Related papers: Primal-Dual Strategy (PDS) for Composite Optimizat…
In this paper, a distributed subgradient-based algorithm is proposed for continuous-time multi-agent systems to search a feasible solution to convex inequalities. The algorithm involves each agent achieving a state constrained by its own…
We consider the problem of decentralized composite optimization over a symmetric connected graph, in which each node holds its own agent-specific private convex functions, and communications are only allowed between nodes with direct links.…
In this paper we consider a distributed optimization scenario in which a set of processors aims at minimizing the maximum of a collection of "separable convex functions" subject to local constraints. This set-up is motivated by peak-demand…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…
In the large collection of existing distributed algorithms for convex multi-agent optimization, only a handful of them provide convergence rate guarantees on agent networks with time-varying topologies, which, however, restrict the problem…
In this paper, we propose a new framework to study distributed optimization problems with stochastic gradients by employing a multi-agent system with continuous-time dynamics. Here the goal of the agents is to cooperatively minimize the sum…
We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…
This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…
In distributed machine learning, efficient training across multiple agents with different data distributions poses significant challenges. Even with a centralized coordinator, current algorithms that achieve optimal communication complexity…
In this work, we consider solving a distributed optimization problem in a multi-agent network with multiple clusters. In each cluster, the involved agents cooperatively optimize a separable composite function with a common decision…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…
An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…
We consider a distributed optimization problem over a network of agents aiming to minimize a global objective function that is the sum of local convex and composite cost functions. To this end, we propose a distributed Chebyshev-accelerated…
We consider a class of multi-agent optimization problems, where each agent has a local objective function that depends on its own decision variables and the aggregate of others, and is willing to cooperate with other agents to minimize the…
We consider a decentralized online convex optimization problem in a network of agents, where each agent controls only a coordinate (or a part) of the global decision vector. For such a problem, we propose two decentralized variants (ODA-C…
We consider distributed optimization as motivated by machine learning in a multi-agent system: each agent holds local data and the goal is to minimize an aggregate loss function over a common model, via an interplay of local training and…
This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…
In this paper, a distributed optimization problem with general differentiable convex objective functions is studied for single-integrator and double-integrator multi-agent systems. Two distributed adaptive optimization algorithm is…
This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…