Related papers: On Convergence Analysis of Network-GIANT: An appro…
We present a finite-time analysis of two smoothed functional stochastic approximation algorithms for simulation-based optimization. The first is a two time-scale gradient-based method, while the second is a three time-scale Newton-based…
In this paper, we propose GT-GDA, a distributed optimization method to solve saddle point problems of the form: $\min_{\mathbf{x}} \max_{\mathbf{y}} \{F(\mathbf{x},\mathbf{y}) :=G(\mathbf{x}) + \langle \mathbf{y}, \overline{P} \mathbf{x}…
Average consensus algorithms can be implemented over wireless sensor networks (WSN), where global statistics can be computed using communications among sensor nodes locally. Simple execution, robustness to global topology changes due to…
In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…
In this paper, we study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex…
This paper develops a fast distributed algorithm, termed \emph{DEXTRA}, to solve the optimization problem when~$n$ agents reach agreement and collaboratively minimize the sum of their local objective functions over the network, where the…
In this paper, we consider nonconvex minimax optimization, which is gaining prominence in many modern machine learning applications such as GANs. Large-scale edge-based collection of training data in these applications calls for…
Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…
Distributed parameter estimation for large-scale systems is an active research problem. The goal is to derive a distributed algorithm in which each agent obtains a local estimate of its own subset of the global parameter vector, based on…
In this paper, we study convex optimization problems where agents of a network cooperatively minimize the global objective function which consists of multiple local objective functions. Different from most of the existing works, the local…
We consider problems where agents in a network seek a common quantity, measured independently and periodically by each agent through a local time-varying process. Numerous solvers addressing such problems have been developed in the past,…
In this thesis, we propose new theoretical frameworks for the analysis of stochastic and distributed methods with error compensation and local updates. Using these frameworks, we develop more than 20 new optimization methods, including the…
This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…
We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as…
We study distributed optimization problems over multi-agent networks, including consensus and network flow problems. Existing distributed methods neglect the heterogeneity among agents' computational capabilities, limiting their…
We consider distributed optimization in random networks where N nodes cooperatively minimize the sum \sum_{i=1}^N f_i(x) of their individual convex costs. Existing literature proposes distributed gradient-like methods that are…
In realistic distributed optimization scenarios, individual nodes possess only partial information and communicate over bandwidth constrained channels. For this reason, the development of efficient distributed algorithms is essential. In…
Solving linear programs is often a challenging task in distributed settings. While there are good algorithms for solving packing and covering linear programs in a distributed manner (Kuhn et al.~2006), this is essentially the only class of…
We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian…
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,…