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We present a distributed conjugate gradient method for distributed optimization problems, where each agent computes an optimal solution of the problem locally without any central computation or coordination, while communicating with its…
This paper addresses the problem of differentially private distributed optimization under limited communication, where each agent aims to keep their cost function private while minimizing the sum of all agents' cost functions. In response,…
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…
This paper studies a distributed online convex optimization problem, where agents in an unbalanced network cooperatively minimize the sum of their time-varying local cost functions subject to a coupled inequality constraint. To solve this…
This paper investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multi-agent network, where each individual agent is only able to access partial…
In this thesis, I study the minimax oracle complexity of distributed stochastic optimization. First, I present the "graph oracle model", an extension of the classic oracle complexity framework that can be applied to study distributed…
In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…
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…
In this work, we consider a distributed multi-agent stochastic optimization problem, where each agent holds a local objective function that is smooth and convex, and that is subject to a stochastic process. The goal is for all agents to…
In this paper, we consider nonconvex minimax optimization, which is gaining prominence in many modern machine learning applications such as GANs. Large-scale edge-based collection of training data in these applications calls for…
This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…
In this paper, we investigate a distributed aggregative optimization problem in a network, where each agent has its own local cost function which depends not only on the local state variable but also on an aggregated function of state…
The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…
Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…
Minimax optimization plays an important role in many machine learning tasks such as generative adversarial networks (GANs) and adversarial training. Although recently a wide variety of optimization methods have been proposed to solve the…
This paper addresses the bilinearly coupled minimax optimization problem: $\min_{x \in \mathbb{R}^{d_x}}\max_{y \in \mathbb{R}^{d_y}} \ f_1(x) + f_2(x) + y^{\top} Bx - g_1(y) - g_2(y)$, where $f_1$ and $g_1$ are smooth convex functions,…
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…
In this paper, we study secure distributed optimization against arbitrary gradient attack in multi-agent networks. In distributed optimization, there is no central server to coordinate local updates, and each agent can only communicate with…
In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…
This paper studies the stochastic nonconvex-strongly-concave minimax optimization over a multi-agent network. We propose an efficient algorithm, called Decentralized Recursive gradient descEnt Ascent Method (DREAM), which achieves the…