相关论文: Dynamic cut aggregation in L-shaped algorithms

In distributed stochastic optimization, where parallel and asynchronous methods are employed, we establish optimal time complexities under virtually any computation behavior of workers/devices/CPUs/GPUs, capturing potential disconnections…

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

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…

In this paper, we introduce a technique to enhance the computational efficiency of solution algorithms for high-dimensional discrete simulation-based optimization problems. The technique is based on innovative adaptive partitioning…

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

In recent years, the paradigm of cloud computing has emerged as an architecture for computing that makes use of distributed (networked) computing resources. In this paper, we consider a distributed computing algorithmic scheme for…

Finding a maximum cut is a fundamental task in many computational settings. Surprisingly, it has been insufficiently studied in the classic distributed settings, where vertices communicate by synchronously sending messages to their…

The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery…

We study the problem of finding and monitoring fixed-size subgraphs in a continually changing large-scale graph. We present the first approach that (i) performs worst-case optimal computation and communication, (ii) maintains a total memory…

In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without…

In this paper, we propose a novel distributed data-driven optimization scheme. In detail, we focus on the so-called aggregative framework, a scenario in which a set of agents aim to cooperatively minimize the sum of local costs, each…

We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

We introduce a new, high-throughput, synchronous, distributed, data-parallel, stochastic-gradient-descent learning algorithm. This algorithm uses amortized inference in a compute-cluster-specific, deep, generative, dynamical model to…

In this paper we consider a distributed optimization scenario in which a set of processors aims at minimizing the maximum of a collection of "separable convex functions" subject to local constraints. This set-up is motivated by peak-demand…

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Within the framework of the augmented Lagrangian (AL), we propose a novel distributed optimization method, termed Distributed Augmented Lagrangian Decomposition (DALD), and provide a rigorous convergence proof for its standard version. To…