相关论文: DSCOVR: Randomized Primal-Dual Block Coordinate Al…

Several interesting problems in multi-robot systems can be cast in the framework of distributed optimization. Examples include multi-robot task allocation, vehicle routing, target protection, and surveillance. While the theoretical analysis…

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…

Recently introduced distributed zeroth-order optimization (ZOO) algorithms have shown their utility in distributed reinforcement learning (RL). Unfortunately, in the gradient estimation process, almost all of them require random samples…

We develop a novel randomised block coordinate primal-dual algorithm for a class of non-smooth ill-posed convex programs. Lying in the midway between the celebrated Chambolle-Pock primal-dual algorithm and Tseng's accelerated proximal…

Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous…

This paper presents an asynchronous incremental aggregated gradient algorithm and its implementation in a parameter server framework for solving regularized optimization problems. The algorithm can handle both general convex (possibly…

Training structured prediction models is time-consuming. However, most existing approaches only use a single machine, thus, the advantage of computing power and the capacity for larger data sets of multiple machines have not been exploited.…

We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a…

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…

Distributed optimization consists of multiple computation nodes working together to minimize a common objective function through local computation iterations and network-constrained communication steps. In the context of robotics,…

This paper investigates accelerating the convergence of distributed optimization algorithms on non-convex problems. We propose a distributed primal-dual stochastic gradient descent~(SGD) equipped with "powerball" method to accelerate. We…

In distributed machine learning, efficient training across multiple agents with different data distributions poses significant challenges. Even with a centralized coordinator, current algorithms that achieve optimal communication complexity…

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

In modern decentralized applications, ensuring communication efficiency and privacy for the users are the key challenges. In order to train machine-learning models, the algorithm has to communicate to the data center and sample data for its…

This paper develops column partition based distributed schemes for a class of large-scale convex sparse optimization problems, e.g., basis pursuit (BP), LASSO, basis pursuit denosing (BPDN), and their extensions, e.g., fused LASSO. We are…

We introduce a new and increasingly relevant setting for distributed optimization in machine learning, where the data defining the optimization are unevenly distributed over an extremely large number of nodes. The goal is to train a…

There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…