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The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the…

Optimization and Control · Mathematics 2014-08-25 Solmaz S. Kia , Jorge Cortes , Sonia Martinez

This paper considers a cross-layer optimization problem driven by multi-timescale stochastic exogenous processes in wireless communication networks. Due to the hierarchical information structure in a wireless network, a mixed timescale…

Systems and Control · Computer Science 2013-05-02 Junting Chen , Vincent K. N. Lau

We introduce novel convergence results for asynchronous iterations that appear in the analysis of parallel and distributed optimization algorithms. The results are simple to apply and give explicit estimates for how the degree of asynchrony…

Optimization and Control · Mathematics 2023-04-04 Hamid Reza Feyzmahdavian , Mikael Johansson

In the large collection of existing distributed algorithms for convex multi-agent optimization, only a handful of them provide convergence rate guarantees on agent networks with time-varying topologies, which, however, restrict the problem…

Optimization and Control · Mathematics 2018-04-06 Xuyang Wu , Jie Lu

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

Signal Processing · Electrical Eng. & Systems 2020-12-08 Jiexiang Wang , Tao Li , Xiwei Zhang

Decentralized optimization with time-varying networks is an emerging paradigm in machine learning. It saves remarkable communication overhead in large-scale deep training and is more robust in wireless scenarios especially when nodes are…

Machine Learning · Computer Science 2022-11-02 Xinmeng Huang , Kun Yuan

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

This paper proposes a distributed optimization algorithm with a convergence time that can be assigned in advance according to task requirements. To this end, a sliding manifold is introduced to achieve the sum of local gradients approaching…

Optimization and Control · Mathematics 2024-12-31 Renyongkang Zhang , Ge Guo , Zeng-di Zhou

In this paper, we consider solving a composite optimization problem with coupling constraints in a multi-agent network based on proximal gradient method. In this problem, all the agents jointly minimize the sum of individual cost functions…

Optimization and Control · Mathematics 2021-08-30 Jianzheng Wang , Guoqiang Hu

We study the problem of decentralized optimization over time-varying networks with strongly convex smooth cost functions. In our approach, nodes run a multi-step gossip procedure after making each gradient update, thus ensuring approximate…

Optimization and Control · Mathematics 2022-11-08 Alexander Rogozin , Vladislav Lukoshkin , Alexander Gasnikov , Dmitry Kovalev , Egor Shulgin

Convex optimization challenges are currently pervasive in many science and engineering domains. In many applications of convex optimization, such as those involving multi-agent systems and resource allocation, the objective function can…

Systems and Control · Electrical Eng. & Systems 2021-04-22 Matina Baradaran , Justin H. Le , Andrew R. Teel

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or fixed step-sizes that depend on an assumed upper bound of delays. Not only is such a delay bound hard to…

Optimization and Control · Mathematics 2023-08-24 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…

Optimization and Control · Mathematics 2023-12-12 Dmitry Metelev , Aleksandr Beznosikov , Alexander Rogozin , Alexander Gasnikov , Anton Proskurnikov

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

We consider a convex unconstrained optimization problem that arises in a network of agents whose goal is to cooperatively optimize the sum of the individual agent objective functions through local computations and communications. For this…

Optimization and Control · Mathematics 2008-03-11 Angelia Nedić , Alex Olshevsky , Asuman Ozdaglar , John N. Tsitsiklis

This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

Synchronous federated learning scales poorly due to the straggler effect. Asynchronous algorithms increase the update throughput by processing updates upon arrival, but they introduce two fundamental challenges: gradient staleness, which…

Machine Learning · Computer Science 2026-03-30 Abdelkrim Alahyane , Céline Comte , Matthieu Jonckheere

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

This paper develops an algorithmic framework for tracking fixed points of time-varying contraction mappings. Analytical results for the tracking error are established for the cases where: (i) the underlying contraction self-map changes at…

Optimization and Control · Mathematics 2018-09-14 Andrey Bernstein , Emiliano Dall'Anese