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In actor-critic framework for fully decentralized multi-agent reinforcement learning (MARL), one of the key components is the MARL policy evaluation (PE) problem, where a set of $N$ agents work cooperatively to evaluate the value function…

Machine Learning · Computer Science 2024-03-26 Fnu Hairi , Zifan Zhang , Jia Liu

Distributed optimization is widely used in large-scale and privacy-preserving machine learning, where each agent stores a local objective and communicates only with its neighbors in a connected network. We study decentralized second-order…

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

Designing policies for a network of agents is typically done by formulating an optimization problem where each agent has access to state measurements of all the other agents in the network. Such policy designs with centralized information…

Optimization and Control · Mathematics 2024-05-02 Georgios Darivianakis , Angelos Georghiou , Soroosh Shafiee , John Lygeros

In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…

Systems and Control · Electrical Eng. & Systems 2020-07-09 Verena Häberle , Adrian Hauswirth , Lukas Ortmann , Saverio Bolognani , Florian Dörfler

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

Federated learning (FL) was recently proposed to securely train models with data held over multiple locations (``clients'') under the coordination of a central server. Prolonged training times caused by slow clients may hinder the…

Machine Learning · Computer Science 2025-10-07 Charikleia Iakovidou , Kibaek Kim

Distributed optimization has found widespread applications in smart grids, optimal control, and machine learning. This paper studies distributed consensus optimization. We extend the Augmented Lagrangian-based Alternating Direction Inexact…

Optimization and Control · Mathematics 2026-05-21 Xu Du , Jingzhe Wang , Karl H. Johansson , Apostolos I. Rikos

Decentralized learning algorithms empower interconnected devices to share data and computational resources to collaboratively train a machine learning model without the aid of a central coordinator. In the case of heterogeneous data…

Machine Learning · Computer Science 2023-01-16 Matteo Zecchin , Marios Kountouris , David Gesbert

Decentralized optimization algorithms are important in different contexts, such as distributed optimal power flow or distributed model predictive control, as they avoid central coordination and enable decomposition of large-scale problems.…

Optimization and Control · Mathematics 2019-03-28 Alexander Engelmann , Yuning Jiang , Boris Houska , Timm Faulwasser

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

In recent years, decentralized bilevel optimization problems have received increasing attention in the networking and machine learning communities thanks to their versatility in modeling decentralized learning problems over peer-to-peer…

Machine Learning · Computer Science 2022-10-07 Zhuqing Liu , Xin Zhang , Prashant Khanduri , Songtao Lu , Jia Liu

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

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

Achieving communication efficiency in decentralized machine learning has been attracting significant attention, with communication compression recognized as an effective technique in algorithm design. This paper takes a first step to…

Machine Learning · Computer Science 2023-05-18 Boyue Li , Yuejie Chi

Consensus-based distributed optimization methods have recently been advocated as alternatives to parameter server and ring all-reduce paradigms for large scale training of machine learning models. In this case, each worker maintains a local…

Machine Learning · Computer Science 2020-03-02 Giovanni Neglia , Chuan Xu , Don Towsley , Gianmarco Calbi

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

Scaling to arbitrarily large bundle adjustment problems requires data and compute to be distributed across multiple devices. Centralized methods in prior works are only able to solve small or medium size problems due to overhead in…

Computer Vision and Pattern Recognition · Computer Science 2023-08-10 Taosha Fan , Joseph Ortiz , Ming Hsiao , Maurizio Monge , Jing Dong , Todd Murphey , Mustafa Mukadam

Consensus optimization has received considerable attention in recent years. A number of decentralized algorithms have been proposed for {convex} consensus optimization. However, to the behaviors or consensus \emph{nonconvex} optimization,…

Optimization and Control · Mathematics 2018-01-29 Jinshan Zeng , Wotao Yin

We propose a random coordinate descent algorithm for optimizing a non-convex objective function subject to one linear constraint and simple bounds on the variables. Although it is common use to update only two random coordinates…

Optimization and Control · Mathematics 2024-08-27 Alireza Ghaffari-Hadigheh , Lennart Sinjorgo , Renata Sotirov