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This paper investigates the distributed fixed point seeking problem of sum-separable stochastic operators over the multi-agent network. Based on inexact Krasnosel'ski\u{\i}--Mann iterations, the communication-efficient distributed algorithm…

Optimization and Control · Mathematics 2026-05-22 Fan Li , Lei Xu , Xinlei Yi , Guanghui Wen , Yang Shi , Tao Yang

Distributed learning and adaptation have received significant interest and found wide-ranging applications in machine learning and signal processing. While various approaches, such as shared-memory optimization, multi-task learning, and…

Signal Processing · Electrical Eng. & Systems 2024-12-03 Pourya Behmandpoor , Marc Moonen , Panagiotis Patrinos

This paper considers a consensus optimization problem, where all the nodes in a network, with access to the zeroth-order information of its local objective function only, attempt to cooperatively achieve a common minimizer of the sum of…

Optimization and Control · Mathematics 2024-06-17 Chengan Wang , Zichong Ou , Jie Lu

We propose a novel algorithm for solving convex, constrained and distributed optimization problems defined on multi-agent-networks, where each agent has exclusive access to a part of the global objective function. The agents are able to…

Systems and Control · Electrical Eng. & Systems 2020-08-12 Jan Zimmermann , Tatiana Tatarenko , Volker Willert , Jürgen Adamy

Recently introduced distributed zeroth-order optimization (ZOO) algorithms have shown their utility in distributed reinforcement learning (RL). Unfortunately, in the gradient estimation process, almost all of them require random samples…

Systems and Control · Electrical Eng. & Systems 2024-05-06 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty , Piyush K. Sharma

Various gradient compression schemes have been proposed to mitigate the communication cost in distributed training of large scale machine learning models. Sign-based methods, such as signSGD, have recently been gaining popularity because of…

Optimization and Control · Mathematics 2021-06-25 Mher Safaryan , Peter Richtárik

In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…

Optimization and Control · Mathematics 2024-10-01 Kun Huang , Shi Pu

The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…

Machine Learning · Computer Science 2015-07-28 Elad Hazan , Kfir Y. Levy , Shai Shalev-Shwartz

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Optimization and Control · Mathematics 2017-10-24 Phuong Huu Hoang , Hyo-Sung Ahn

The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…

Optimization and Control · Mathematics 2022-10-11 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen , Lihua Xie

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

Emerging applications in multi-agent environments such as internet-of-things, networked sensing, autonomous systems and federated learning, call for decentralized algorithms for finite-sum optimizations that are resource-efficient in terms…

Machine Learning · Statistics 2021-12-03 Boyue Li , Zhize Li , Yuejie Chi

Many machine learning tasks, such as principal component analysis and low-rank matrix completion, give rise to manifold optimization problems. Although there is a large body of work studying the design and analysis of algorithms for…

Machine Learning · Computer Science 2024-06-13 Jiaojiao Zhang , Jiang Hu , Anthony Man-Cho So , Mikael Johansson

Consider a network of $N$ decentralized computing agents collaboratively solving a nonconvex stochastic composite problem. In this work, we propose a single-loop algorithm, called DEEPSTORM, that achieves optimal sample complexity for this…

Optimization and Control · Mathematics 2023-04-14 Gabriel Mancino-Ball , Shengnan Miao , Yangyang Xu , Jie Chen

We consider a zeroth-order distributed optimization problem, where the global objective function is a black-box function and, as such, its gradient information is inaccessible to the local agents. Instead, the local agents can only use the…

Optimization and Control · Mathematics 2021-09-29 Yi Shen , Yan Zhang , Scott Nivison , Zachary I. Bell , Michael M. Zavlanos
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