An introduction to decentralized stochastic optimization with gradient tracking

R Xin, S Kar, UA Khan - arXiv preprint arXiv:1907.09648, 2019 - arxiv.org
Decentralized solutions to finite-sum minimization are of significant importance in many
signal processing, control, and machine learning applications. In such settings, the data is …

Quantization design for unconstrained distributed optimization

Y Pu, MN Zeilinger, CN Jones - 2015 American Control …, 2015 - ieeexplore.ieee.org
We consider an unconstrained distributed optimization problem and assume that the bit rate
of the communication in the network is limited. We propose a distributed optimization …

Distributed random reshuffling over networks

K Huang, X Li, A Milzarek, S Pu… - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
In this paper, we consider distributed optimization problems where agents, each possessing
a local cost function, collaboratively minimize the average of the local cost functions over a …

Distributed online stochastic-constrained convex optimization with bandit feedback

C Wang, S Xu, D Yuan - IEEE Transactions on Cybernetics, 2022 - ieeexplore.ieee.org
This article studies the distributed online stochastic convex optimization problem with the
time-varying constraint over a multiagent system constructed by various agents. The …

Improving the transient times for distributed stochastic gradient methods

K Huang, S Pu - IEEE Transactions on Automatic Control, 2022 - ieeexplore.ieee.org
We consider the distributed optimization problem where agents, each possessing a local
cost function, collaboratively minimize the average of the cost functions over a connected …

A distributed algorithm for convex constrained optimization under noise

N Chatzipanagiotis… - IEEE Transactions on …, 2015 - ieeexplore.ieee.org
We present a novel distributed algorithm for convex constrained optimization problems that
are subject to noise corruption and uncertainties. The proposed scheme can be classified as …

Robust distributed accelerated stochastic gradient methods for multi-agent networks

A Fallah, M Gürbüzbalaban, A Ozdaglar… - Journal of machine …, 2022 - jmlr.org
We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG)
for solving decentralized strongly convex stochastic optimization problems where the …

Communication-efficient algorithms for decentralized and stochastic optimization

G Lan, S Lee, Y Zhou - Mathematical Programming, 2020 - Springer
We present a new class of decentralized first-order methods for nonsmooth and stochastic
optimization problems defined over multiagent networks. Considering that communication is …

Distributed stochastic approximation for solving network optimization problems under random quantization

TT Doan, ST Maguluri, J Romberg - arXiv preprint arXiv:1810.11568, 2018 - arxiv.org
We study distributed optimization problems over a network when the communication
between the nodes is constrained, and so information that is exchanged between the nodes …

Gradient-tracking-based distributed optimization with guaranteed optimality under noisy information sharing

Y Wang, T Başar - IEEE Transactions on Automatic Control, 2022 - ieeexplore.ieee.org
Distributed optimization enables networked agents to cooperatively solve a global
optimization problem. Despite making significant inroads, most existing results on distributed …