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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…
This paper presents solutions to Density Classification Task (DCT) using a variant of Cellular Automata (CA) called Programmable Cellular Automata (PCA). The translation property as well as the density preserving property of fundamental CA…
Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…
This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its…
The stochastic dual coordinate-ascent (S-DCA) technique is a useful alternative to the traditional stochastic gradient-descent algorithm for solving large-scale optimization problems due to its scalability to large data sets and strong…
This paper considers continuous-time coordination algorithms for networks of agents that seek to collectively solve a general class of nonsmooth convex optimization problems with an inherent distributed structure. Our algorithm design…
A numerical method for coupled 3D-1D problems with discontinuous solutions at the interfaces is derived and discussed. This extends a previous work on the subject where only continuous solutions were considered. Thanks to properly defined…
This paper presents smoothing schemes for obtaining approximate stationary points of unconstrained or linearly-constrained composite nonconvex-concave min-max (and hence nonsmooth) problems by applying well-known algorithms to composite…
Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…
With the increasing interest in applying the methodology of difference-of-convex (dc) optimization to diverse problems in engineering and statistics, this paper establishes the dc property of many well-known functions not previously known…
High-performance computing (HPC) requires resilience techniques such as checkpointing in order to tolerate failures in supercomputers. As the number of nodes and memory in supercomputers keeps on increasing, the size of checkpoint data also…
This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…
In this paper we introduce disciplined convex-concave programming (DCCP), which combines the ideas of disciplined convex programming (DCP) with convex-concave programming (CCP). Convex-concave programming is an organized heuristic for…
We deal with a general distributed constrained online learning problem with privacy over time-varying networks, where a class of nondecomposable objectives are considered. Under this setting, each node only controls a part of the global…
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…
A fundamental algorithm for data analytics at the edge of wireless networks is distributed principal component analysis (DPCA), which finds the most important information embedded in a distributed high-dimensional dataset by distributed…
We develop stochastic first-order primal-dual algorithms to solve a class of convex-concave saddle-point problems. When the saddle function is strongly convex in the primal variable, we develop the first stochastic restart scheme for this…
We investigate a new application of Difference of Convex functions programming and DCA in solving the constrained two-dimensional non-guillotine cutting problem. This problem consists of cutting a number of rectangular pieces from a large…
While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…
We study robust PCA for the fully observed setting, which is about separating a low rank matrix $\boldsymbol{L}$ and a sparse matrix $\boldsymbol{S}$ from their sum $\boldsymbol{D}=\boldsymbol{L}+\boldsymbol{S}$. In this paper, a new…