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We present an analysis of large-scale load balancing systems, where the processing time distribution of tasks depends on both the task and server types. Our study focuses on the asymptotic regime, where the number of servers and task types…

Probability · Mathematics 2023-06-19 Zhisheng Zhao , Debankur Mukherjee

We investigate the distributed multi-agent sharing optimization problem in a directed graph, with a composite objective function consisting of a smooth function plus a convex (possibly non-smooth) function shared by all agents. While…

Optimization and Control · Mathematics 2024-06-21 Sajad Zandi , Mehdi Korki

Asynchronous optimization algorithms are at the core of modern machine learning and resource allocation systems. However, most convergence results consider bounded information delays and several important algorithms lack guarantees when…

Optimization and Control · Mathematics 2022-03-10 Xuyang Wu , Sindri Magnusson , Hamid Reza Feyzmahdavian , Mikael Johansson

In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…

Optimization and Control · Mathematics 2020-09-30 S. Sh. Alaviani , A. G. Kelkar

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2023-10-18 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

This paper considers the problem of minimizing the time average of a controlled stochastic process subject to multiple time average constraints on other related processes. The probability distribution of the random events in the system is…

Optimization and Control · Mathematics 2016-12-20 Xiaohan Wei , Hao Yu , Michael J. Neely

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

Data Structures and Algorithms · Computer Science 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

In this paper, we study an optimal online resource reservation problem in a simple communication network. The network is composed of two compute nodes linked by a local communication link. The system operates in discrete time; at each time…

Optimization and Control · Mathematics 2024-04-04 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Shima Kheradmand

This paper concerns designing distributed algorithms that are {\em singularly optimal}, i.e., algorithms that are {\em simultaneously} time and message {\em optimal}, for the fundamental leader election problem in {\em asynchronous}…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-13 Shay Kutten , William K. Moses , Gopal Pandurangan , David Peleg

We present Scaff-PD, a fast and communication-efficient algorithm for distributionally robust federated learning. Our approach improves fairness by optimizing a family of distributionally robust objectives tailored to heterogeneous clients.…

Machine Learning · Computer Science 2023-07-26 Yaodong Yu , Sai Praneeth Karimireddy , Yi Ma , Michael I. Jordan

Efficient allocation of finite resources is a crucial problem in a wide variety of on-demand smart city applications. Service requests often appear randomly over time and space with varying intensity. Resource provisioning decisions need to…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Muhammad Junaid Farooq , Quanyan Zhu

In this paper, we consider distributed algorithms for solving the empirical risk minimization problem under the master/worker communication model. We develop a distributed asynchronous quasi-Newton algorithm that can achieve superlinear…

Optimization and Control · Mathematics 2019-06-11 Saeed Soori , Konstantin Mischenko , Aryan Mokhtari , Maryam Mehri Dehnavi , Mert Gurbuzbalaban

Distributed resource allocation is a central task in network systems such as smart grids, water distribution networks, and urban transportation systems. When solving such problems in practice it is often important to have nonasymptotic…

Optimization and Control · Mathematics 2021-03-30 Xuyang Wu , Sindri Magnusson , Mikael Johansson

Distributed learning and adaptation have received significant interest and found wide-ranging applications in machine learning and signal processing. While various approaches, such as shared-memory optimization, multi-task learning, and…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Pourya Behmandpoor , Marc Moonen , Panagiotis Patrinos

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some…

Optimization and Control · Mathematics 2022-10-27 Yi Huang , Xianlin Zeng , Ziyang Meng , Jian Sun

Distributed load balancing is the act of allocating jobs among a set of servers as evenly as possible. There are mainly two versions of the load balancing problem that have been studied in the literature: static and dynamic. The static…

Performance · Computer Science 2020-11-04 Nitish K. Panigrahy , Thirupathaiah Vasantam , Prithwish Basu , Don Towsley

With the increasing demand for large-scale training of machine learning models, consensus-based distributed optimization methods have recently been advocated as alternatives to the popular parameter server framework. In this paradigm, each…

Machine Learning · Computer Science 2021-02-15 Guojun Xiong , Gang Yan , Rahul Singh , Jian Li

Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…

Optimization and Control · Mathematics 2024-09-13 Sihan Zeng , Thinh T. Doan
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