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Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…

Machine Learning · Computer Science 2023-12-19 Persia Jana Kamali , Pierfrancesco Urbani

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,…

Optimization and Control · Mathematics 2021-07-23 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…

Optimization and Control · Mathematics 2024-10-01 Kun Huang , Shi Pu

This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Emiliano Dall'Anese

We propose AEGD, a new algorithm for first-order gradient-based optimization of non-convex objective functions, based on a dynamically updated energy variable. The method is shown to be unconditionally energy stable, irrespective of the…

Optimization and Control · Mathematics 2021-10-04 Hailiang Liu , Xuping Tian

We propose a general framework for distributed stochastic optimization under delayed gradient models. In this setting, $n$ local agents leverage their own data and computation to assist a central server in minimizing a global objective…

Optimization and Control · Mathematics 2026-03-04 Xinran Zheng , Tara Javidi , Behrouz Touri

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

This paper presents a special type of distributed optimization problems, where the summation of agents' local cost functions (i.e., global cost function) is convex, but each individual can be non-convex. Unlike most distributed optimization…

Optimization and Control · Mathematics 2021-08-16 Yipeng Pang , Guoqiang Hu

We study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex (possibly) nonsmooth…

Optimization and Control · Mathematics 2018-09-03 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

Machine Learning · Computer Science 2023-10-27 Lam M. Nguyen , Trang H. Tran

In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…

Machine Learning · Computer Science 2019-04-11 Ran Xin , Anit Kumar Sahu , Usman A. Khan , Soummya Kar

We study a class of zeroth-order distributed optimization problems, where each agent can control a partial vector and observe a local cost that depends on the joint vector of all agents, and the agents can communicate with each other with…

Optimization and Control · Mathematics 2024-01-09 Xinran Zheng , Tara Javidi , Behrouz Touri

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Wei Shi , Jinming Xu , Angelia Nedić

We consider a distributed multi-agent optimization problem over a time-invariant undirected graph, where each agent possesses a local objective function and all agents collaboratively minimize the average of all objective functions through…

Optimization and Control · Mathematics 2019-07-19 Juan Gao , Xinwei Liu , Yu-Hong Dai , Yakui Huang , Peng Yang

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

This paper is concerned with multi-agent optimization problem. A distributed randomized gradient-free mirror descent (DRGFMD) method is developed by introducing a randomized gradient-free oracle in the mirror descent scheme where the…

Optimization and Control · Mathematics 2019-03-12 Zhan Yu , Daniel W. C. Ho , Deming Yuan

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

Decentralized optimization enables a network of agents to cooperatively optimize an overall objective function without a central coordinator and is gaining increased attention in domains as diverse as control, sensor networks, data mining,…

Optimization and Control · Mathematics 2023-12-27 Yongqiang Wang , Angelia Nedic

Distributed aggregative optimization is a recently emerged framework in which the agents of a network want to minimize the sum of local objective functions, each one depending on the agent decision variable (e.g., the local position of a…

Optimization and Control · Mathematics 2024-04-08 Guido Carnevale , Nicola Mimmo , Giuseppe Notarstefano