent progress in understanding far-from-equilibrium phenomena in terms of {\em…
We show that the sensor self-localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we implement fully decentralized versions of the Recursive Maximum Likelihood and on-line…
We present a first-order method for solving constrained optimization problems. The method is derived from our previous work, a modified search direction method inspired by singular value decomposition. In this work, we simplify its…
The paper deals with the distributed minimum sharing problem: a set of decision-makers compute the minimum of some local quantities of interest in a distributed and decentralized way by exchanging information through a communication…
Distributed optimization often requires finding the minimum of a global objective function written as a sum of local functions. A group of agents work collectively to minimize the global function. We study a continuous-time decentralized…
This paper investigates privacy issues in distributed resource allocation over directed networks, where each agent holds a private cost function and optimizes its decision subject to a global coupling constraint through local interaction…
We address the problem of distributed convex unconstrained optimization over networks characterized by asynchronous and possibly lossy communications. We analyze the case where the global cost function is the sum of locally coupled local…
This paper proposes a distributed stochastic projection-free algorithm for large-scale constrained finite-sum optimization whose constraint set is complicated such that the projection onto the constraint set can be expensive. The global…
In this work, we consider solving a distributed optimization problem in a multi-agent network with multiple clusters. In each cluster, the involved agents cooperatively optimize a separable composite function with a common decision…
In this paper, we focus on solving a distributed convex aggregative optimization problem in a network, where each agent has its own cost function which depends not only on its own decision variables but also on the aggregated function of…
We investigate the problem of agent-to-agent interaction in decentralized (federated) learning over time-varying directed graphs, and, in doing so, propose a consensus-based algorithm called DSGTm-TV. The proposed algorithm incorporates…
This paper studies a distributed continuous-time aggregative optimization problem, which is a fundamental problem in the price-based energy management. The objective of the distributed aggregative optimization is to minimize the sum of…
In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
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…
This paper presents the formulation and analysis of a novel distributed maximum likelihood algorithm that utilizes a first-order optimization scheme. The proposed approach utilizes a static average consensus algorithm to reach agreement on…