相关论文: Geometrically Convergent Distributed Optimization …

Gradient descent is slow to converge for ill-conditioned problems and non-convex problems. An important technique for acceleration is step-size adaptation. The first part of this paper contains a detailed review of step-size adaptation…

This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…

We consider alternating gradient descent (AGD) with fixed step size applied to the asymmetric matrix factorization objective. We show that, for a rank-$r$ matrix $\mathbf{A} \in \mathbb{R}^{m \times n}$, $T = C…

Inspired by the success of performing multiple local optimization steps between communication rounds in federated learning, incorporating such local updates into distributed optimization has recently attracted growing interest. However,…

Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…

The graph-based invariant set (GIS) algorithm is a promising set-based technique for computing the largest (with respect to inclusion) control invariant set of general discrete-time nonlinear dynamical systems. However, like other invariant…

This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…

Distance metric learning is successful in discovering intrinsic relations in data. However, most algorithms are computationally demanding when the problem size becomes large. In this paper, we propose a discriminative metric learning…

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

We introduce the Projected Push-Pull algorithm that enables multiple agents to solve a distributed constrained optimization problem with private cost functions and global constraints, in a collaborative manner. Our algorithm employs…

Two distributed algorithms are described that enable all users connected over a network to cooperatively solve the problem of minimizing the sum of all users' objective functions over the intersection of all users' constraint sets, where…

Recently a distributed algorithm has been proposed for multi-agent networks to solve a system of linear algebraic equations, by assuming each agent only knows part of the system and is able to communicate with nearest neighbors to update…

In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…

This paper studies clustering algorithms for dynamically evolving graphs $\{G_t\}$, in which new edges (and potential new vertices) are added into a graph, and the underlying cluster structure of the graph can gradually change. The paper…

Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…

This paper presents a decentralized algorithm for solving distributed convex optimization problems in dynamic networks with time-varying objectives. The unique feature of the algorithm lies in its ability to accommodate a wide range of…

The $t$-digest is a data structure that can be queried for approximate quantiles, with greater accuracy near the minimum and maximum of the distribution. We develop a $t$-digest variant with accuracy asymmetric about the median, thereby…

Distributed aggregative optimization methods are gaining increased traction due to their ability to address cooperative control and optimization problems, where the objective function of each agent depends not only on its own decision…

This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…

While adversarial training and its variants have shown to be the most effective algorithms to defend against adversarial attacks, their extremely slow training process makes it hard to scale to large datasets like ImageNet. The key idea of…