Related papers: Accelerated Distributed Stochastic Non-Convex Opti…
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…
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.…
We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…
Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…
There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…
We establish the O($\frac{1}{k}$) convergence rate for distributed stochastic gradient methods that operate over strongly convex costs and random networks. The considered class of methods is standard each node performs a weighted average of…
Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…
This paper proposes a new distributed nonconvex stochastic optimization algorithm that can achieve privacy protection, communication efficiency and convergence simultaneously. Specifically, each node adds general privacy noises to its local…
We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…
We consider a discrete-time model of continuous-time distributed optimization over dynamic directed-graphs (digraphs) with applications to distributed learning. Our optimization algorithm works over general strongly connected dynamic…
Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…
Distributed stochastic optimization has drawn great attention recently due to its effectiveness in solving large-scale machine learning problems. Though numerous algorithms have been proposed and successfully applied to general practical…
This paper considers distributed stochastic optimization, in which a number of agents cooperate to optimize a global objective function through local computations and information exchanges with neighbors over a network. Stochastic…
Adaptive gradient algorithms perform gradient-based updates using the history of gradients and are ubiquitous in training deep neural networks. While adaptive gradient methods theory is well understood for minimization problems, the…
This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…
In this paper we consider a distributed stochastic optimization problem without the gradient/subgradient information for the local objective functions, subject to local convex constraints. The objective functions may be non-smooth and…
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…
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…
In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…
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…