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This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

We study non-smooth stochastic decentralized optimization problems over time-varying networks, where objective functions are distributed across nodes and network connections may intermittently appear or break. Specifically, we consider two…

Optimization and Control · Mathematics 2026-04-28 Maxim Divilkovskiy , Alexander Gasnikov

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

Optimization and Control · Mathematics 2021-09-01 Zhiguo Wang , Jiawei Zhang , Tsung-Hui Chang , Jian Li , Zhi-Quan Luo

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

This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

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

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

This note studies the distributed non-convex optimization problem with non-smooth regularization, which has wide applications in decentralized learning, estimation and control. The objective function is the sum of different local objective…

Optimization and Control · Mathematics 2021-03-04 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…

Optimization and Control · Mathematics 2021-10-05 Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar , Umut Simsekli , Lingjiong Zhu

Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Yan Chen , Alexander L. Fradkov , Keli Fu , Xiaozheng Fu , Tao Li

Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…

Optimization and Control · Mathematics 2020-07-28 Elie Atallah , Nazanin Rahnavard , Chinwendu Enyioha

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

We consider the problem of decentralized optimization over time-varying directed networks. The network nodes can access only their local objectives, and aim to collaboratively minimize a global function by exchanging messages with their…

Systems and Control · Electrical Eng. & Systems 2021-12-03 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

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

In this paper, we study distributed algorithms for large-scale AUC maximization with a deep neural network as a predictive model. Although distributed learning techniques have been investigated extensively in deep learning, they are not…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-12 Zhishuai Guo , Mingrui Liu , Zhuoning Yuan , Li Shen , Wei Liu , Tianbao Yang

Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…

Optimization and Control · Mathematics 2021-08-23 Elie Atallah , Nazanin Rahnavard , Chinwendu Enyioha

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

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
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