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We consider distributed online min-max resource allocation with a set of parallel agents and a parameter server. Our goal is to minimize the pointwise maximum over a set of time-varying and decreasing cost functions, without a priori…

Information Theory · Computer Science 2023-07-21 Jingrong Wang , Ben Liang

Motivated by applications to online learning in sparse estimation and Bayesian optimization, we consider the problem of online unconstrained nonsubmodular minimization with delayed costs in both full information and bandit feedback…

Machine Learning · Computer Science 2022-06-02 Tianyi Lin , Aldo Pacchiano , Yaodong Yu , Michael I. Jordan

This work addresses decentralized online optimization in non-stationary environments. A network of agents aim to track the minimizer of a global time-varying convex function. The minimizer evolves according to a known dynamics corrupted by…

Optimization and Control · Mathematics 2016-09-12 Shahin Shahrampour , Ali Jadbabaie

We consider a decentralized optimization problem for networks affected by communication delays. Examples of such networks include collaborative machine learning, sensor networks, and multi-agent systems. To mimic communication delays, we…

Machine Learning · Computer Science 2024-10-03 Tomas Ortega , Hamid Jafarkhani

We consider fast algorithms for monotone submodular maximization with a general matroid constraint. We present a randomized $(1 - 1/e - \epsilon)$-approximation algorithm that requires $\tilde{O}_{\epsilon}(\sqrt{r} n)$ independence oracle…

Data Structures and Algorithms · Computer Science 2024-05-02 Yusuke Kobayashi , Tatsuya Terao

We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…

Optimization and Control · Mathematics 2021-12-24 Navjot Singh , Xuanyu Cao , Suhas Diggavi , Tamer Basar

We consider non-monotone DR-submodular function maximization, where DR-submodularity (diminishing return submodularity) is an extension of submodularity for functions over the integer lattice based on the concept of the diminishing return…

Data Structures and Algorithms · Computer Science 2016-12-06 Tasuku Soma , Yuichi Yoshida

In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms,…

Optimization and Control · Mathematics 2017-04-10 Kevin Scaman , Francis Bach , Sébastien Bubeck , Yin Tat Lee , Laurent Massoulié

This paper develops the first decentralized online Riemannian optimization algorithm on Hadamard manifolds. Our algorithm, the decentralized projected Riemannian gradient descent, iteratively performs local updates using projected…

Optimization and Control · Mathematics 2024-10-08 Hengchao Chen , Qiang Sun

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

Machine Learning · Computer Science 2021-02-16 Aadirupa Saha , Nagarajan Natarajan , Praneeth Netrapalli , Prateek Jain

We consider a class of discrete optimization problems that aim to maximize a submodular objective function subject to a distributed partition matroid constraint. More precisely, we consider a networked scenario in which multiple agents…

Optimization and Control · Mathematics 2020-11-19 Alexander Robey , Arman Adibi , Brent Schlotfeldt , George J. Pappas , Hamed Hassani

Distributed optimization problems usually face inexact communication issues induced by channel noise, communication quantization or differential privacy protection. Most existing algorithms need a two-timescale setting of the stepsize of…

Optimization and Control · Mathematics 2026-03-03 Shengchao Zhao , Yongchao Liu

We investigate the distributed DC-Optimal Power Flow (DC-OPF) problem for a dynamic and uncertain environment. The unpredictable supply of renewable resources and varying prices of the electricity market are a few factors responsible for…

Optimization and Control · Mathematics 2023-08-10 Sushobhan Chatterjee , Rachel Kalpana Kalaimani

Submodular maximization generalizes many fundamental problems in discrete optimization, including Max-Cut in directed/undirected graphs, maximum coverage, maximum facility location and marketing over social networks. In this paper we…

Data Structures and Algorithms · Computer Science 2011-01-18 Ariel Kulik , Hadas Shachnai , Tami Tamir

Bilevel optimization, crucial for hyperparameter tuning, meta-learning and reinforcement learning, remains less explored in the decentralized learning paradigm, such as decentralized federated learning (DFL). Typically, decentralized…

Machine Learning · Computer Science 2024-10-21 Min Wen , Chengchang Liu , Ahmed Abdelmoniem , Yipeng Zhou , Yuedong Xu

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 paper, we study the (decentralized) distributed optimization problem with high-dimensional sparse structure. Building upon the FedDA algorithm, we propose a (Decentralized) FedDA-GT algorithm, which combines the \textbf{gradient…

Optimization and Control · Mathematics 2023-12-12 Jiadong Liang , Yang Peng , Zhihua Zhang

Online meta-learning is emerging as an enabling technique for achieving edge intelligence in the IoT ecosystem. Nevertheless, to learn a good meta-model for within-task fast adaptation, a single agent alone has to learn over many tasks, and…

Machine Learning · Computer Science 2020-12-22 Sen Lin , Mehmet Dedeoglu , Junshan Zhang

This paper investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor…

Optimization and Control · Mathematics 2020-07-14 Xiuxian Li , Xinlei Yi , Lihua Xie

In this work, we consider a distributed online convex optimization problem, with time-varying (potentially adversarial) constraints. A set of nodes, jointly aim to minimize a global objective function, which is the sum of local convex…

Optimization and Control · Mathematics 2021-05-06 Pranay Sharma , Prashant Khanduri , Lixin Shen , Donald J. Bucci , Pramod K. Varshney
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