相关论文: FlexPD: A Flexible Framework Of First-Order Primal…
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…
We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to…
In this paper we propose and analyze two dual methods based on inexact gradient information and averaging that generate approximate primal solutions for smooth convex optimization problems. The complicating constraints are moved into the…
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…
This paper develops a distributed primal-dual algorithm via event-triggered mechanism to solve a class of convex optimization problems subject to local set constraints, coupled equality and inequality constraints. Different from some…
We propose a novel decomposition framework for the distributed optimization of Difference Convex (DC)-type nonseparable sum-utility functions subject to coupling convex constraints. A major contribution of the paper is to develop for the…
This paper studies distributed convex optimization with both affine equality and nonlinear inequality couplings through the duality analysis. We first formulate the dual of the coupling-constraint problem and reformulate it as a consensus…
This paper studies distributed online convex optimization with time-varying coupled constraints, motivated by distributed online control in network systems. Most prior work assumes a separability condition: the global objective and coupled…
Decentralized optimization is widely used in large scale and privacy preserving machine learning and various distributed control and sensing systems. It is assumed that every agent in the network possesses a local objective function, and…
The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…
We design accelerated algorithms with improved rates for several fundamental classes of optimization problems. Our algorithms all build upon techniques related to the analysis of primal-dual extragradient methods via relative Lipschitzness…
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…
We propose a modified primal-dual method for general convex optimization problems with changing constraints. We obtain properties of Lagrangian saddle points for these problems which enable us to establish convergence of the proposed…
This paper introduces consensus-based primal-dual methods for distributed online optimization where the time-varying system objective function $f_t(\mathbf{x})$ is given as the sum of local agents' objective functions, i.e.,…
Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…
In this paper, we develop a novel distributed algorithm for addressing convex optimization with both nonlinear inequality and linear equality constraints, where the objective function can be a general nonsmooth convex function and all the…
This paper studies a distributed stochastic optimization problem over random networks with imperfect communications subject to a global constraint, which is the intersection of local constraint sets assigned to agents. The global cost…
In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing…
We consider a multi-agent framework for distributed optimization where each agent has access to a local smooth strongly convex function, and the collective goal is to achieve consensus on the parameters that minimize the sum of the agents'…
In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…