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In this paper, we propose a new framework to study distributed optimization problems with stochastic gradients by employing a multi-agent system with continuous-time dynamics. Here the goal of the agents is to cooperatively minimize the sum…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Jianhua Sun , Kaihong Lu , Xin Yu

In this paper, we study the distributed nonconvex optimization problem, which aims to minimize the average value of the local nonconvex cost functions using local information exchange. To reduce the communication overhead, we introduce…

Optimization and Control · Mathematics 2025-02-12 Lei Xu , Xinlei Yi , Guanghui Wen , Yang Shi , Karl H. Johansson , Tao Yang

Motivated by applications to distributed optimization over networks and large-scale data processing in machine learning, we analyze the deterministic incremental aggregated gradient method for minimizing a finite sum of smooth functions…

Optimization and Control · Mathematics 2018-01-16 Mert Gurbuzbalaban , Asuman Ozdaglar , Pablo Parrilo

In this paper, we study the problem of achieving average consensus over a random time-varying sequence of directed graphs by extending the class of so-called push-sum algorithms to such random scenarios. Provided that an ergodicity notion,…

Optimization and Control · Mathematics 2020-01-01 Pouya Rezaeinia , Bahman Gharesifard , Tamas Linder , Behrouz Touri

In this paper, we revisit a well-known distributed projected subgradient algorithm which aims to minimize a sum of cost functions with a common set constraint. In contrast to most of existing results, weight matrices of the time-varying…

Optimization and Control · Mathematics 2021-04-29 Weijian Li , Zihan Chen , Youcheng Lou , Yiguang Hong

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

We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…

Optimization and Control · Mathematics 2022-08-16 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

We consider a decentralized stochastic learning problem where data points are distributed among computing nodes communicating over a directed graph. As the model size gets large, decentralized learning faces a major bottleneck that is the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-12-23 Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

In this paper, a distributed stochastic approximation algorithm is studied. Applications of such algorithms include decentralized estimation, optimization, control or computing. The algorithm consists in two steps: a local step, where each…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Gersende Fort , Walid Hachem

This paper proposes a fast decentralized algorithm for solving a consensus optimization problem defined in a directed networked multi-agent system, where the local objective functions have the smooth+nonsmooth composite form, and are…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-28 Jinshan Zeng , Tao He , Mingwen Wang

We propose and analyze a new stochastic gradient method, which we call Stochastic Unbiased Curvature-aided Gradient (SUCAG), for finite sum optimization problems. SUCAG constitutes an unbiased total gradient tracking technique that uses…

Optimization and Control · Mathematics 2018-10-30 Hoi-To Wai , Nikolaos M. Freris , Angelia Nedic , Anna Scaglione

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

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

This paper considers a distributed optimization problem over a multi-agent network, in which the objective function is a sum of individual cost functions at the agents. We focus on the case when communication between the agents is described…

Optimization and Control · Mathematics 2017-11-01 Chenguang Xi , Van Sy Mai , Ran Xin , Eyad H. Abed , Usman A. Khan

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

In this paper, a distributed subgradient-based algorithm is proposed for continuous-time multi-agent systems to search a feasible solution to convex inequalities. The algorithm involves each agent achieving a state constrained by its own…

Systems and Control · Computer Science 2017-06-13 Kaihong Lu , Gangshan Jing , Long Wang

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

Distributed data-parallel algorithms aim to accelerate the training of deep neural networks by parallelizing the computation of large mini-batch gradient updates across multiple nodes. Approaches that synchronize nodes using exact…

Machine Learning · Computer Science 2020-04-23 Mahmoud Assran , Nicolas Loizou , Nicolas Ballas , Michael Rabbat

In this paper, two distributed multi-proximal primal-dual algorithms are proposed to deal with a class of distributed nonsmooth resource allocation problems. In these problems, the global cost function is the summation of local convex and…

Optimization and Control · Mathematics 2020-03-17 Yue Wei , Chengsi Shang , Hao Fang , Xianlin Zeng , Lihua Dou , Panos Pardalos