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In this paper, we study distributed big-data nonconvex optimization in multi-agent networks. We consider the (constrained) minimization of the sum of a smooth (possibly) nonconvex function, i.e., the agents' sum-utility, plus a convex…

分布式、并行与集群计算 · 计算机科学 2018-05-03 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

最优化与控制 · 数学 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of…

最优化与控制 · 数学 2025-05-20 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…

最优化与控制 · 数学 2021-08-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…

最优化与控制 · 数学 2022-08-16 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

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

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 studies a class of distributed optimization algorithms by a set of agents, where each agent has only access to its own local convex objective function, and jointly minimizes the sum of the functions. The communications among…

最优化与控制 · 数学 2016-11-11 Qingguo Lü , Huaqing Li

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

最优化与控制 · 数学 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…

系统与控制 · 电气工程与系统科学 2021-05-27 Vivek Khatana , Govind Saraswat , Sourav Patel , Murti V. Salapaka

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

数值分析 · 计算机科学 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

最优化与控制 · 数学 2014-02-04 Ion Necoara , Valentin Nedelcu

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

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

最优化与控制 · 数学 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

最优化与控制 · 数学 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

Stochastic bilevel optimization tackles challenges involving nested optimization structures. Its fast-growing scale nowadays necessitates efficient distributed algorithms. In conventional distributed bilevel methods, each worker must…

最优化与控制 · 数学 2024-05-30 Yutong He , Jie Hu , Xinmeng Huang , Songtao Lu , Bin Wang , Kun Yuan

We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…

最优化与控制 · 数学 2021-10-14 Farzad Yousefian , Jayesh Yevale , Harshal D. Kaushik

We address the problem of distributed convex unconstrained optimization over networks characterized by asynchronous and possibly lossy communications. We analyze the case where the global cost function is the sum of locally coupled local…

最优化与控制 · 数学 2020-10-06 Marco Todescato , Nicoletta Bof , Guido Cavraro , Ruggero Carli , Luca Schenato

In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…

最优化与控制 · 数学 2024-12-03 Ion Necoara , Nitesh Kumar Singh

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

最优化与控制 · 数学 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer