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In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…

Optimization and Control · Mathematics 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

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 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

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

Distributed stochastic gradient descent (SGD) is essential for scaling the machine learning algorithms to a large number of computing nodes. However, the infrastructures variability such as high communication delay or random node slowdown…

Machine Learning · Computer Science 2020-02-25 Jianyu Wang , Hao Liang , Gauri Joshi

This paper presents fault-tolerant asynchronous Stochastic Gradient Descent (SGD) algorithms. SGD is widely used for approximating the minimum of a cost function $Q$, as a core part of optimization and learning algorithms. Our algorithms…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-14 Hagit Attiya , Noa Schiller

Communication compression has become a key strategy to speed up distributed optimization. However, existing decentralized algorithms with compression mainly focus on compressing DGD-type algorithms. They are unsatisfactory in terms of…

Machine Learning · Computer Science 2021-03-22 Xiaorui Liu , Yao Li , Rongrong Wang , Jiliang Tang , Ming Yan

ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-17 Layla Majzoobi , Farshad Lahouti

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

Consider a set of networked agents endowed with private cost functions and seeking to find a consensus on the minimizer of the aggregate cost. A new class of random asynchronous distributed optimization methods is introduced. The methods…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-03-13 Franck Iutzeler , Pascal Bianchi , Philippe Ciblat , Walid Hachem

In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…

Optimization and Control · Mathematics 2014-04-08 Pontus Giselsson

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

Information Theory · Computer Science 2016-11-15 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

Decentralized and asynchronous communications are two popular techniques to speedup communication complexity of distributed machine learning, by respectively removing the dependency over a central orchestrator and the need for…

Optimization and Control · Mathematics 2023-11-02 Mathieu Even , Anastasia Koloskova , Laurent Massoulié

Distributed algorithms to solve linear equations in multi-agent networks have attracted great research attention and many iteration-based distributed algorithms have been developed. The convergence speed is a key factor to be considered for…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-30 Haodi Ping , Yongcai Wang , Deying Li

Nonconvex and nonsmooth problems have recently attracted considerable attention in machine learning. However, developing efficient methods for the nonconvex and nonsmooth optimization problems with certain performance guarantee remains a…

Optimization and Control · Mathematics 2019-02-07 Ehsan Kazemi , Liqiang Wang

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

Distributed optimization is an important direction of research in modern optimization theory. Its applications include large scale machine learning, distributed signal processing and many others. The paper studies decentralized min-max…

Optimization and Control · Mathematics 2023-09-08 Nhat Trung Nguyen , Alexander Rogozin , Dmitry Metelev , Alexander Gasnikov

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

Asynchronous stochastic gradient descent (SGD) enables scalable distributed training but suffers from gradient staleness. Existing mitigation strategies, such as delay-adaptive learning rates and staleness-aware filtering, typically…

Machine Learning · Computer Science 2026-05-15 Tehila Dahan , Roie Reshef , Sharon Goldstein , Kfir Y. Levy