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We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…

Optimization and Control · Mathematics 2022-08-16 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

This paper studies the distributed optimization problem over directed networks with noisy information-sharing. To resolve the imperfect communication issue over directed networks, a series of noise-robust variants of Push-Pull/AB method…

Optimization and Control · Mathematics 2023-07-28 Shengchao Zhao , Siyuan Song , Yongchao Liu

We study the decentralized optimization problem where a network of $n$ agents seeks to minimize the average of a set of heterogeneous non-convex cost functions distributedly. State-of-the-art decentralized algorithms like Exact…

Optimization and Control · Mathematics 2022-10-14 Edward Duc Hien Nguyen , Sulaiman A. Alghunaim , Kun Yuan , César A. Uribe

In this paper, we consider the decentralized dynamic optimization problem defined over a multi-agent network. Each agent possesses a time-varying local objective function, and all agents aim to collaboratively track the drifting global…

Optimization and Control · Mathematics 2020-12-02 Kun Yuan , Wei Xu , Qing Ling

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

In this paper we consider a distributed optimization scenario in which a set of processors aims at minimizing the maximum of a collection of "separable convex functions" subject to local constraints. This set-up is motivated by peak-demand…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-27 Ivano Notarnicola , Mauro Franceschelli , Giuseppe Notarstefano

We consider the decentralized convex optimization problem, where multiple agents must cooperatively minimize a cumulative objective function, with each local function expressible as an empirical average of data-dependent losses.…

Optimization and Control · Mathematics 2020-12-15 Ketan Rajawat , Chirag Kumar

Distributed algorithms can be efficiently used for solving economic dispatch problem (EDP) in power systems. To implement a distributed algorithm, a communication network is required, making the algorithm vulnerable to noise which may cause…

Systems and Control · Electrical Eng. & Systems 2021-11-18 Wenwen Wu , Shuai Liu , Shanying Zhu

In this paper we consider a distributed optimization scenario in which a set of processors aims at cooperatively solving a class of min-max optimization problems. This set-up is motivated by peak-demand minimization problems in smart grids.…

Optimization and Control · Mathematics 2016-11-29 Ivano Notarnicola , Mauro Franceschelli , Giuseppe Notarstefano

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 proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Wei Shi , Ming Yan

Maximizing a monotone submodular function is a fundamental task in machine learning, economics, and statistics. In this paper, we present two communication-efficient decentralized online algorithms for the monotone continuous DR-submodular…

Machine Learning · Computer Science 2022-08-19 Qixin Zhang , Zengde Deng , Xiangru Jian , Zaiyi Chen , Haoyuan Hu , Yu Yang

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…

Optimization and Control · Mathematics 2024-10-01 Kun Huang , Shi Pu

In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise…

Optimization and Control · Mathematics 2023-02-22 Feihu Huang , Xidong Wu , Zhengmian Hu

In this paper, we propose a novel distributed data-driven optimization scheme. In detail, we focus on the so-called aggregative framework, a scenario in which a set of agents aim to cooperatively minimize the sum of local costs, each…

Optimization and Control · Mathematics 2026-01-27 Riccardo Brumali , Guido Carnevale , Giuseppe Notarstefano

This paper presents a novel accelerated distributed algorithm for unconstrained consensus optimization over static undirected networks. The proposed algorithm combines the benefits of acceleration from momentum, the robustness of the…

Optimization and Control · Mathematics 2024-05-15 Eduardo Sebastián , Mauro Franceschelli , Andrea Gasparri , Eduardo Montijano , Carlos Sagüés

Methods for distributed optimization have received significant attention in recent years owing to their wide applicability in various domains. A distributed optimization method typically consists of two key components: communication and…

Optimization and Control · Mathematics 2018-06-04 Albert S. Berahas , Raghu Bollapragada , Nitish Shirish Keskar , Ermin Wei

This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…

Optimization and Control · Mathematics 2021-07-23 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

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