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The paper studies decentralized optimization over networks, where agents minimize a composite objective consisting of the sum of smooth convex functions--the agents' losses--and an additional nonsmooth convex extended value function. We…

Optimization and Control · Mathematics 2025-08-05 Xiaokai Chen , Ilya Kuruzov , Gesualdo Scutari , Alexander Gasnikov

This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Keyou You , Roberto Tempo , Pei Xie

Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that we consider time-varying computational networks, which are…

Optimization and Control · Mathematics 2023-07-26 Olga Yufereva , Michael Persiianov , Pavel Dvurechensky , Alexander Gasnikov , Dmitry Kovalev

Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…

Optimization and Control · Mathematics 2023-12-05 Aleksandr Lobanov , Andrew Veprikov , Georgiy Konin , Aleksandr Beznosikov , Alexander Gasnikov , Dmitry Kovalev

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…

Optimization and Control · Mathematics 2024-11-08 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

We study distributed non-convex optimization on a time-varying multi-agent network. Each node has access to its own smooth local cost function, and the collective goal is to minimize the sum of these functions. We generalize the results…

Optimization and Control · Mathematics 2016-12-06 Tatiana Tatarenko , Behrouz Touri

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

Decentralized distributed optimization over time-varying graphs (networks) is nowadays a very popular branch of research in optimization theory and consensus theory. One of the motivations to consider such networks is an application to…

Optimization and Control · Mathematics 2020-06-24 Alexander Rogozin , Alexander Gasnikov

The decentralized optimization paradigm assumes that each term of a finite-sum objective is privately stored by the corresponding agent. Agents are only allowed to communicate with their neighbors in the communication graph. We consider the…

Optimization and Control · Mathematics 2023-09-07 Demyan Yarmoshik , Alexander Rogozin , Alexander Gasnikov

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…

Optimization and Control · Mathematics 2020-02-20 Changxin Liu , Huiping Li , Yang Shi

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

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

Optimization and Control · Mathematics 2020-05-28 Xiuxian Li , Lihua Xie , Yiguang Hong

In this paper, we investigate the distributed convex optimization problem over a multi-agent system with Markovian switching communication networks. The objective function is the sum of each agent's local objective function, which cannot be…

Optimization and Control · Mathematics 2020-02-25 Peng Yi , Li Li

This paper proposes a fully distributed reactive power optimization algorithm that can obtain the global optimum of non-convex problems for distribution networks without a central coordinator. Second-order cone (SOC) relaxation is used to…

Optimization and Control · Mathematics 2014-09-12 Weiye Zheng , Wenchuan Wu , Boming Zhang , Hongbin Sun , Liu Yibing

Non-coherent over-the-air (NCOTA) computation enables low-latency and bandwidth-efficient decentralized optimization by exploiting the average energy superposition property of wireless channels. It has recently been proposed as a powerful…

Signal Processing · Electrical Eng. & Systems 2026-02-16 Nicolò Michelusi

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agent-specific…

Optimization and Control · Mathematics 2016-07-12 Necdet Serhat Aybat , Erfan Yazdandoost Hamedani

We propose two distributed iterative algorithms that can be used to solve, in finite time, the distributed optimization problem over quadratic local cost functions in large-scale networks. The first algorithm exhibits synchronous operation…

In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is…

Optimization and Control · Mathematics 2020-03-05 Peng Lin , Wei Ren , Huijun Gao

We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…

Optimization and Control · Mathematics 2023-01-30 Dmitriy Metelev , Alexander Rogozin , Dmitry Kovalev , Alexander Gasnikov
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