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In this work, we consider a distributed multi-agent stochastic optimization problem, where each agent holds a local objective function that is smooth and convex, and that is subject to a stochastic process. The goal is for all agents to…

最优化与控制 · 数学 2022-10-12 Elissa Mhanna , Mohamad Assaad

We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…

最优化与控制 · 数学 2012-04-10 John C. Duchi , Peter L. Bartlett , Martin J. Wainwright

We study distributed stochastic nonconvex optimization in multi-agent networks. We introduce a novel algorithmic framework for the distributed minimization of the sum of the expected value of a smooth (possibly nonconvex) function (the…

信号处理 · 电气工程与系统科学 2020-05-13 Paolo Di Lorenzo , Simone Scardapane

This paper studies a distributed policy gradient in collaborative multi-agent reinforcement learning (MARL), where agents over a communication network aim to find the optimal policy to maximize the average of all agents' local returns. Due…

多智能体系统 · 计算机科学 2022-12-06 Xiaoxiao Zhao , Jinlong Lei , Li Li , Jie Chen

In this paper, we consider a distributed stochastic non-convex optimization problem, which is about minimizing a sum of $n$ local cost functions over a network with only zeroth-order information. A novel single-loop Decentralized…

最优化与控制 · 数学 2023-10-31 Hongxu Chen , Jinchi Chen , Ke Wei

Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…

最优化与控制 · 数学 2020-11-06 Haoran Sun , Songtao Lu , Mingyi Hong

We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…

最优化与控制 · 数学 2021-10-05 Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar , Umut Simsekli , Lingjiong Zhu

In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…

机器学习 · 计算机科学 2019-04-11 Ran Xin , Anit Kumar Sahu , Usman A. Khan , Soummya Kar

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $\epsilon$-accurate first-order…

最优化与控制 · 数学 2021-06-15 Ran Xin , Usman A. Khan , Soummya Kar

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

最优化与控制 · 数学 2025-12-16 Maoran Wang , Xingju Cai , Yongxin Chen

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

最优化与控制 · 数学 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan

We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…

机器学习 · 计算机科学 2016-12-21 Zhouyuan Huo , Heng Huang

This paper considers distributed stochastic optimization, in which a number of agents cooperate to optimize a global objective function through local computations and information exchanges with neighbors over a network. Stochastic…

最优化与控制 · 数学 2022-08-09 Jie Hou , Xianlin Zeng , Gang Wang , Jian Sun , Jie Chen

With the increasing scale and dynamics of data, distributed online optimization has become essential for real-time decision-making in various applications. However, existing algorithms often rely on bounded gradient assumptions and overlook…

机器学习 · 计算机科学 2025-08-29 Xinli Shi , Xingxing Yuan , Longkang Zhu , Guanghui Wen

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

最优化与控制 · 数学 2021-09-01 Zhiguo Wang , Jiawei Zhang , Tsung-Hui Chang , Jian Li , Zhi-Quan Luo

We study a distributed method called SAB-TV, which employs gradient tracking to collaboratively minimize the sum of smooth and strongly-convex local cost functions for networked agents communicating over a time-varying directed graph. Each…

最优化与控制 · 数学 2023-10-31 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedich

In this paper, we consider the problem of minimizing the sum of nonconvex and possibly nonsmooth functions over a connected multi-agent network, where the agents have partial knowledge about the global cost function and can only access the…

最优化与控制 · 数学 2019-04-10 Davood Hajinezhad , Michael Zavlanos

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

最优化与控制 · 数学 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

This paper proposes a new framework for distributed optimization, called distributed aggregative optimization, which allows local objective functions to be dependent not only on their own decision variables, but also on the average of…

最优化与控制 · 数学 2020-05-28 Xiuxian Li , Lihua Xie , Yiguang Hong

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

分布式、并行与集群计算 · 计算机科学 2022-02-09 Anastasia Koloskova , Tao Lin , Sebastian U. Stich