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Decentralized optimization to minimize a finite sum of functions over a network of nodes has been a significant focus within control and signal processing research due to its natural relevance to optimal control and signal estimation…

Machine Learning · Computer Science 2020-09-15 Ran Xin , Shi Pu , Angelia Nedić , Usman A. Khan

We consider a general multi-agent convex optimization problem where the agents are to collectively minimize a global objective function subject to a global inequality constraint, a global equality constraint, and a global constraint set.…

Optimization and Control · Mathematics 2011-05-13 Minghui Zhu , Sonia Martinez

With decentralized optimization having increased applications in various domains ranging from machine learning, control, sensor networks, to robotics, its privacy is also receiving increased attention. Existing privacy-preserving approaches…

Optimization and Control · Mathematics 2022-07-13 Huan Gao , Yongqiang Wang , Angelia Nedić

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…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

We consider the decentralized convex optimization problem, where multiple agents must cooperatively minimize a cumulative objective function, with each local function expressible as an empirical average of data-dependent losses.…

Optimization and Control · Mathematics 2020-12-15 Ketan Rajawat , Chirag Kumar

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 modern decentralized applications, ensuring communication efficiency and privacy for the users are the key challenges. In order to train machine-learning models, the algorithm has to communicate to the data center and sample data for its…

Optimization and Control · Mathematics 2024-04-04 Hoang Huy Nguyen , Yan Li , Tuo Zhao

Distributed optimization often consists of two updating phases: local optimization and inter-node communication. Conventional approaches require working nodes to communicate with the server every one or few iterations to guarantee…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-17 Chi Zhang , Qianxiao Li

We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…

Optimization and Control · Mathematics 2017-04-20 Alessandro Falsone , Kostas Margellos , Simone Garatti , Maria Prandini

This paper presents a decentralized algorithm for non-convex optimization over tree-structured networks. We assume that each node of this network can solve small-scale optimization problems and communicate approximate value functions with…

Optimization and Control · Mathematics 2020-11-02 Yuning Jiang , Dimitris Kouzoupis , Haoyu Yin , Moritz Diehl , Boris Houska

Optimization problems under affine constraints appear in various areas of machine learning. We consider the task of minimizing a smooth strongly convex function F(x) under the affine constraint Kx=b, with an oracle providing evaluations of…

Optimization and Control · Mathematics 2022-04-12 Adil Salim , Laurent Condat , Dmitry Kovalev , Peter Richtárik

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…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

Decentralized optimization is crucial for multi-agent systems, with significant concerns about communication efficiency and privacy. This paper explores the role of efficient communication in decentralized stochastic gradient descent…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Wei Huo , Changxin Liu , Kemi Ding , Karl Henrik Johansson , Ling Shi

The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…

Optimization and Control · Mathematics 2016-03-08 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

We introduce primal and dual stochastic gradient oracle methods for decentralized convex optimization problems. Both for primal and dual oracles, the proposed methods are optimal in terms of the number of communication steps. However, for…

Optimization and Control · Mathematics 2021-02-12 Darina Dvinskikh , Alexander Gasnikov

This work addresses the decentralized optimization problem where a group of agents with coupled private objective functions work together to exactly optimize the summation of local interests. Upon modeling the decentralized problem as an…

Optimization and Control · Mathematics 2020-03-18 Changxin Liu , Huiping Li , Yang Shi

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

Bilevel optimization has been successfully applied to many important machine learning problems. Algorithms for solving bilevel optimization have been studied under various settings. In this paper, we study the nonconvex-strongly-convex…

Optimization and Control · Mathematics 2022-06-14 Xuxing Chen , Minhui Huang , Shiqian Ma

We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…

Optimization and Control · Mathematics 2023-12-12 Dmitry Metelev , Aleksandr Beznosikov , Alexander Rogozin , Alexander Gasnikov , Anton Proskurnikov

Decentralized optimization has become a standard paradigm for solving large-scale decision-making problems and training large machine learning models without centralizing data. However, this paradigm introduces new privacy and security…

Machine Learning · Computer Science 2024-08-19 Changxin Liu , Nicola Bastianello , Wei Huo , Yang Shi , Karl H. Johansson