Related papers: A Parameter-Free Zeroth-Order Algorithm for Decent…
In this paper, we propose a distributed stochastic second-order proximal method that enables agents in a network to cooperatively minimize the sum of their local loss functions without any centralized coordination. The proposed algorithm,…
This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…
This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…
In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…
We study the problem of zero-order optimization of a strongly convex function. The goal is to find the minimizer of the function by a sequential exploration of its values, under measurement noise. We study the impact of higher order…
In this paper, we propose a fully distributed algorithm for second-order continuous-time multi-agent systems to solve the distributed optimization problem. The global objective function is a sum of private cost functions associated with the…
In this paper, distributed convex optimization problem over non-directed dynamical networks is studied. Here, networked agents with single-integrator dynamics are supposed to rendezvous at a point that is the solution of a global convex…
Zeroth-order optimization (ZO) has been a powerful framework for solving black-box problems, which estimates gradients using zeroth-order data to update variables iteratively. The practical applicability of ZO critically depends on the…
In this letter, we study distributed optimization, where a network of agents, abstracted as a directed graph, collaborates to minimize the average of locally-known convex functions. Most of the existing approaches over directed graphs are…
We consider the problem of decentralized nonconvex optimization over a compact submanifold, where each local agent's objective function defined by the local dataset is smooth. Leveraging the powerful tool of proximal smoothness, we…
In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…
We propose a projection-free conditional gradient-type algorithm for smooth stochastic multi-level composition optimization, where the objective function is a nested composition of $T$ functions and the constraint set is a closed convex…
Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…
This paper proposes a fast decentralized algorithm for solving a consensus optimization problem defined in a directed networked multi-agent system, where the local objective functions have the smooth+nonsmooth composite form, and are…
In this paper, we present several new results on minimizing a nonsmooth and nonconvex function under a Lipschitz condition. Recent work shows that while the classical notion of Clarke stationarity is computationally intractable up to some…
Existing decentralized stochastic optimization methods assume the lower-level loss function is strongly convex and the stochastic gradient noise has finite variance. These strong assumptions typically are not satisfied in real-world machine…
Optimization of convex functions under stochastic zeroth-order feedback has been a major and challenging question in online learning. In this work, we consider the problem of optimizing second-order smooth and strongly convex functions…
We analyze the global and local behavior of gradient-like flows under stochastic errors towards the aim of solving convex optimization problems with noisy gradient input. We first study the unconstrained differentiable convex case, using a…
Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…
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…