中文
相关论文

相关论文: DAve-QN: A Distributed Averaged Quasi-Newton Metho…

200 篇论文

We study distributed (strongly convex) optimization problems over a network of agents, with no centralized nodes. The loss functions of the agents are assumed to be \textit{similar}, due to statistical data similarity or otherwise. In order…

最优化与控制 · 数学 2022-04-12 Ye Tian , Gesualdo Scutari , Tianyu Cao , Alexander Gasnikov

Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that we consider time-varying computational networks, which are…

最优化与控制 · 数学 2023-07-26 Olga Yufereva , Michael Persiianov , Pavel Dvurechensky , Alexander Gasnikov , Dmitry Kovalev

We consider distributed optimization methods for problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We leverage randomized sketches for reducing the problem dimensions as well as…

最优化与控制 · 数学 2022-03-21 Burak Bartan , Mert Pilanci

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

最优化与控制 · 数学 2020-01-08 Bryan Van Scoy , Laurent Lessard

We provide the first deterministic distributed synchronizer with near-optimal time complexity and message complexity overheads. Concretely, given any distributed algorithm $\mathcal{A}$ that has time complexity $T$ and message complexity…

数据结构与算法 · 计算机科学 2023-05-12 Mohsen Ghaffari , Anton Trygub

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

数值分析 · 计算机科学 2017-10-18 Hiva Ghanbari , Katya Scheinberg

In modern data science, it is common that large-scale data are stored and processed parallelly across a great number of locations. For reasons including confidentiality concerns, only limited data information from each parallel center is…

统计方法学 · 统计学 2022-07-14 Ziyan Yin

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

In this work we focus on the problem of minimizing the sum of convex cost functions in a distributed fashion over a peer-to-peer network. In particular, we are interested in the case in which communications between nodes are prone to…

最优化与控制 · 数学 2020-07-24 Nicola Bastianello , Ruggero Carli , Luca Schenato , Marco Todescato

For distributed computing with Byzantine machines under Privacy Protection (PP) constraints, this paper develops a robust PP distributed quasi-Newton estimation, which only requires the node machines to transmit five vectors to the central…

机器学习 · 统计学 2024-08-23 Chuhan Wang , Lixing Zhu , Xuehu Zhu

Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…

最优化与控制 · 数学 2023-03-14 Hsu Kao , Vijay Subramanian

In this paper we propose and analyze a distributed algorithm for achieving globally optimal decisions, either estimation or detection, through a self-synchronization mechanism among linearly coupled integrators initialized with local…

信息论 · 计算机科学 2016-11-15 Gesualdo Scutari , Sergio Barbarossa , Loreto Pescosolido

In this paper we consider a distributed optimization scenario in which the aggregate objective function to minimize is partitioned, big-data and possibly non-convex. Specifically, we focus on a set-up in which the dimension of the decision…

分布式、并行与集群计算 · 计算机科学 2017-03-27 Ivano Notarnicola , Giuseppe Notarstefano

A distributed discrete-time algorithm is proposed for multi-agent networks to achieve a common least squares solution of a group of linear equations, in which each agent only knows some of the equations and is only able to receive…

系统与控制 · 计算机科学 2017-10-02 Xuan Wang , Jingqiu Zhou , Shaoshuai Mou , Martin J. Corless

In this paper, we propose a quasi-Newton method for solving smooth and monotone nonlinear equations, including unconstrained minimization and minimax optimization as special cases. For the strongly monotone setting, we establish two global…

最优化与控制 · 数学 2024-10-04 Ruichen Jiang , Aryan Mokhtari

A distributed algorithm is described for solving a linear algebraic equation of the form $Ax=b$ assuming the equation has at least one solution. The equation is simultaneously solved by $m$ agents assuming each agent knows only a subset of…

系统与控制 · 计算机科学 2015-03-04 Shaoshuai Mou , Ji Liu , A. Stephen Morse

In this paper we consider a novel partitioned framework for distributed optimization in peer-to-peer networks. In several important applications the agents of a network have to solve an optimization problem with two key features: (i) the…

系统与控制 · 计算机科学 2018-05-23 Ivano Notarnicola , Ruggero Carli , Giuseppe Notarstefano

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

最优化与控制 · 数学 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…

最优化与控制 · 数学 2021-06-16 Van Sy Mai , Richard J. La , Tao Zhang , Abdella Battou

In computer networks, participants may cooperate in processing tasks, so that loads are balanced among them. We present local distributed algorithms that (repeatedly) use local imbalance criteria to transfer loads concurrently across the…

分布式、并行与集群计算 · 计算机科学 2020-10-07 Yefim Dinitz , Shlomi Dolev , Manish Kumar