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We investigate the vulnerabilities of consensus-based distributed optimization protocols to nodes that deviate from the prescribed update rule (e.g., due to failures or adversarial attacks). We first characterize certain fundamental…
We focus on decentralized stochastic non-convex optimization, where $n$ agents work together to optimize a composite objective function which is a sum of a smooth term and a non-smooth convex term. To solve this problem, we propose two…
This paper investigates a class of stochastic bilevel optimization problems where the upper-level function is nonconvex with potentially unbounded smoothness and the lower-level problem is strongly convex. These problems have significant…
We investigate the distributed multi-agent sharing optimization problem in a directed graph, with a composite objective function consisting of a smooth function plus a convex (possibly non-smooth) function shared by all agents. While…
We deal with the combinatorial problem of learning directed acyclic graph (DAG) structure from observational data adhering to a linear structural equation model (SEM). Leveraging advances in differentiable, nonconvex characterizations of…
Optimization problems over dynamic networks have been extensively studied and widely used in the past decades to formulate numerous real-world problems. However, (1) traditional optimization-based approaches do not scale to large networks,…
The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…
Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…
We develop and analyze stochastic approximation algorithms for solving nested compositional bi-level optimization problems. These problems involve a nested composition of $T$ potentially non-convex smooth functions in the upper-level, and a…
In this paper, we consider the problem of recovering random graph signals from nonlinear measurements. We formulate the maximum a-posteriori probability (MAP) estimator, which results in a nonconvex optimization problem. Conventional…
Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…
Hierarchical optimization refers to problems with interdependent decision variables and objectives, such as minimax and bilevel formulations. While various algorithms have been proposed, existing methods and analyses lack adaptivity in…
We investigate the problem of active learning on a given tree whose nodes are assigned binary labels in an adversarial way. Inspired by recent results by Guillory and Bilmes, we characterize (up to constant factors) the optimal placement of…
This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…
Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision…
We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…
We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key and novel design concept of the proposed approach is that it…
We study non-smooth stochastic decentralized optimization problems over time-varying networks, where objective functions are distributed across nodes and network connections may intermittently appear or break. Specifically, we consider two…
Graph serves as a powerful tool for modeling data that has an underlying structure in non-Euclidean space, by encoding relations as edges and entities as nodes. Despite developments in learning from graph-structured data over the years, one…
Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…