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In this paper, we consider the convergence of a very general asynchronous-parallel algorithm called ARock, that takes many well-known asynchronous algorithms as special cases (gradient descent, proximal gradient, Douglas Rachford, ADMM,…

Optimization and Control · Mathematics 2017-08-28 Robert Hannah , Wotao Yin

Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…

Machine Learning · Computer Science 2025-05-16 Yijie Zhou , Shi Pu

We consider an $n$ agents distributed optimization problem with imperfect information characterized in a parametric sense, where the unknown parameter can be solved by a distinct distributed parameter learning problem. Though each agent…

Optimization and Control · Mathematics 2024-04-23 Yaqun Yang , Jinlong Lei

In this paper, we address distributed convergence to fair allocations of CPU resources for time-sensitive applications. We propose a novel resource management framework where a centralized objective for fair allocations is decomposed into a…

Optimization and Control · Mathematics 2015-08-20 Georgios C. Chasparis , Martina Maggio , Enrico Bini , Karl-Eric Årzén

We study a class of distributed optimization problems for multiple shared resource allocation in Internet-connected devices. We propose a derandomized version of an existing stochastic additive-increase and multiplicative-decrease (AIMD)…

Systems and Control · Computer Science 2023-10-18 Syed Eqbal Alam , Robert Shorten , Fabian Wirth , Jia Yuan Yu

Distributed optimization has attracted lots of attention in the operation of power systems in recent years, where a large area is decomposed into smaller control regions each solving a local optimization problem with periodic information…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-07 Junyao Guo , Gabriela Hug , Ozan Tonguz

This paper proposes TriPD, a new primal-dual algorithm for minimizing the sum of a Lipschitz-differentiable convex function and two possibly nonsmooth convex functions, one of which is composed with a linear mapping. We devise a randomized…

Optimization and Control · Mathematics 2019-10-01 Puya Latafat , Nikolaos M. Freris , Panagiotis Patrinos

Co-flows model a modern scheduling setting that is commonly found in a variety of applications in distributed and cloud computing. A stochastic co-flow task contains a set of parallel flows with randomly distributed sizes. Further, many…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-26 Ruijiu Mao , Vaneet Aggarwal , Mung Chiang

This work studies nonconvex distributed constrained optimization over stochastic communication networks. We revisit the distributed dual averaging algorithm, which is known to converge for convex problems. We start from the centralized…

Optimization and Control · Mathematics 2022-11-15 Changxin Liu , Xuyang Wu , Xinlei Yi , Yang Shi , Karl H. Johansson

In this work, we design and analyze novel distributed scheduling algorithms for multi-user MIMO systems. In particular, we consider algorithms which do not require sending channel state information to a central processing unit, nor do they…

Information Theory · Computer Science 2015-03-20 Joseph Kampeas , Asaf Cohen , Omer Gurewitz

This paper focuses on the problem of coflow scheduling with precedence constraints in identical parallel networks, which is a well-known $\mathcal{NP}$-hard problem. Coflow is a relatively new network abstraction used to characterize…

Data Structures and Algorithms · Computer Science 2023-12-21 Chi-Yeh Chen

This paper addresses a distributed optimization problem in a communication network where nodes are active sporadically. Each active node applies some learning method to control its action to maximize the global utility function, which is…

Optimization and Control · Mathematics 2021-04-20 Wenjie Li , Mohamad Assaad , Shiqi Zheng

This paper presents fault-tolerant asynchronous Stochastic Gradient Descent (SGD) algorithms. SGD is widely used for approximating the minimum of a cost function $Q$, as a core part of optimization and learning algorithms. Our algorithms…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-14 Hagit Attiya , Noa Schiller

Distributed algorithms for multi-agent resource allocation can provide privacy and scalability over centralized algorithms in many cyber-physical systems. However, the distributed nature of these algorithms can render these systems…

Optimization and Control · Mathematics 2020-12-08 Berkay Turan , Cesar A. Uribe , Hoi-To Wai , Mahnoosh Alizadeh

Motivated by a variety of applications in control engineering and information sciences, we study network resource allocation problems where the goal is to optimally allocate a fixed amount of resource over a network of nodes. In these…

Optimization and Control · Mathematics 2017-08-25 Thinh T. Doan , Carolyn L. Beck

We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

Optimization and Control · Mathematics 2023-08-02 Xilin Zhang , Wang Chi Cheung

We describe an asynchronous parallel stochastic proximal coordinate descent algorithm for minimizing a composite objective function, which consists of a smooth convex function plus a separable convex function. In contrast to previous…

Optimization and Control · Mathematics 2015-12-14 Ji Liu , Stephen J. Wright

This paper proposes a \emph{fully asynchronous} scheme for the policy evaluation problem of distributed reinforcement learning (DisRL) over directed peer-to-peer networks. Without waiting for any other node of the network, each node can…

Machine Learning · Computer Science 2021-01-25 Xingyu Sha , Jiaqi Zhang , Keyou You , Kaiqing Zhang , Tamer Başar

This paper investigates group distributionally robust optimization (GDRO) with the goal of learning a model that performs well over $m$ different distributions. First, we formulate GDRO as a stochastic convex-concave saddle-point problem,…

Machine Learning · Computer Science 2024-11-21 Lijun Zhang , Haomin Bai , Peng Zhao , Tianbao Yang , Zhi-Hua Zhou

We propose a doubly stochastic primal-dual coordinate optimization algorithm for empirical risk minimization, which can be formulated as a bilinear saddle-point problem. In each iteration, our method randomly samples a block of coordinates…

Machine Learning · Computer Science 2017-04-13 Adams Wei Yu , Qihang Lin , Tianbao Yang