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Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…

Optimization and Control · Mathematics 2020-05-22 Hadrien Hendrikx , Francis Bach , Laurent Massoulie

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

The electric power distribution network (PDN) and the transportation network (TN) are generally operated/coordinated by different entities. However, they are coupled with each other due to electric vehicle charging stations (EVCSs). This…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Santosh Sharma , Qifeng Li

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

Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…

Optimization and Control · Mathematics 2019-06-13 Hadrien Hendrikx , Francis Bach , Laurent Massoulie

We present a new class of decentralized first-order methods for nonsmooth and stochastic optimization problems defined over multiagent networks. Considering that communication is a major bottleneck in decentralized optimization, our main…

Optimization and Control · Mathematics 2017-02-07 Guanghui Lan , Soomin Lee , Yi Zhou

We consider the problem of decentralized composite optimization over a symmetric connected graph, in which each node holds its own agent-specific private convex functions, and communications are only allowed between nodes with direct links.…

Optimization and Control · Mathematics 2018-09-06 Bin Wang , Jun Fang , Huiping Duan , Hongbin Li

Decentralized optimization is critical for solving large-scale machine learning problems over distributed networks, where multiple nodes collaborate through local communication. In practice, the variances of stochastic gradient estimators…

Optimization and Control · Mathematics 2026-02-13 Hongxu Chen , Ke Wei , Luo Luo

Decentralized minimax optimization has been actively studied in the past few years due to its application in a wide range of machine learning models. However, the current theoretical understanding of its convergence rate is far from…

Machine Learning · Computer Science 2023-04-25 Yihan Zhang , Wenhao Jiang , Feng Zheng , Chiu C. Tan , Xinghua Shi , Hongchang Gao

Decentralized distributed optimization over time-varying graphs (networks) is nowadays a very popular branch of research in optimization theory and consensus theory. One of the motivations to consider such networks is an application to…

Optimization and Control · Mathematics 2020-06-24 Alexander Rogozin , Alexander Gasnikov

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

We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key and novel design concept of the proposed approach is that it…

Optimization and Control · Mathematics 2020-04-01 Sungho Shin , Victor M. Zavala , Mihai Anitescu

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Optimization and Control · Mathematics 2021-03-22 Farzad Yousefian

Decentralization is a promising method of scaling up parallel machine learning systems. In this paper, we provide a tight lower bound on the iteration complexity for such methods in a stochastic non-convex setting. Our lower bound reveals a…

Machine Learning · Computer Science 2022-01-31 Yucheng Lu , Christopher De Sa

In this paper, we propose a framework under which the decentralized optimization algorithms suggested in \cite{JKJJ,MA, NO,NO2} can be treated in a unified manner. More precisely, we show that the distributed subgradient descent algorithms…

Optimization and Control · Mathematics 2021-08-05 Woocheol Choi , Doheon Kim , Seok-Bae Yun

In this paper, we propose to solve a regularized distributionally robust learning problem in the decentralized setting, taking into account the data distribution shift. By adding a Kullback-Liebler regularization function to the robust…

Machine Learning · Computer Science 2022-09-13 Chaouki Ben Issaid , Anis Elgabli , Mehdi Bennis

Historical information, such as past function values or gradients, has significant potential to enhance decentralized optimization methods for two key reasons: first, it provides richer information about the objective function, which also…

Optimization and Control · Mathematics 2025-12-19 Zhao Zhu , Yu-Ping Tian , Xuyang Wu

This paper addresses the problem of nonconvex nonsmooth decentralised optimisation in multi-agent networks with undirected connected communication graphs. Our contribution lies in introducing an algorithmic framework designed for the…

Optimization and Control · Mathematics 2023-12-08 Behnam Mafakheri , Jonathan H. Manton , Iman Shames

This paper is concerned with distributed stochastic multi-agent constrained optimization problem over time-varying network with a class of communication noise. This paper considers the problem in composite optimization setting which is more…

Optimization and Control · Mathematics 2022-12-20 Zhan Yu , Daniel W. C. Ho , Deming Yuan , Jie Liu

In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…

Machine Learning · Computer Science 2022-01-25 Xuanjie Li , Yuedong Xu , Jessie Hui Wang , Xin Wang , John C. S. Lui