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We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

Optimization and Control · Mathematics 2025-01-31 Pavel Dvurechensky , Gabriele Iommazzo , Shimrit Shtern , Mathias Staudigl

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

Optimization and Control · Mathematics 2022-11-10 Shengchao Zhao , Yongchao Liu

This paper mainly addresses the distributed online optimization problem where the local objective functions are assumed to be convex or non-convex. First, the distributed algorithms are proposed for the convex and non-convex situations,…

Optimization and Control · Mathematics 2025-03-24 Yaowen Wang , Lipo Mo , Min Zuo , Yuanshi Zheng

We study a distributed method called SAB-TV, which employs gradient tracking to collaboratively minimize the sum of smooth and strongly-convex local cost functions for networked agents communicating over a time-varying directed graph. Each…

Optimization and Control · Mathematics 2023-10-31 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedich

This paper investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multi-agent network, where each individual agent is only able to access partial…

Optimization and Control · Mathematics 2020-07-15 Xiuxian Li , Xinlei Yi , Lihua Xie

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

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

This paper examines online distributed Alternating Direction Method of Multipliers (ADMM). The goal is to distributively optimize a global objective function over a network of decision makers under linear constraints. The global objective…

Optimization and Control · Mathematics 2015-10-05 Saghar Hosseini , Airlie Chapman , Mehran Mesbahi

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

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

Iterative distributed optimization algorithms involve multiple agents that communicate with each other, over time, in order to minimize/maximize a global objective. In the presence of unreliable communication networks, the…

Optimization and Control · Mathematics 2022-01-28 Adrian Redder , Arunselvan Ramaswamy , Holger Karl

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…

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

This paper considers convex optimization problems where nodes of a network have access to summands of a global objective. Each of these local objectives is further assumed to be an average of a finite set of functions. The motivation for…

Optimization and Control · Mathematics 2015-06-16 Aryan Mokhtari , Alejandro Ribeiro

We study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex (possibly) nonsmooth…

Optimization and Control · Mathematics 2018-09-03 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or…

Optimization and Control · Mathematics 2024-05-29 Dmitry Kovalev , Ekaterina Borodich , Alexander Gasnikov , Dmitrii Feoktistov

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

Optimization and Control · Mathematics 2015-06-18 Zaid J. Towfic , Ali H. Sayed

In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…

Machine Learning · Computer Science 2020-07-24 Muhammad I. Qureshi , Ran Xin , Soummya Kar , Usman A. Khan

We consider a distributed convex optimization problem in a network which is time-varying and not always strongly connected. The local cost function of each node is affected by some stochastic process. All nodes of the network collaborate to…

Optimization and Control · Mathematics 2021-05-27 Wenjie Li , Mohamad Assaad

In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…

Optimization and Control · Mathematics 2019-07-24 Sandeep Kumar , Ketan Rajawat , Daniel P. Palomar
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