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In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…
In this article, we present a finite time stopping criterion for consensus algorithms in networks with dynamic communication topology. Recent results provide asymptotic convergence to the consensus algorithm. However, the asymptotic…
We study the performance of sequential contention resolution and matching algorithms on random graphs with vanishing edge probabilities. When the edges of the graph are processed in an adversarially-chosen order, we derive a new OCRS that…
We present a new and efficient algorithm for determining a consensus value for a network of agents. Different from existing algorithms, our algorithm evaluates the consensus value for very large networks using heat kernel pagerank. We…
In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
Consensus optimization has received considerable attention in recent years. A number of decentralized algorithms have been proposed for {convex} consensus optimization. However, to the behaviors or consensus \emph{nonconvex} optimization,…
The frame algorithm uses a simple recursive formula to approximate an unknown vector from its frame coefficients. This note introduces an adaptive version of the frame algorithm that maximizes the error reduction between steps in terms of…
In modern data science problems, techniques for extracting value from big data require performing large-scale optimization over heterogenous, irregularly structured data. Much of this data is best represented as multi-relational graphs,…
This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…
Missing values arise in most real-world data sets due to the aggregation of multiple sources and intrinsically missing information (sensor failure, unanswered questions in surveys...). In fact, the very nature of missing values usually…
We introduce a new class of distributed algorithms for the approximate consensus problem in dynamic rooted networks, which we call amortized averaging algorithms. They are deduced from ordinary averaging algorithms by adding a…
The growing interest for high dimensional and functional data analysis led in the last decade to an important research developing a consequent amount of techniques. Parallelized algorithms, which consist in distributing and treat the data…
Multi agent consensus algorithms with update steps based on so-called balanced asymmetric chains, are analyzed. For such algorithms it is shown that (i) the set of accumulation points of states is finite, (ii) the asymptotic unconditional…
In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…
This paper considers distributed average consensus using finite-bit bounded quantizer with possibly unbounded data. Under the framework of the alternating direction method of multipliers (ADMM), we develop distributed averaging algorithms…
This paper introduces some tools from graph theory and distributed consensus algorithms to construct an optimal, yet robust, hierarchical information sharing structure for large-scale decision making and control problems. The proposed…
This paper proposes a new family of algorithms for the online optimisation of composite objectives. The algorithms can be interpreted as the combination of the exponentiated gradient and $p$-norm algorithm. Combined with algorithmic ideas…
Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…
This paper proposes matrix-scaled consensus algorithm, which generalizes the scaled consensus algorithm in \cite{Roy2015scaled}. In (scalar) scaled consensus algorithms, the agents' states do not converge to a common value, but to different…
Average consensus algorithms have wide applications in distributed computing systems where all the nodes agree on the average value of their initial states by only exchanging information with their local neighbors. In this letter, we look…