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In this paper, we study convex optimization problems where agents of a network cooperatively minimize the global objective function which consists of multiple local objective functions. Different from most of the existing works, the local…

Optimization and Control · Mathematics 2024-10-30 Huaqing Li , Lifeng Zheng , Zheng Wang , Yu Yan , Liping Feng , Jing Guo

Matrix-stepsized gradient descent algorithms have been shown to have superior performance in non-convex optimization problems compared to their scalar counterparts. The det-CGD algorithm, as introduced by Li et al. (2023), leverages matrix…

Optimization and Control · Mathematics 2024-10-11 Hanmin Li , Avetik Karagulyan , Peter Richtárik

Large Language Models (LLMs) have advanced the field of Combinatorial Optimization through automated heuristic generation. Instead of relying on manual design, this LLM-Driven Heuristic Design (LHD) process leverages LLMs to iteratively…

Machine Learning · Computer Science 2026-04-17 Rongzheng Wang , Yihong Huang , Muquan Li , Jiakai Li , Di Liang , Bob Simons , Pei Ke , Shuang Liang , Ke Qin

We study distributed non-convex optimization on a time-varying multi-agent network. Each node has access to its own smooth local cost function, and the collective goal is to minimize the sum of these functions. We generalize the results…

Optimization and Control · Mathematics 2016-12-06 Tatiana Tatarenko , Behrouz Touri

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

We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its own cost function and local feasible set, but can only…

Optimization and Control · Mathematics 2020-09-11 Mattia Bianchi , Sergio Grammatico

This paper presents a fully asynchronous and distributed approach for tackling optimization problems in which both the objective function and the constraints may be nonconvex. In the considered network setting each node is active upon…

Optimization and Control · Mathematics 2019-02-25 Francesco Farina , Andrea Garulli , Antonio Giannitrapani , Giuseppe Notarstefano

In the large collection of existing distributed algorithms for convex multi-agent optimization, only a handful of them provide convergence rate guarantees on agent networks with time-varying topologies, which, however, restrict the problem…

Optimization and Control · Mathematics 2018-04-06 Xuyang Wu , Jie Lu

Distributed optimization finds many applications in machine learning, signal processing, and control systems. In these real-world applications, the constraints of communication networks, particularly limited bandwidth, necessitate…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Mohammadreza Doostmohammadian , Sérgio Pequito

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

Dual descent methods are commonly used to solve network flow optimization problems, since their implementation can be distributed over the network. These algorithms, however, often exhibit slow convergence rates. Approximate Newton methods…

Optimization and Control · Mathematics 2015-03-25 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose…

Optimization and Control · Mathematics 2020-10-14 Yan Zhang , Robert J. Ravier , Vahid Tarokh , Michael M. Zavlanos

Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this…

Optimization and Control · Mathematics 2024-04-24 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

In modern machine learning, users often have to collaborate to learn the distribution of the data. Communication can be a significant bottleneck. Prior work has studied homogeneous users -- i.e., whose data follow the same discrete…

Machine Learning · Statistics 2022-10-12 Xinmeng Huang , Donghwan Lee , Edgar Dobriban , Hamed Hassani

Network consensus optimization has received increasing attention in recent years and has found important applications in many scientific and engineering fields. To solve network consensus optimization problems, one of the most well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-10 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

We propose Multi-Level Local SGD, a distributed gradient method for learning a smooth, non-convex objective in a heterogeneous multi-level network. Our network model consists of a set of disjoint sub-networks, with a single hub and multiple…

Machine Learning · Computer Science 2022-02-21 Timothy Castiglia , Anirban Das , Stacy Patterson

We consider the problem of minimizing the sum of cost functions pertaining to agents over a network whose topology is captured by a directed graph (i.e., asymmetric communication). We cast the problem into the ADMM setting, via a consensus…

Optimization and Control · Mathematics 2023-04-04 Dingran Yi , Nikolaos M. Freris

A major obstacle to achieving global convergence in distributed and federated learning is the misalignment of gradients across clients, or mini-batches due to heterogeneity and stochasticity of the distributed data. In this work, we show…

Machine Learning · Computer Science 2021-12-14 Yatin Dandi , Luis Barba , Martin Jaggi

While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to different samples. However, a significant gap exists between…

We study COMP-AMS, a distributed optimization framework based on gradient averaging and adaptive AMSGrad algorithm. Gradient compression with error feedback is applied to reduce the communication cost in the gradient transmission process.…

Machine Learning · Statistics 2022-05-12 Xiaoyun Li , Belhal Karimi , Ping Li
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