A survey of distributed optimization

T Yang, X Yi, J Wu, Y Yuan, D Wu, Z Meng… - Annual Reviews in …, 2019 - Elsevier
In distributed optimization of multi-agent systems, agents cooperate to minimize a global
function which is a sum of local objective functions. Motivated by applications including …

A dual approach for optimal algorithms in distributed optimization over networks

CA Uribe, S Lee, A Gasnikov… - 2020 Information theory …, 2020 - ieeexplore.ieee.org
We study dual-based algorithms for distributed convex optimization problems over networks,
where the objective is to minimize a sum Σ i= 1 mfi (z) of functions over in a network. We …

Distributed algorithms for composite optimization: Unified framework and convergence analysis

J Xu, Y Tian, Y Sun, G Scutari - IEEE Transactions on Signal …, 2021 - ieeexplore.ieee.org
We study distributed composite optimization over networks: agents minimize a sum of
smooth (strongly) convex functions–the agents' sum-utility–plus a nonsmooth (extended …

Distributed optimization for smart cyber-physical networks

G Notarstefano, I Notarnicola… - Foundations and Trends …, 2019 - nowpublishers.com
The presence of embedded electronics and communication capabilities as well as sensing
and control in smart devices has given rise to the novel concept of cyber-physical networks …

Analysis and design of first-order distributed optimization algorithms over time-varying graphs

A Sundararajan, B Van Scoy… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
This work concerns the analysis and design of distributed first-order optimization algorithms
over time-varying graphs. The goal of such algorithms is to optimize a global function that is …

Characterizing the exact behaviors of temporal difference learning algorithms using Markov jump linear system theory

B Hu, U Syed - Advances in neural information processing …, 2019 - proceedings.neurips.cc
In this paper, we provide a unified analysis of temporal difference learning algorithms with
linear function approximators by exploiting their connections to Markov jump linear systems …

The gradient tracking is a distributed integral action

I Notarnicola, M Bin, L Marconi… - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
We revisit the recent gradient tracking algorithm for distributed consensus optimization from
a control theoretic viewpoint. We show that the algorithm can be constructed by solving a …

A tutorial on the structure of distributed optimization algorithms

B Van Scoy, L Lessard - 2023 62nd IEEE Conference on …, 2023 - ieeexplore.ieee.org
We consider the distributed optimization problem for a multi-agent system. Here, multiple
agents cooperatively optimize an objective by sharing information through a communication …

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 …

A canonical form for first-order distributed optimization algorithms

A Sundararajan, B Van Scoy… - 2019 American Control …, 2019 - ieeexplore.ieee.org
We consider the distributed optimization problem in which a network of agents aims to
minimize the average of local functions. To solve this problem, several algorithms have …