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This paper addresses the distributed stochastic minimax optimization problem subject to stochastic constraints. We propose a novel first-order Softmax-Weighted Switching Gradient method tailored for federated learning. Under full client…

Machine Learning · Computer Science 2026-03-09 Zhankun Luo , Antesh Upadhyay , Sang Bin Moon , Abolfazl Hashemi

In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-27 Ivano Notarnicola , Giuseppe Notarstefano

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

We study differentially private stochastic optimization in convex and non-convex settings. For the convex case, we focus on the family of non-smooth generalized linear losses (GLLs). Our algorithm for the $\ell_2$ setting achieves optimal…

Machine Learning · Computer Science 2021-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart

We consider the problem of self-healing in peer-to-peer networks that are under repeated attack by an omniscient adversary. We assume that the following process continues for up to n rounds where n is the total number of nodes initially in…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-02-15 Tom Hayes , Navin Rustagi , Jared Saia , Amitabh Trehan

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

In this paper, we focus on an asynchronous distributed optimization problem. In our problem, each node is endowed with a convex local cost function, and is able to communicate with its neighbors over a directed communication network.…

Optimization and Control · Mathematics 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…

Optimization and Control · Mathematics 2016-01-07 Jason D. Lee , Qihang Lin , Tengyu Ma , Tianbao Yang

In this paper, we consider distributed optimization design for resource allocation problems over weight-balanced graphs. With the help of singular perturbation analysis, we propose a simple sub-optimal continuous-time optimization…

Optimization and Control · Mathematics 2022-06-14 Shu Liang , Xianlin Zeng , Yiguang Hong

In this work, we propose a method to decompose signal temporal logic (STL) tasks for multi-agent systems subject to constraints imposed by the communication graph. Specifically, we propose to decompose tasks defined over multiple agents…

Systems and Control · Electrical Eng. & Systems 2024-02-28 Gregorio Marchesini , Siyuan Liu , Lars Lindemann , Dimos V. Dimarogonas

A lot of effort has been invested into characterizing the convergence rates of gradient based algorithms for non-linear convex optimization. Recently, motivated by large datasets and problems in machine learning, the interest has shifted…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-07-23 Konstantinos I. Tsianos , Michael G. Rabbat

In this work we address the problem of distributed optimization of the sum of convex cost functions in the context of multi-agent systems over lossy communication networks. Building upon operator theory, first, we derive an ADMM-like…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We consider the problem of differentially private stochastic convex optimization (DP-SCO) in a distributed setting with $M$ clients, where each of them has a local dataset of $N$ i.i.d. data samples from an underlying data distribution. The…

Machine Learning · Computer Science 2025-01-07 Sudeep Salgia , Nikola Pavlovic , Yuejie Chi , Qing Zhao

There is growing interest in large-scale machine learning and optimization over decentralized networks, e.g. in the context of multi-agent learning and federated learning. Due to the imminent need to alleviate the communication burden, the…

Machine Learning · Statistics 2020-09-02 Boyue Li , Shicong Cen , Yuxin Chen , Yuejie Chi

We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agentspecific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification…

Optimization and Control · Mathematics 2015-09-22 Aswin Kannan , Angelia Nedich , Uday V. Shanbhag

Existing compact routing schemes, e.g., Thorup and Zwick [SPAA 2001] and Chechik [PODC 2013], often have no means to tolerate failures, once the system has been setup and started. This paper presents, to our knowledge, the first…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-08-19 Armando Castaneda , Danny Dolev , Amitabh Trehan

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

We propose a self-organization scheme for cost-effective and load-balanced routing in multi-hop networks. To avoid overloading nodes that provide favourable routing conditions, we assign each node with a cost function that penalizes high…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-08-18 Mihai-Alin Badiu , David Saad , Justin P. Coon

Solving linear programs is often a challenging task in distributed settings. While there are good algorithms for solving packing and covering linear programs in a distributed manner (Kuhn et al.~2006), this is essentially the only class of…

Data Structures and Algorithms · Computer Science 2017-09-12 Michael Dinitz , Yasamin Nazari