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We propose a clustering-based iterative algorithm to solve certain optimization problems in machine learning, where we start the algorithm by aggregating the original data, solving the problem on aggregated data, and then in subsequent…

Machine Learning · Statistics 2017-01-23 Young Woong Park , Diego Klabjan

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

Optimization and Control · Mathematics 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

This thesis is concerned with distributed control and coordination of networks consisting of multiple, potentially mobile, agents. This is motivated mainly by the emergence of large scale networks characterized by the lack of centralized…

Optimization and Control · Mathematics 2010-10-01 Alex Olshevsky

In this paper, we study the problem of minimizing a sum of convex objective functions, which are locally available to agents in a network. Distributed optimization algorithms make it possible for the agents to cooperatively solve the…

Optimization and Control · Mathematics 2020-03-31 Fatemeh Mansoori , Ermin Wei

Diffusion adaptation is a powerful strategy for distributed estimation and learning over networks. Motivated by the concept of combining adaptive filters, this work proposes a combination framework that aggregates the operation of multiple…

Signal Processing · Electrical Eng. & Systems 2020-02-11 Danqi Jin , Jie Chen , Cedric Richard , Jingdong Chen , Ali H. Sayed

In this paper, we study the distributed optimization problem using approximate first-order information. We suppose the agent can repeatedly call an inexact first-order oracle of each individual objective function and exchange information…

Optimization and Control · Mathematics 2022-08-26 Kui Zhu , Yichen Zhang , Yutao Tang

With the availability of extraordinarily huge data sets, solving the problems of distributed statistical methodology and computing for such data sets has become increasingly crucial in the big data area. In this paper, we focus on the…

Machine Learning · Statistics 2023-10-24 Yue Chao , Lei Huang , Xuejun Ma

This study develops an algorithm for distributed computing of linear programming problems of huge-scales. Global consensus with single common variable, multiblocks, and augmented Lagrangian are adopted. The consensus is used to partition…

Optimization and Control · Mathematics 2025-08-07 Luoyi Tao

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…

Optimization and Control · Mathematics 2021-08-26 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…

Optimization and Control · Mathematics 2020-07-13 Sulaiman A. Alghunaim , Ernest K. Ryu , Kun Yuan , Ali H. Sayed

We consider the problem of solving a distributed optimization problem using a distributed computing platform, where the communication in the network is limited: each node can only communicate with its neighbours and the channel has a…

Systems and Control · Computer Science 2015-04-10 Ye Pu , Melanie N. Zeilinger , Colin N. Jones

In this paper, we investigate a distributed aggregative optimization problem in a network, where each agent has its own local cost function which depends not only on the local state variable but also on an aggregated function of state…

Optimization and Control · Mathematics 2023-04-18 Jiaxu Liu , Song Chen , Shengze Cai , Chao Xu

We consider minimizing a sum of non-smooth objective functions with set constraints in a distributed manner. As to this problem, we propose a distributed algorithm with an exponential convergence rate for the first time. By the exact…

Optimization and Control · Mathematics 2020-01-06 Weijian Li , Xianlin Zeng , Shu Liang , Yiguang Hong

Distributed aggregative optimization is a recently emerged framework in which the agents of a network want to minimize the sum of local objective functions, each one depending on the agent decision variable (e.g., the local position of a…

Optimization and Control · Mathematics 2024-04-08 Guido Carnevale , Nicola Mimmo , Giuseppe Notarstefano

We consider distributed multitask learning problems over a network of agents where each agent is interested in estimating its own parameter vector, also called task, and where the tasks at neighboring agents are related according to a set…

Multiagent Systems · Computer Science 2017-10-11 Roula Nassif , Cédric Richard , André Ferrari , Ali H. Sayed

This paper deals with solving distributed optimization problems with equality constraints by a class of uncertain nonlinear heterogeneous dynamic multi-agent systems. It is assumed that each agent with an uncertain dynamic model has limited…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Saeed Sarafraz , Mohammad Saleh Tavazoei

This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-12-30 Pei Xie , Keyou You , Roberto Tempo , Shiji Song , Cheng Wu

In this work, we show that for linearly constrained optimization problems the primal-dual hybrid gradient algorithm, analyzed by Chambolle and Pock [3], can be written as an entirely primal algorithm. This allows us to prove convergence of…

Optimization and Control · Mathematics 2019-05-27 Yura Malitsky

Many problems of interest for cyber-physical network systems can be formulated as Mixed-Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithmic framework to solve…

Optimization and Control · Mathematics 2019-06-05 Andrea Testa , Alessandro Rucco , Giuseppe Notarstefano

This paper studies a distributed multi-agent convex optimization problem. The system comprises multiple agents in this problem, each with a set of local data points and an associated local cost function. The agents are connected to a…

Optimization and Control · Mathematics 2021-08-20 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra