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We develop a novel formulation of the Performance Estimation Problem (PEP) for decentralized optimization whose size is independent of the number of agents in the network. The PEP approach allows computing automatically the worst-case…

Optimization and Control · Mathematics 2023-02-20 Sebastien Colla , Julien M. Hendrickx

We present a methodology to automatically compute worst-case performance bounds for a large class of first-order decentralized optimization algorithms. These algorithms aim at minimizing the average of local functions that are distributed…

Optimization and Control · Mathematics 2023-12-14 Sebastien Colla , Julien M. Hendrickx

We show that, in many settings, the worst-case performance of a distributed optimization algorithm is independent of the number of agents in the system, and can thus be computed in the fundamental case with just two agents. This result…

Optimization and Control · Mathematics 2025-11-03 Sebastien Colla , Julien M. Hendrickx

In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication…

Machine Learning · Computer Science 2012-04-17 Hal Daume , Jeff M. Phillips , Avishek Saha , Suresh Venkatasubramanian

This thesis is concerned with the design of distributed algorithms for solving optimization problems. We consider networks where each node has exclusive access to a cost function, and design algorithms that make all nodes cooperate to find…

Optimization and Control · Mathematics 2013-12-03 João F. C. Mota

This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…

Optimization and Control · Mathematics 2016-11-15 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

We study the averaging-based distributed optimization solvers over random networks. We show a general result on the convergence of such schemes using weight-matrices that are row-stochastic almost surely and column-stochastic in expectation…

Optimization and Control · Mathematics 2020-10-06 Adel Aghajan , Behrouz Touri

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

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

This paper considers distributed nonconvex optimization with the cost functions being distributed over agents. Noting that information compression is a key tool to reduce the heavy communication load for distributed algorithms as agents…

Optimization and Control · Mathematics 2022-10-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

Motivated by economic dispatch and linearly-constrained resource allocation problems, this paper proposes a novel Distributed Approx-Newton algorithm that approximates the standard Newton optimization method. A main property of this…

Numerical Analysis · Computer Science 2017-03-24 Tor Anderson , Chin-Yao Chang , Sonia Martinez

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Optimization and Control · Mathematics 2021-03-22 Farzad Yousefian

During the past two decades, multi-agent optimization problems have drawn increased attention from the research community. When multiple objective functions are present among agents, many works optimize the sum of these objective functions.…

Multiagent Systems · Computer Science 2020-10-13 M. J. Blondin , M. T. Hale

Stochastic bilevel optimization tackles challenges involving nested optimization structures. Its fast-growing scale nowadays necessitates efficient distributed algorithms. In conventional distributed bilevel methods, each worker must…

Optimization and Control · Mathematics 2024-05-30 Yutong He , Jie Hu , Xinmeng Huang , Songtao Lu , Bin Wang , Kun Yuan

We develop a methodology to automatically compute worst-case performance bounds for a class of decentralized algorithms that optimize the average of local functions distributed across a network. We extend the recently proposed PEP approach…

Optimization and Control · Mathematics 2022-03-14 Sebastien Colla , Julien M. Hendrickx

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

Optimization and Control · Mathematics 2025-08-19 Yeming Xu , Ziyuan Guo , Kaihong Lu , Huanshui Zhang

We present the first distributed optimization algorithm with lazy communication for collaborative geometric estimation, the backbone of modern collaborative simultaneous localization and mapping (SLAM) and structure-from-motion (SfM)…

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

We consider the problem of regularized regression in a network of communication-constrained devices. Each node has local data and objectives, and the goal is for the nodes to optimize a global objective. We develop a distributed…

Optimization and Control · Mathematics 2016-03-22 Neil McGlohon , Stacy Patterson

We propose a novel algorithm for solving convex, constrained and distributed optimization problems defined on multi-agent-networks, where each agent has exclusive access to a part of the global objective function. The agents are able to…

Systems and Control · Electrical Eng. & Systems 2020-08-12 Jan Zimmermann , Tatiana Tatarenko , Volker Willert , Jürgen Adamy
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