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We examine fundamental tradeoffs in iterative distributed zeroth and first order stochastic optimization in multi-agent networks in terms of \emph{communication cost} (number of per-node transmissions) and \emph{computational cost},…

最优化与控制 · 数学 2018-09-11 Anit Kumar Sahu , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

Decentralized optimization methods enable on-device training of machine learning models without a central coordinator. In many scenarios communication between devices is energy demanding and time consuming and forms the bottleneck of the…

最优化与控制 · 数学 2020-11-04 Dmitry Kovalev , Anastasia Koloskova , Martin Jaggi , Peter Richtarik , Sebastian U. Stich

In distributed systems, communication is a major concern due to issues such as its vulnerability or efficiency. In this paper, we are interested in estimating sparse inverse covariance matrices when samples are distributed into different…

统计方法学 · 统计学 2016-10-04 Jesús Arroyo , Elizabeth Hou

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

最优化与控制 · 数学 2018-06-20 Van Sy Mai , Eyad H. Abed

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

信息论 · 计算机科学 2018-07-31 Wenjie Li , Mohamad Assaad

We consider the problem of optimal reactive power compensation for the minimization of power distribution losses in a smart microgrid. We first propose an approximate model for the power distribution network, which allows us to cast the…

最优化与控制 · 数学 2013-12-17 Saverio Bolognani , Sandro Zampieri

We consider the communication complexity of a number of distributed optimization problems. We start with the problem of solving a linear system. Suppose there is a coordinator together with $s$ servers $P_1, \ldots, P_s$, the $i$-th of…

数据结构与算法 · 计算机科学 2019-11-01 Santosh S. Vempala , Ruosong Wang , David P. Woodruff

In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

最优化与控制 · 数学 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais

Eigendecomposition of symmetric matrices is at the heart of many computer vision algorithms. However, the derivatives of the eigenvectors tend to be numerically unstable, whether using the SVD to compute them analytically or using the Power…

计算机视觉与模式识别 · 计算机科学 2021-04-09 Wei Wang , Zheng Dang , Yinlin Hu , Pascal Fua , Mathieu Salzmann

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

最优化与控制 · 数学 2017-05-02 Guannan Qu , Na Li

This work concerns the analysis and design of distributed first-order optimization algorithms over time-varying graphs. The goal of such algorithms is to optimize a global function that is the average of local functions using only local…

最优化与控制 · 数学 2020-02-17 Akhil Sundararajan , Bryan Van Scoy , Laurent Lessard

A number of problems in relational Artificial Intelligence can be viewed as Stochastic Constraint Optimization Problems (SCOPs). These are constraint optimization problems that involve objectives or constraints with a stochastic component.…

人工智能 · 计算机科学 2018-07-04 Anna L. D. Latour , Behrouz Babaki , Siegfried Nijssen

This paper presents a decentralized volt-var optimization (VVO) and network reconfiguration strategy to address the challenges arising from the growing integration of distributed energy resources, particularly photovoltaic (PV) generation…

最优化与控制 · 数学 2024-01-10 Geunyeong Byeon , Kibaek Kim

Optimal power flow (OPF) is an important problem for power generation and it is in general non-convex. With the employment of renewable energy, it will be desirable if OPF can be solved very efficiently so its solution can be used in real…

最优化与控制 · 数学 2011-09-27 Albert Y. S. Lam , Baosen Zhang , David Tse

This paper considers the sparse eigenvalue problem, which is to extract dominant (largest) sparse eigenvectors with at most $k$ non-zero components. We propose a simple yet effective solution called truncated power method that can…

机器学习 · 统计学 2011-12-13 Xiao-Tong Yuan , Tong Zhang

We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…

最优化与控制 · 数学 2017-04-20 Alessandro Falsone , Kostas Margellos , Simone Garatti , Maria Prandini

Information compression is essential to reduce communication cost in distributed optimization over peer-to-peer networks. This paper proposes a communication-efficient linearly convergent distributed (COLD) algorithm to solve strongly…

最优化与控制 · 数学 2021-05-17 Jiaqi Zhang , Keyou You , Lihua Xie

We consider an energy minimization problem for cooperative LTE networks. To reduce energy consumption, we investigate how to jointly optimize the transmit power and the association between cells and user equipments (UEs), by taking into…

信息论 · 计算机科学 2017-06-23 Lei You , Lei Lei , Di Yuan

We present a methodology to automatically compute worst-case performance bounds for a large class of first-order decentralized optimization algorithms. These algorithms aim at minimizing the average of local functions that are distributed…

最优化与控制 · 数学 2023-12-14 Sebastien Colla , Julien M. Hendrickx

We propose a distributed algorithm to solve a dynamic programming problem with multiple agents, where each agent has only partial knowledge of the state transition probabilities and costs. We provide consensus proofs for the presented…

最优化与控制 · 数学 2023-06-19 Nikolaus Vertovec , Kostas Margellos