English
Related papers

Related papers: Decentralized Optimization Over Slowly Time-Varyin…

200 papers

We study the multi-agent Smoothed Online Convex Optimization (SOCO) problem, where $N$ agents interact through a communication graph. In each round, each agent $i$ receives a strongly convex hitting cost function $f^i_t$ in an online…

Optimization and Control · Mathematics 2025-01-31 Neelkamal Bhuyan , Debankur Mukherjee , Adam Wierman

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

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

We consider the task of minimizing the sum of smooth and strongly convex functions stored in a decentralized manner across the nodes of a communication network whose links are allowed to change in time. We solve two fundamental problems for…

Optimization and Control · Mathematics 2021-06-09 Dmitry Kovalev , Elnur Gasanov , Peter Richtárik , Alexander Gasnikov

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

Signal Processing · Electrical Eng. & Systems 2020-12-08 Jiexiang Wang , Tao Li , Xiwei Zhang

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…

Optimization and Control · Mathematics 2017-03-06 Tianyu Wu , Kun Yuan , Qing Ling , Wotao Yin , Ali H. Sayed

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

Optimization and Control · Mathematics 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

This paper presents a decentralized algorithm for non-convex optimization over tree-structured networks. We assume that each node of this network can solve small-scale optimization problems and communicate approximate value functions with…

Optimization and Control · Mathematics 2020-11-02 Yuning Jiang , Dimitris Kouzoupis , Haoyu Yin , Moritz Diehl , Boris Houska

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 optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

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

Optimization and Control · Mathematics 2019-10-23 Jinming Xu , Ying Sun , Ye Tian , Gesualdo Scutari

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

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

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

Optimization and Control · Mathematics 2023-01-12 Alexander Rogozin , Demyan Yarmoshik , Ksenia Kopylova , Alexander Gasnikov

This paper fully studies distributed optimal consensus problem in non-directed dynamical networks. We consider a group of networked agents that are supposed to rendezvous at the optimal point of a collective convex objective function. Each…

Optimization and Control · Mathematics 2017-12-22 Amir Adibzadeh , Amir A. Suratgar , Mohammad B. Menhaja , Mohsen Zamani

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

In this paper, we consider the convex, finite-sum minimization problem with explicit convex constraints over strongly connected directed graphs. The constraint is an intersection of several convex sets each being known to only one node. To…

Optimization and Control · Mathematics 2021-06-23 Firooz Shahriari-Mehr , David Bosch , Ashkan Panahi

In this paper, we focus on the decentralized composite optimization for convex functions. Because of advantages such as robust to the network and no communication bottle-neck in the central server, the decentralized optimization has…

Optimization and Control · Mathematics 2024-07-16 Haishan Ye , Xiangyu Chang

When solving consensus optimization problems over a graph, there is often an explicit characterization of the convergence rate of Gradient Descent (GD) using the spectrum of the graph Laplacian. The same type of problems under the…

Machine Learning · Statistics 2017-10-04 Guilherme França , José Bento

This paper considers a distributed optimization problem over a multi-agent network, in which the objective function is a sum of individual cost functions at the agents. We focus on the case when communication between the agents is described…

Optimization and Control · Mathematics 2017-11-01 Chenguang Xi , Van Sy Mai , Ran Xin , Eyad H. Abed , Usman A. Khan