相关论文: A Decentralized Primal-Dual Method with Quasi-Newt…

In this paper we propose a randomized primal-dual proximal block coordinate updating framework for a general multi-block convex optimization model with coupled objective function and linear constraints. Assuming mere convexity, we establish…

Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…

This paper presents a simple primal dual method named DPD which is a flexible framework for a class of saddle point problem with or without strongly convex component. The presented method has linearized version named LDPD and exact version…

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…

We consider a generic convex optimization problem associated with regularized empirical risk minimization of linear predictors. The problem structure allows us to reformulate it as a convex-concave saddle point problem. We propose a…

Minimax optimization plays an important role in many machine learning tasks such as generative adversarial networks (GANs) and adversarial training. Although recently a wide variety of optimization methods have been proposed to solve the…

We propose a distributed accelerated primal-dual method with backtracking (D-APDB) for cooperative multi-agent constrained consensus optimization problems over an undirected network of agents, where only those agents connected by an edge…

We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…

In this paper, we showcase the interplay between discrete and continuous optimization in network-structured settings. We propose the first fully decentralized optimization method for a wide class of non-convex objective functions that…

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 consider the decentralized dynamic optimization problem defined over a multi-agent network. Each agent possesses a time-varying local objective function, and all agents aim to collaboratively track the drifting global…

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify…

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…

In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…

Orthogonal Frequency Division Multiplexing (OFDM) is the key component of many emerging broadband wireless access standards. The resource allocation in OFDM uplink, however, is challenging due to heterogeneity of users' Quality of Service…

This paper investigates two accelerated primal-dual mirror dynamical approaches for smooth and nonsmooth convex optimization problems with affine and closed, convex set constraints. In the smooth case, an accelerated primal-dual mirror…

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 proposes D-ripALM, a Decentralized relative-type inexact proximal Augmented Lagrangian Method for consensus convex optimization over multi-agent networks. D-ripALM adopts a double-loop distributed optimization framework that…

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…