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Proximal splitting algorithms are well suited to solving large-scale nonsmooth optimization problems, in particular those arising in machine learning. We propose a new primal-dual algorithm, in which the dual update is randomized;…

Optimization and Control · Mathematics 2023-03-08 Laurent Condat , Peter Richtárik

To plan the trajectories of a large-scale heterogeneous swarm, sequentially or synchronously distributed methods usually become intractable due to the lack of global clock synchronization. To this end, we provide a novel asynchronous…

Robotics · Computer Science 2024-08-30 Yuda Chen , Haoze Dong , Zhongkui Li

A challenging problem in decentralized optimization is to develop algorithms with fast convergence on random and time varying topologies under unreliable and bandwidth-constrained communication network. This paper studies a stochastic…

Optimization and Control · Mathematics 2025-05-29 Chung-Yiu Yau , Haoming Liu , Hoi-To Wai

Saddle-point or primal-dual methods have recently attracted renewed interest as a systematic technique to design distributed algorithms which solve convex optimization problems. When implemented online for streaming data or as dynamic…

Optimization and Control · Mathematics 2021-04-22 John W. Simpson-Porco , Bala Kameshwar Poolla , Nima Monshizadeh , Florian Dorfler

We consider a distributed computing network consisting of a master and multiple workers processing tasks of different types. The master is running multiple applications. Each application stochastically generates real-time jobs with a strict…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-31 Yu-Pin Hsu , Yu-Chih Huang , Shin-Lin Shieh

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 an adaptive primal-dual dynamics for distributed optimization in multi-agent systems. The proposed dynamics incorporates an adaptive synchronization law that reinforces the interconnection strength between the primal…

Optimization and Control · Mathematics 2019-05-03 P. A. Bansode , K. C. Kosaraju , S. R. Wagh , R. Pasumarthy , N. M. Singh

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…

Machine Learning · Computer Science 2014-01-16 Balázs Csanád Csáji , László Monostori

This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…

Optimization and Control · Mathematics 2020-07-14 Xiuxian Li , Gang Feng , Lihua Xie

We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

Optimization and Control · Mathematics 2020-09-01 Katherine Hendrickson , Matthew Hale

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…

Machine Learning · Statistics 2019-06-11 Matthew Nokleby , Waheed U. Bajwa

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…

Optimization and Control · Mathematics 2017-10-26 Junyao Guo , Gabriela Hug , Ozan Tonguz

Distributed allocation finds applications in many scenarios including CPU scheduling, distributed energy resource management, and networked coverage control. In this paper, we propose a fast convergent optimization algorithm with a tunable…

Signal Processing · Electrical Eng. & Systems 2024-01-30 Mohammadreza Doostmohammadian , Alireza Aghasi

We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

Optimization and Control · Mathematics 2022-05-04 Katherine Hendrickson , Matthew Hale

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

Artificial intelligence has advanced rapidly through large neural networks trained on massive datasets using thousands of GPUs or TPUs. Such training can occupy entire data centers for weeks and requires enormous computational and energy…

Optimization and Control · Mathematics 2026-01-07 Artavazd Maranjyan

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi