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We consider the problem of communication efficient distributed optimization where multiple nodes exchange important algorithm information in every iteration to solve large problems. In particular, we focus on the stochastic variance-reduced…

Machine Learning · Computer Science 2020-03-16 Hossein S. Ghadikolaei , Sindri Magnusson

This paper considers distributed optimization (DO) where multiple agents cooperate to minimize a global objective function, expressed as a sum of local objectives, subject to some constraints. In DO, each agent iteratively solves a local…

Optimization and Control · Mathematics 2023-03-01 Minseok Ryu , Kibaek Kim

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

Optimization and Control · Mathematics 2023-01-12 Alexander Rogozin , Demyan Yarmoshik , Ksenia Kopylova , Alexander Gasnikov

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…

Optimization and Control · Mathematics 2018-10-17 Jacob H. Seidman , Mahyar Fazlyab , George J. Pappas , Victor M. Preciado

We study the distributed stochastic compositional optimization problems over directed communication networks in which agents privately own a stochastic compositional objective function and collaborate to minimize the sum of all objective…

Optimization and Control · Mathematics 2022-03-22 Shengchao Zhao , Yongchao Liu

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…

Optimization and Control · Mathematics 2021-08-26 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

We study distributed multi-agent large-scale optimization problems, wherein the cost function is composed of a smooth possibly nonconvex sum-utility plus a DC (Difference-of-Convex) regularizer. We consider the scenario where the dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-29 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

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 the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…

Optimization and Control · Mathematics 2021-06-29 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

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

Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information such as…

Machine Learning · Computer Science 2017-10-31 Jianqiao Wangni , Jialei Wang , Ji Liu , Tong Zhang

This paper aims at proposing a procedure to derive distributed algorithms for distributed consensus-based optimization by using distributed algorithms for network resource allocation and vice versa over switching networks with/without…

Optimization and Control · Mathematics 2022-08-04 Seyyed Shaho Alaviani , Atul Gajanan Kelkar , Umesh Vaidya

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

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

Distributed demand response is a typical distributed optimization problem that requires coordination among multiple agents to satisfy demand response requirements. However, existing distributed algorithms for this problem still face…

Systems and Control · Electrical Eng. & Systems 2023-11-02 Ruiyang Jin , Yujie Tang , Jie Song

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

This paper fully studies distributed optimal consensus problem in non-directed dynamical networks. We consider a group of networked agents that are supposed to rendezvous at the optimal point of a collective convex objective function. Each…

Optimization and Control · Mathematics 2017-12-22 Amir Adibzadeh , Amir A. Suratgar , Mohammad B. Menhaja , Mohsen Zamani

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

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 address differential privacy for fully distributed optimization subject to a shared inequality constraint. By co-designing the distributed optimization mechanism and the differential-privacy noise injection mechanism, we propose the…

Optimization and Control · Mathematics 2024-04-04 Yongqiang Wang , Angelia Nedic