Related papers: Convergence Theory of Flexible ALADIN for Distribu…
Federated learning (FL), as a distributed collaborative machine learning (ML) framework under privacy-preserving constraints, has garnered increasing research attention in cross-organizational data collaboration scenarios. This paper…
We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…
The augmented Lagrangian method (ALM) is a benchmark for convex programming problems with linear constraints; ALM and its variants for linearly equality-constrained convex minimization models have been well studied in the literature.…
Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…
Latency is inherent in almost all real-world networked applications. In this paper, we propose a distributed allocation strategy over multi-agent networks with delayed communications. The state of each agent (or node) represents its share…
This paper addresses the problem of optimal linear filtering in a network of local estimators, commonly referred to as distributed Kalman filtering (DKF). The DKF problem is formulated within a distributed optimization framework, where…
This paper is concerned with the distributed composite optimization problem over networks, where agents aim to minimize a sum of local smooth components and a common nonsmooth term. Leveraging the probabilistic local updates mechanism, we…
In this paper, a projected primal-dual gradient flow of augmented Lagrangian is presented to solve convex optimization problems that are not necessarily strictly convex. The optimization variables are restricted by a convex set with…
This paper considers the distributed optimization problem where each node of a peer-to-peer network minimizes a finite sum of objective functions by communicating with its neighboring nodes. In sharp contrast to the existing literature…
The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…
This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…
We address the problem of distributed uncon- strained convex optimization under separability assumptions, i.e., the framework where each agent of a network is endowed with a local private multidimensional convex cost, is subject to…
Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…
Federated learning is a distributed machine learning paradigm in which a large number of clients coordinate with a central server to learn a model without sharing their own training data. Standard federated optimization methods such as…
This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…
One of the crucial issues in federated learning is how to develop efficient optimization algorithms. Most of the current ones require full device participation and/or impose strong assumptions for convergence. Different from the widely-used…
In this paper, we revisit the augmented Lagrangian method for a class of nonsmooth convex optimization. We present the Lagrange optimality system of the augmented Lagrangian associated with the problems, and establish its connections with…
Many machine learning problems can be formulated as consensus optimization problems which can be solved efficiently via a cooperative multi-agent system. However, the agents in the system can be unreliable due to a variety of reasons:…
We study the convergence of the Augmented Decomposition Algorithm (ADA) proposed in [32] for solving multi-block separable convex minimization problems subject to linear constraints. We show that the global convergence rate of the exact ADA…
Large-scale constrained optimization is pivotal in modern scientific, engineering, and industrial computation, often involving complex systems with numerous variables and constraints. This paper provides a unified and comprehensive…