相关论文: Communication efficient quasi-Newton distributed o…

In recent years, there has been a growing interest in mathematical models leading to the minimization, in a symmetric matrix space, of a Bregman divergence coupled with a regularization term. We address problems of this type within a…

The forward-backward splitting method (FBS) for minimizing a nonsmooth composite function can be interpreted as a (variable-metric) gradient method over a continuously differentiable function which we call forward-backward envelope (FBE).…

In this work, we consider solving a distributed optimization problem (DOP) in a multi-agent network with multiple agent clusters. In each cluster, the agents manage separable cost functions composed of possibly non-smooth components and aim…

Douglas-Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Each of its iterations requires the sequential solution of two proximal subproblems. The aim of this work is to present a…

This paper presents a finite difference quasi-Newton method for the minimization of noisy functions. The method takes advantage of the scalability and power of BFGS updating, and employs an adaptive procedure for choosing the differencing…

We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…

We consider distributed optimization problems in which a group of agents are to collaboratively seek the global optimum through peer-to-peer communication networks. The problem arises in various application areas, such as resource…

We propose a new approach for analyzing convergence of the Douglas-Rachford splitting method for solving convex composite optimization problems. The approach is based on a continuously differentiable function, the Douglas-Rachford Envelope…

In this paper, we propose the Bregman Douglas-Rachford splitting (BDRS) method and its variant Bregman Peaceman-Rachford splitting method for solving maximal monotone inclusion problem. We show that BDRS is equivalent to a Bregman…

We consider the setting of agents cooperatively minimizing the sum of local objectives plus a regularizer on a graph. This paper proposes a primal-dual method in consideration of three distinctive attributes of real-life multi-agent…

The Douglas--Rachford algorithm is a classic splitting method for finding a zero of the sum of two maximal monotone operators. It has also been applied to settings that involve one weakly and one strongly monotone operator. In this work, we…

This paper focuses on a multi-agent zeroth-order online optimization problem in a federated learning setting for target tracking. The agents only sense their current distances to their targets and aim to maintain a minimum safe distance…

In this paper, we propose a distributed Newton method for consensus optimization. Our approach outperforms state-of-the-art methods, including ADMM. The key idea is to exploit the sparsity of the dual Hessian and recast the computation of…

We adapt the Douglas-Rachford (DR) splitting method to solve nonconvex feasibility problems by studying this method for a class of nonconvex optimization problem. While the convergence properties of the method for convex problems have been…

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

The Douglas-Rachford method, a projection algorithm designed to solve continuous optimization problems, forms the basis of a useful heuristic for solving combinatorial optimization problems. In order to successfully use the method, it is…

We present a new method that includes three key components of distributed optimization and federated learning: variance reduction of stochastic gradients, partial participation, and compressed communication. We prove that the new method has…

There is growing interest in applying distributed machine learning to edge computing, forming federated edge learning. Federated edge learning faces non-i.i.d. and heterogeneous data, and the communication between edge workers, possibly…

In this paper, we study a parameterized Douglas-Rachford splitting method for a class of nonconvex optimization problem. A new merit function is constructed to establish the convergence of the whole sequence generated by the parameterized…

We formulate an optimization problem for maximizing the data rate of a common message transmitted from nodes within an airborne network broadcast to a central station receiver while maintaining a set of intra-network rate demands. Assuming…