Distributed zeroth-order stochastic optimization in time-varying networks

W Li, M Assaad - arXiv preprint arXiv:2105.12597, 2021 - arxiv.org
We consider a distributed convex optimization problem in a network which is time-varying
and not always strongly connected. The local cost function of each node is affected by some …

Distributed zeroth order optimization over random networks: A Kiefer-Wolfowitz stochastic approximation approach

AK Sahu, D Jakovetic, D Bajovic… - 2018 IEEE Conference …, 2018 - ieeexplore.ieee.org
We study a standard distributed optimization framework where N networked nodes
collaboratively minimize the sum of their local convex costs. The main body of existing work …

A Zeroth-Order Variance-Reduced Method for Decentralized Stochastic Non-convex Optimization

H Chen, J Chen, K Wei - arXiv preprint arXiv:2310.18883, 2023 - arxiv.org
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 …

Subgradient-free stochastic optimization algorithm for non-smooth convex functions over time-varying networks

Y Wang, W Zhao, Y Hong, M Zamani - arXiv preprint arXiv:1806.08537, 2018 - arxiv.org
In this paper we consider a distributed stochastic optimization problem without the
gradient/subgradient information for the local objective functions, subject to local convex …

Distributed stochastic optimization with gradient tracking over strongly-connected networks

R Xin, AK Sahu, UA Khan, S Kar - 2019 IEEE 58th Conference …, 2019 - ieeexplore.ieee.org
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 …

Zeroth-order algorithms for stochastic distributed nonconvex optimization

X Yi, S Zhang, T Yang, KH Johansson - Automatica, 2022 - Elsevier
In this paper, we consider a stochastic distributed nonconvex optimization problem with the
cost function being distributed over n agents having access only to zeroth-order (ZO) …

Communication-efficient distributed strongly convex stochastic optimization: Non-asymptotic rates

AK Sahu, D Jakovetic, D Bajovic, S Kar - arXiv preprint arXiv:1809.02920, 2018 - arxiv.org
We examine fundamental tradeoffs in iterative distributed zeroth and first order stochastic
optimization in multi-agent networks in terms of\emph {communication cost}(number of per …

Linearly convergent algorithm with variance reduction for distributed stochastic optimization

J Lei, P Yi, J Chen, Y Hong - arXiv preprint arXiv:2002.03269, 2020 - arxiv.org
This paper considers a distributed stochastic strongly convex optimization, where agents
connected over a network aim to cooperatively minimize the average of all agents' local cost …

An accelerated method for decentralized distributed stochastic optimization over time-varying graphs

A Rogozin, M Bochko, P Dvurechensky… - 2021 60th IEEE …, 2021 - ieeexplore.ieee.org
We consider a distributed stochastic optimization problem that is solved by a decentralized
network of agents with only local communication between neighboring agents. The goal of …

Aggregating stochastic gradients in distributed optimization

TT Doan - 2018 Annual American Control Conference (ACC), 2018 - ieeexplore.ieee.org
Motivated by broad applications in computer science and engineering, we study distributed
algorithms for optimization problems over a network of nodes, where the goal is to optimize …