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Multi-agent distributed optimization over a network minimizes a global objective formed by a sum of local convex functions using only local computation and communication. We develop and analyze a quantized distributed algorithm based on the…

Optimization and Control · Mathematics 2016-11-17 Shengyu Zhu , Mingyi Hong , Biao Chen

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

Learning to optimize (L2O) has recently emerged as a promising approach to solving optimization problems by exploiting the strong prediction power of neural networks and offering lower runtime complexity than conventional solvers. While L2O…

Machine Learning · Computer Science 2021-12-21 Zhihui Shao , Jianyi Yang , Cong Shen , Shaolei Ren

We consider the problem of decentralized optimization where a collection of agents, each having access to a local cost function, communicate over a time-varying directed network and aim to minimize the sum of those functions. In practice,…

Systems and Control · Electrical Eng. & Systems 2021-09-01 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

In decentralized consensus optimization, a connected network of agents collaboratively minimize the sum of their local objective functions over a common decision variable, where their information exchange is restricted between the…

Optimization and Control · Mathematics 2015-06-16 Wei Shi , Qing Ling , Kun Yuan , Gang Wu , Wotao Yin

This paper considers distributed optimization (DO) where multiple agents cooperate to minimize a global objective function, expressed as a sum of local objectives, subject to some constraints. In DO, each agent iteratively solves a local…

Optimization and Control · Mathematics 2023-03-01 Minseok Ryu , Kibaek Kim

Learning to optimize (L2O) is an emerging technique to solve mathematical optimization problems with learning-based methods. Although with great success in many real-world scenarios such as wireless communications, computer networks, and…

Machine Learning · Computer Science 2025-06-18 Qingyu Song , Wei Lin , Juncheng Wang , Hong Xu

We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…

Machine Learning · Statistics 2025-03-14 Jordan Lekeufack , Michael I. Jordan

This paper studies distributed online convex optimization with time-varying coupled constraints, motivated by distributed online control in network systems. Most prior work assumes a separability condition: the global objective and coupled…

Optimization and Control · Mathematics 2026-02-18 Zhaoye Pan , Haozhe Lei , Fan Zuo , Zilin Bian , Tao Li

Decentralized learning has been studied intensively in recent years motivated by its wide applications in the context of federated learning. The majority of previous research focuses on the offline setting in which the objective function is…

Machine Learning · Computer Science 2022-11-01 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…

Machine Learning · Computer Science 2021-06-30 Uri Sherman , Tomer Koren , Yishay Mansour

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

DPO (Direct Preference Optimization) has become a widely used offline preference optimization algorithm due to its simplicity and training stability. However, DPO is prone to overfitting and collapse. To address these challenges, we propose…

Machine Learning · Computer Science 2025-08-26 Rui Wang , Qianguo Sun , Chao Song , Junlong Wu , Tianrong Chen , Zhiyun Zeng , Yu Li

We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function…

Machine Learning · Computer Science 2010-07-08 H. Brendan McMahan , Matthew Streeter

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

Optimization and Control · Mathematics 2026-02-05 Demyan Yarmoshik , Nhat Trung Nguyen , Alexander Rogozin , Alexander Gasnikov

This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…

Machine Learning · Computer Science 2019-08-13 Lucas Cassano , Kun Yuan , Ali H. Sayed

We propose a framework for online meta-optimization of parameters that govern optimization, called Amortized Proximal Optimization (APO). We first interpret various existing neural network optimizers as approximate stochastic proximal point…

Machine Learning · Computer Science 2022-03-02 Juhan Bae , Paul Vicol , Jeff Z. HaoChen , Roger Grosse

Online optimization with multiple budget constraints is challenging since the online decisions over a short time horizon are coupled together by strict inventory constraints. The existing manually-designed algorithms cannot achieve…

Machine Learning · Computer Science 2023-03-08 Jianyi Yang , Shaolei Ren

Decentralized learning algorithms empower interconnected devices to share data and computational resources to collaboratively train a machine learning model without the aid of a central coordinator. In the case of heterogeneous data…

Machine Learning · Computer Science 2023-01-16 Matteo Zecchin , Marios Kountouris , David Gesbert

Offline reinforcement learning endeavors to leverage offline datasets to craft effective agent policy without online interaction, which imposes proper conservative constraints with the support of behavior policies to tackle the…

Machine Learning · Computer Science 2024-11-12 Yunpeng Qing , Shunyu liu , Jingyuan Cong , Kaixuan Chen , Yihe Zhou , Mingli Song