Related papers: A Unified Dual Consensus Approach to Distributed O…
This work focuses on a class of general decentralized constraint-coupled optimization problems. We propose a novel nested primal-dual gradient algorithm (NPGA), which can achieve linear convergence under the weakest known condition, and its…
We prove global convergence of classical projection algorithms for feasibility problems involving union convex sets, which refer to sets expressible as the union of a finite number of closed convex sets. We present a unified strategy for…
Recently, distributed dual averaging has received increasing attention due to its superiority in handling constraints and dynamic networks in multiagent optimization. However, all distributed dual averaging methods reported so far…
We propose an algorithm for optimizing the parameters of single hidden layer neural networks. Specifically, we derive a blockwise difference-of-convex (DC) functions representation of the objective function. Based on the latter, we propose…
The possibilities of exploiting the special structure of d.c. programs, which consist of optimizing the difference of convex functions, are currently more or less limited to variants of the DCA proposed by Pham Dinh Tao and Le Thi Hoai An…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…
We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…
In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
In this paper, 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…
We introduce a general mathematical framework for distributed algorithms, and a monotonicity property frequently satisfied in application. These properties are leveraged to provide finite-time guarantees for converging algorithms, suited…
In this paper, we focus on a class of decentralized constraint-coupled optimization problem: $\min_{x_i \in \mathbb{R}^{d_i}, i \in \mathcal{I}; y \in \mathbb{R}^p}$ $\sum_{i=1}^n\left(f_i(x_i) + g_i(x_i)\right) + h(y) \ \text{s.t.} \…
This paper studies distributed algorithms for the extended monotropic optimization problem, which is a general convex optimization problem with a certain separable structure. The considered objective function is the sum of local convex…
In this paper we consider a general problem set-up for a wide class of convex and robust distributed optimization problems in peer-to-peer networks. In this set-up convex constraint sets are distributed to the network processors who have to…
Primal-dual algorithm (PDA) is a classic and popular scheme for convex-concave saddle point problems. It is universally acknowledged that the proximal terms in the subproblems about the primal and dual variables are crucial to the…
We consider decentralized optimization problems where one aims to minimize a sum of convex smooth objective functions distributed between nodes in the network. The links in the network can change from time to time. For the setting when the…
We consider the large sum of DC (Difference of Convex) functions minimization problem which appear in several different areas, especially in stochastic optimization and machine learning. Two DCA (DC Algorithm) based algorithms are proposed:…
A novel and fully distributed optimization method is proposed for the distributed robust convex program (DRCP) over a time-varying unbalanced directed network under the uniformly jointly strongly connected (UJSC) assumption. Firstly, an…
This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…