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In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-27 Ivano Notarnicola , Giuseppe Notarstefano

In this paper, we consider distributed optimization problems over a multi-agent network, where each agent can only partially evaluate the objective function, and it is allowed to exchange messages with its immediate neighbors. Differently…

Optimization and Control · Mathematics 2019-02-22 Davood Hajinezhad , Mingyi Hong , Alfredo Garcia

This paper develops a fast distributed algorithm, termed \emph{DEXTRA}, to solve the optimization problem when~$n$ agents reach agreement and collaboratively minimize the sum of their local objective functions over the network, where the…

Optimization and Control · Mathematics 2016-05-31 Chenguang Xi , Usman A. Khan

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 is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-24 Pei Xie , Keyou You , Shiji Song , Cheng Wu

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

In this paper, we propose a fully distributed algorithm for second-order continuous-time multi-agent systems to solve the distributed optimization problem. The global objective function is a sum of private cost functions associated with the…

Optimization and Control · Mathematics 2019-04-15 Xinlei Yi , Lisha Yao , Tao Yang , Jemin George , Karl H. Johansson

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with…

Optimization and Control · Mathematics 2022-10-31 Shuhua Yu , Soummya Kar

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

We study the consensus decentralized optimization problem where the objective function is the average of $n$ agents private non-convex cost functions; moreover, the agents can only communicate to their neighbors on a given network topology.…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-20 Sulaiman A. Alghunaim , Kun Yuan

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

Systems and Control · Computer Science 2016-06-27 Ivano Notarnicola , Giuseppe Notarstefano

In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…

Optimization and Control · Mathematics 2019-10-01 Charikleia Iakovidou , Ermin Wei

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, 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…

Systems and Control · Electrical Eng. & Systems 2022-04-14 Elie Atallah , Nazanin Rahnavard , Qiyu Sun

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson