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This work studies multi-agent sharing optimization problems with the objective function being the sum of smooth local functions plus a convex (possibly non-smooth) function coupling all agents. This scenario arises in many machine learning…

Optimization and Control · Mathematics 2020-06-17 Sulaiman A. Alghunaim , Ming Yan , Ali H. Sayed

In this paper, we design two compressed decentralized algorithms for solving nonconvex stochastic optimization under two different scenarios. Both algorithms adopt a momentum technique to achieve fast convergence and a message-compression…

Machine Learning · Computer Science 2025-08-08 Wei Liu , Anweshit Panda , Ujwal Pandey , Christopher Brissette , Yikang Shen , George M. Slota , Naigang Wang , Jie Chen , Yangyang Xu

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

Machine Learning · Computer Science 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

Optimization and Control · Mathematics 2026-02-05 Demyan Yarmoshik , Nhat Trung Nguyen , Alexander Rogozin , Alexander Gasnikov

In this paper we consider a network with $P$ nodes, where each node has exclusive access to a local cost function. Our contribution is a communication-efficient distributed algorithm that finds a vector $x^\star$ minimizing the sum of all…

Optimization and Control · Mathematics 2016-11-15 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…

Optimization and Control · Mathematics 2021-06-16 Van Sy Mai , Richard J. La , Tao Zhang , Abdella Battou

Multi-agent distributed optimization over a network minimizes a global objective formed by a sum of local convex functions using only local computation and communication. We develop and analyze a quantized distributed algorithm based on the…

Optimization and Control · Mathematics 2016-11-17 Shengyu Zhu , Mingyi Hong , Biao Chen

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

Decentralized optimization methods have been in the focus of optimization community due to their scalability, increasing popularity of parallel algorithms and many applications. In this work, we study saddle point problems of sum type,…

Optimization and Control · Mathematics 2021-10-26 Aleksandr Beznosikov , Alexander Rogozin , Dmitry Kovalev , Alexander Gasnikov

The decentralized optimization paradigm assumes that each term of a finite-sum objective is privately stored by the corresponding agent. Agents are only allowed to communicate with their neighbors in the communication graph. We consider the…

Optimization and Control · Mathematics 2023-09-07 Demyan Yarmoshik , Alexander Rogozin , Alexander Gasnikov

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 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

This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…

Optimization and Control · Mathematics 2016-07-25 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

Optimization and Control · Mathematics 2023-01-12 Alexander Rogozin , Demyan Yarmoshik , Ksenia Kopylova , Alexander Gasnikov

We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…

Optimization and Control · Mathematics 2022-07-14 Yiheng Lin , Judy Gan , Guannan Qu , Yash Kanoria , Adam Wierman

Cooperatively optimizing a vast number of agents that are connected over a large-scale network brings unprecedented scalability challenges. This paper revolves around problems optimizing coupled objective functions under coupled…

Optimization and Control · Mathematics 2020-10-14 Xiang Huo , Mingxi Liu

This paper studies a compressed momentum-based single-point zeroth-order algorithm for stochastic distributed nonconvex optimization, aiming to alleviate communication overhead and address the unavailability of explicit gradient…

Optimization and Control · Mathematics 2026-05-12 Linjing Chen , Antai Xie , Xinlei Yi , Xiaoqiang Ren , Xiaofan Wang

We consider decentralized stochastic optimization with the objective function (e.g. data samples for machine learning task) being distributed over $n$ machines that can only communicate to their neighbors on a fixed communication graph. To…

Machine Learning · Computer Science 2019-02-04 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

Communication compression is an essential strategy for alleviating communication overhead by reducing the volume of information exchanged between computing nodes in large-scale distributed stochastic optimization. Although numerous…

Machine Learning · Computer Science 2025-03-19 Yutong He , Xinmeng Huang , Yiming Chen , Wotao Yin , Kun Yuan