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Machine learning with big data often involves large optimization models. For distributed optimization over a cluster of machines, frequent communication and synchronization of all model parameters (optimization variables) can be very…

Optimization and Control · Mathematics 2017-10-17 Lin Xiao , Adams Wei Yu , Qihang Lin , Weizhu Chen

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

Optimization and Control · Mathematics 2022-11-15 Killian Wood , Emiliano Dall'Anese

We consider the following shared-resource scheduling problem: Given a set of jobs $J$, for each $j\in J$ we must schedule a job-specific processing volume of $v_j>0$. A total resource of $1$ is available at any time. Jobs have a resource…

Data Structures and Algorithms · Computer Science 2023-10-11 Christoph Damerius , Peter Kling , Florian Schneider

Bilevel optimization plays an essential role in many machine learning tasks, ranging from hyperparameter optimization to meta-learning. Existing studies on bilevel optimization, however, focus on either centralized or synchronous…

Machine Learning · Computer Science 2023-02-27 Yang Jiao , Kai Yang , Tiancheng Wu , Dongjin Song , Chengtao Jian

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

We consider the problem of optimally allocating a given total storage budget in a distributed storage system. A source has a data object which it can code and store over a set of storage nodes; it is allowed to store any amount of coded…

Information Theory · Computer Science 2016-11-15 Derek Leong , Alexandros G. Dimakis , Tracey Ho

This paper presents resource management techniques for allocating communication and computational resources in a distributed stream processing platform. The platform is designed to exploit the synergy of two classes of network connections…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-03-25 Shah Asaduzzaman , Muthucumaru Maheswaran

In the era of big data, optimizing large scale machine learning problems becomes a challenging task and draws significant attention. Asynchronous optimization algorithms come out as a promising solution. Recently, decoupled asynchronous…

Machine Learning · Computer Science 2016-09-30 Zhouyuan Huo , Bin Gu , Heng Huang

Modern distributed optimization methods mostly rely on traditional synchronous approaches, despite substantial recent progress in asynchronous optimization. We revisit Synchronous SGD and its robust variant, called $m$-Synchronous SGD, and…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-04 Grigory Begunov , Alexander Tyurin

Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions associated with the nodes and edges. In most stochastic…

Optimization and Control · Mathematics 2024-05-01 Yuya Hikima , Yasunori Akagi , Hideaki Kim

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…

Optimization and Control · Mathematics 2024-11-08 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

We consider cooperative multi-agent resource sharing problems over time-varying communication networks, where only local communications are allowed. The objective is to minimize the sum of agent-specific composite convex functions subject…

Optimization and Control · Mathematics 2019-08-27 Necdet Serhat Aybat , Erfan Yazdandoost Hamedani

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

We propose an asynchronous iterative scheme that allows a set of interconnected nodes to distributively reach an agreement within a pre-specified bound in a finite number of steps. While this scheme could be adopted in a wide variety of…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-13 Andreas Grammenos , Themistoklis Charalambous , Evangelia Kalyvianaki

This paper aims at proposing a procedure to derive distributed algorithms for distributed consensus-based optimization by using distributed algorithms for network resource allocation and vice versa over switching networks with/without…

Optimization and Control · Mathematics 2022-08-04 Seyyed Shaho Alaviani , Atul Gajanan Kelkar , Umesh Vaidya

The problem of minimizing a sum of local convex objective functions over a networked system captures many important applications and has received much attention in the distributed optimization field. Most of existing work focuses on…

Optimization and Control · Mathematics 2019-01-09 Fatemeh Mansoori , Ermin Wei

In this paper we address distributed learning problems over peer-to-peer networks. In particular, we focus on the challenges of quantized communications, asynchrony, and stochastic gradients that arise in this set-up. We first discuss how…

Optimization and Control · Mathematics 2025-09-04 Nicola Bastianello , Apostolos I. Rikos , Karl H. Johansson

Mini-batch optimization has proven to be a powerful paradigm for large-scale learning. However, the state of the art parallel mini-batch algorithms assume synchronous operation or cyclic update orders. When worker nodes are heterogeneous…

Optimization and Control · Mathematics 2015-05-20 Hamid Reza Feyzmahdavian , Arda Aytekin , Mikael Johansson

Service systems are labor intensive due to the large variation in the tasks required to address service requests from multiple customers. Aligning the staffing levels to the forecasted workloads adaptively in such systems is nontrivial…

Systems and Control · Computer Science 2013-12-31 L. A. Prashanth , H. L. Prasad , Nirmit Desai , Shalabh Bhatnagar , Gargi Dasgupta

Large models are prevalent in modern machine learning scenarios, including deep learning, recommender systems, etc., which can have millions or even billions of parameters. Parallel algorithms have become an essential solution technique to…

Machine Learning · Computer Science 2018-10-23 Rui Zhu , Di Niu