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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

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

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

Decentralized online convex optimization (D-OCO), where multiple agents within a network collaboratively learn optimal decisions in real-time, arises naturally in applications such as federated learning, sensor networks, and multi-agent…

Machine Learning · Statistics 2026-01-14 Hao Qiu , Mengxiao Zhang , Juliette Achddou

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

Optimization and Control · Mathematics 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan

This paper studies Dictionary Learning problems wherein the learning task is distributed over a multi-agent network, modeled as a time-varying directed graph. This formulation is relevant, for instance, in Big Data scenarios where massive…

Optimization and Control · Mathematics 2019-03-06 Amir Daneshmand , Ying Sun , Gesualdo Scutari , Francisco Facchinei , Brian M. Sadler

This paper focuses on the link scheduling problem in networks where signal delays between nodes are multiples of a time interval. To model such networks, a directed hypergraph is employed, along with an integer matrix that specifies the…

Information Theory · Computer Science 2024-10-28 Shenghao Yang , Jun Ma , Yanxiao Liu

We develop algorithms that find and track the optimal solution trajectory of time-varying convex optimization problems which consist of local and network-related objectives. The algorithms are derived from the prediction-correction…

Optimization and Control · Mathematics 2016-11-08 Andrea Simonetto , Alec Koppel , Aryan Mokhtari , Geert Leus , Alejandro Ribeiro

In this paper, we consider a distributed constrained optimization problem with delayed subgradient information over the time-varying communication network, where each agent can only communicate with its neighbors and the communication…

Optimization and Control · Mathematics 2021-06-16 Jie Liu , Zhan Yu , Daniel W. C. Ho

In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is…

Optimization and Control · Mathematics 2020-03-05 Peng Lin , Wei Ren , Huijun Gao

We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…

Optimization and Control · Mathematics 2019-05-20 Rishabh Dixit , Amrit Singh Bedi , Ketan Rajawat

Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

We design dynamic routing policies for an overlay network which meet delay requirements of real-time traffic being served on top of an underlying legacy network, where the overlay nodes do not know the underlay characteristics. We pose the…

Networking and Internet Architecture · Computer Science 2019-04-19 Rahul Singh , Eytan Modiano

Decentralized distributed optimization over time-varying graphs (networks) is nowadays a very popular branch of research in optimization theory and consensus theory. One of the motivations to consider such networks is an application to…

Optimization and Control · Mathematics 2020-06-24 Alexander Rogozin , Alexander Gasnikov

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 decentralized networks (of sensors, connected objects, etc.), there is an important need for efficient algorithms to optimize a global cost function, for instance to learn a global model from the local data collected by each computing…

Machine Learning · Statistics 2019-01-25 Igor Colin , Aurélien Bellet , Joseph Salmon , Stéphan Clémençon

We consider a decentralized stochastic learning problem where data points are distributed among computing nodes communicating over a directed graph. As the model size gets large, decentralized learning faces a major bottleneck that is the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-12-23 Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…

Optimization and Control · Mathematics 2020-11-06 Haoran Sun , Songtao Lu , Mingyi Hong

This paper studies a distributed online constrained optimization problem over time-varying unbalanced digraphs without explicit subgradients. In sharp contrast to the existing algorithms, we design a novel consensus-based distributed online…

Optimization and Control · Mathematics 2022-08-26 Yongyang Xiong , Xiang Li , Keyou You , Ligang Wu

Distributed learning has become an integral tool for scaling up machine learning and addressing the growing need for data privacy. Although more robust to the network topology, decentralized learning schemes have not gained the same level…

Machine Learning · Computer Science 2021-11-16 Junya Chen , Sijia Wang , Lawrence Carin , Chenyang Tao