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Related papers: Nonlinear Consensus for Distributed Optimization

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This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…

Optimization and Control · Mathematics 2021-10-15 Shengjun Zhang , Colleen P. Bailey

We present a distributed solution to optimizing a convex function composed of several non-convex functions. Each non-convex function is privately stored with an agent while the agents communicate with neighbors to form a network. We show…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-19 Shripad Gade , Nitin H. Vaidya

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Optimization and Control · Mathematics 2018-06-20 Van Sy Mai , Eyad H. Abed

Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…

Optimization and Control · Mathematics 2020-07-22 Albert Berahas , Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

Non-coherent over-the-air (OTA) computation has garnered increasing attention for its advantages in facilitating information aggregation among distributed agents in resource-constrained networks without requiring precise channel estimation.…

Information Theory · Computer Science 2025-04-09 Yuhang Deng , Zheng Chen , Erik G. Larsson

This article explores distributed convex optimization with globally-coupled constraints, where the objective function is a general nonsmooth convex function, the constraints include nonlinear inequalities and affine equalities, and the…

Optimization and Control · Mathematics 2025-03-14 Zixuan Liu , Xuyang Wu , Dandan Wang , Jie Lu

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

Optimization and Control · Mathematics 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

Optimization and Control · Mathematics 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan

This paper explores the fundamental properties of distributed minimization of a sum of functions with each function only known to one node, and a pre-specified level of node knowledge and computational capacity. We define the optimization…

Systems and Control · Computer Science 2012-10-26 Guodong Shi , Alexandre Proutiere , Karl Henrik Johansson

Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…

Optimization and Control · Mathematics 2023-12-15 Kun Huang , Xiao Li , Shi Pu

In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…

Optimization and Control · Mathematics 2019-06-11 Saeed Soori , Konstantin Mischenko , Aryan Mokhtari , Maryam Mehri Dehnavi , Mert Gurbuzbalaban

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

Optimization and Control · Mathematics 2012-04-10 John C. Duchi , Peter L. Bartlett , Martin J. Wainwright

In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…

Optimization and Control · Mathematics 2020-02-20 Changxin Liu , Huiping Li , Yang Shi

We propose a distributed optimization method for solving a distributed model predictive consensus problem. The goal is to design a distributed controller for a network of dynamical systems to optimize a coupled objective function while…

Optimization and Control · Mathematics 2012-12-07 Tyler H. Summers , John Lygeros

In this note, we show a sublinear nonergodic convergence rate for the algorithm developed in [Bai, et al. Generalized symmetric ADMM for separable convex optimization. Comput. Optim. Appl. 70, 129-170 (2018)], as well as its linear…

Numerical Analysis · Mathematics 2019-06-20 Jianchao Bai , Xiaokai Chang , Jicheng Li , Fengmin Xu

We consider several problems in the field of distributed optimization and hypothesis testing. We show how to obtain convergence times for these problems that scale linearly with the total number of nodes in the network by using a recent…

Optimization and Control · Mathematics 2017-05-24 Alex Olshevsky

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

We study the consensus decentralized optimization problem where the objective function is the average of $n$ agents private non-convex cost functions; moreover, the agents can only communicate to their neighbors on a given network topology.…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-20 Sulaiman A. Alghunaim , Kun Yuan

In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for $D$-optimality has been…

Computation · Statistics 2013-10-28 Wei Gao , Ping Shing Chan , Hon Keung Tony Ng , Xiaolei Lu