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We consider the distributed stochastic optimization problem where $n$ agents want to minimize a global function given by the sum of agents' local functions, and focus on the heterogeneous setting when agents' local functions are defined…

Machine Learning · Computer Science 2023-10-19 Tiancheng Qin , S. Rasoul Etesami , César A. Uribe

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

This paper investigates the distributed continuous-time nonconvex optimization problem over unbalanced directed networks. The objective is to cooperatively drive all the agent states to an optimal solution that minimizes the sum of the…

Optimization and Control · Mathematics 2022-12-01 Jin Zhang , Yahui Hao , Lu Liu , Haibo Ji

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

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…

Optimization and Control · Mathematics 2022-12-13 Harshal D. Kaushik , Sepideh Samadi , Farzad Yousefian

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

This paper studies a distributed online convex optimization problem, where agents in an unbalanced network cooperatively minimize the sum of their time-varying local cost functions subject to a coupled inequality constraint. To solve this…

Optimization and Control · Mathematics 2023-09-06 Dandan Wang , Daokuan Zhu , Kin Cheong Sou , Jie Lu

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Wei Shi , Ming Yan

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

Multiagent Systems · Computer Science 2020-04-22 Roula Nassif , Stefan Vlaski , 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

In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing…

Optimization and Control · Mathematics 2025-05-14 Felipe Atenas , Minh N. Dao , Matthew K. Tam

We consider the distributed learning problem where a network of $n$ agents seeks to minimize a global function $F$. Agents have access to $F$ through noisy gradients, and they can locally communicate with their neighbors a network. We study…

Machine Learning · Computer Science 2020-11-09 Tiancheng Qin , S. Rasoul Etesami , César A. Uribe

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…

Optimization and Control · Mathematics 2017-04-20 Alessandro Falsone , Kostas Margellos , Simone Garatti , Maria Prandini

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Optimization and Control · Mathematics 2017-10-24 Phuong Huu Hoang , Hyo-Sung Ahn

This paper considers a distributed optimization problem in a multi-agent system where a fraction of the agents act in an adversarial manner. Specifically, the malicious agents steer the network of agents away from the optimal solution by…

Optimization and Control · Mathematics 2022-06-07 Iyanuoluwa Emiola , Chinwendu Enyioha

In this paper, we consider an unconstrained distributed optimization problem over a network of agents, in which some agents are adversarial. We solve the problem via gradient-based distributed optimization algorithm and characterize the…

Optimization and Control · Mathematics 2021-03-22 Iyanuoluwa Emiola , Laurent Njilla , Chinwendu Enyioha

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