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This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

We study the problem of decentralized optimization over time-varying networks with strongly convex smooth cost functions. In our approach, nodes run a multi-step gossip procedure after making each gradient update, thus ensuring approximate…

Optimization and Control · Mathematics 2022-11-08 Alexander Rogozin , Vladislav Lukoshkin , Alexander Gasnikov , Dmitry Kovalev , Egor Shulgin

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…

Optimization and Control · Mathematics 2015-11-06 Damiano Varagnolo , Filippo Zanella , Angelo Cenedese , Gianluigi Pillonetto , Luca Schenato

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

We study the problem of networked online convex optimization, where each agent individually decides on an action at every time step and agents cooperatively seek to minimize the total global cost over a finite horizon. The global cost is…

Optimization and Control · Mathematics 2022-07-14 Yiheng Lin , Judy Gan , Guannan Qu , Yash Kanoria , Adam Wierman

This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the…

Optimization and Control · Mathematics 2014-08-25 Solmaz S. Kia , Jorge Cortes , Sonia Martinez

We study decentralized asynchronous multiagent optimization over networks, modeled as static (possibly directed) graphs. The optimization problem consists of minimizing a (possibly nonconvex) smooth function--the sum of the agents' local…

Optimization and Control · Mathematics 2020-02-03 Ye Tian , Ying Sun , Gesualdo Scutari

Decentralized optimization is effective to save communication in large-scale machine learning. Although numerous algorithms have been proposed with theoretical guarantees and empirical successes, the performance limits in decentralized…

Machine Learning · Computer Science 2022-10-17 Kun Yuan , Xinmeng Huang , Yiming Chen , Xiaohan Zhang , Yingya Zhang , Pan Pan

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

Optimization and Control · Mathematics 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

We propose decentralized primal-dual methods for cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the…

Optimization and Control · Mathematics 2022-02-23 Erfan Yazdandoost Hamedani , Necdet Serhat Aybat

Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal

The aim of this paper is to analyze a class of consensus algorithms with finite-time or fixed-time convergence for dynamic networks formed by agents with first-order dynamics. In particular, in the analyzed class a single evaluation of a…

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

We consider a distributed convex optimization problem in a network which is time-varying and not always strongly connected. The local cost function of each node is affected by some stochastic process. All nodes of the network collaborate to…

Optimization and Control · Mathematics 2021-05-27 Wenjie Li , Mohamad Assaad

This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a…

Optimization and Control · Mathematics 2023-02-14 Yichuan Li , Petros G. Voulgaris , Dusan M. Stipanovic , Nikolaos M. Freris

Decentralized optimization methods often entail information exchange between neighbors. Transmission failures can happen due to network congestion, hardware/software issues, communication outage, and other factors. In this paper, we…

Machine Learning · Computer Science 2024-01-05 Wenjing Yan , Xuanyu Cao

In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions. Algorithms interleave local computations with communication among all or a subset…

Optimization and Control · Mathematics 2018-01-16 Angelia Nedić , Alex Olshevsky , Michael G. Rabbat

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

Optimization and Control · Mathematics 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-24 Pei Xie , Keyou You , Shiji Song , Cheng Wu