Related papers: Gradient Tracking: A Unified Approach to Smooth Di…
A class of distributed optimization problem with a globally coupled equality constraint and local constrained sets is studied in this paper. For its special case where local constrained sets are absent, an augmented primal-dual gradient…
This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…
This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…
In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…
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…
The decentralized gradient descent (DGD) algorithm, and its sibling, diffusion, are workhorses in decentralized machine learning, distributed inference and estimation, and multi-agent coordination. We propose a novel, principled framework…
We propose a flexible gradient tracking approach with adjustable computation and communication steps for solving distributed stochastic optimization problem over networks. The proposed method allows each node to perform multiple local…
This paper presents a novel distributed formulation of the min-max optimization problem. Such a formulation enables enhanced flexibility among agents when optimizing their maximization variables. To address the problem, we propose two…
In this paper, we study decentralized empirical risk minimization problems, where the goal is to minimize a finite-sum of smooth and strongly-convex functions available over a network of nodes. In this Part I, we propose…
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 a distributed non-convex optimization where a network of agents aims at minimizing a global function over the Stiefel manifold. The global function is represented as a finite sum of smooth local functions, where each local…
Decentralized stochastic optimization has recently benefited from gradient tracking methods \cite{DSGT_Pu,DSGT_Xin} providing efficient solutions for large-scale empirical risk minimization problems. In Part I \cite{GT_SAGA} of this work,…
We propose and analyze a new stochastic gradient method, which we call Stochastic Unbiased Curvature-aided Gradient (SUCAG), for finite sum optimization problems. SUCAG constitutes an unbiased total gradient tracking technique that uses…
Graduated optimization is a global optimization technique that is used to minimize a multimodal nonconvex function by smoothing the objective function with noise and gradually refining the solution. This paper experimentally evaluates the…
Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…
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…
Gradient-tracking (GT) based decentralized methods have emerged as an effective and viable alternative method to decentralized (stochastic) gradient descent (DSGD) when solving distributed online stochastic optimization problems. Initial…
We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…
Privacy protection has become an increasingly pressing requirement in distributed optimization. However, equipping distributed optimization with differential privacy, the state-of-the-art privacy protection mechanism, will unavoidably…
As an important area in computer vision, object tracking has formed two separate communities that respectively study Single Object Tracking (SOT) and Multiple Object Tracking (MOT). However, current methods in one tracking scenario are not…