Distributed linearized alternating direction method of multipliers for composite convex consensus optimization
Given an undirected graph G=(N, E) of agents N={1,..., N} connected with edges in E, we
study how to compute an optimal decision on which there is consensus among agents and …
study how to compute an optimal decision on which there is consensus among agents and …
Stochastic proximal gradient consensus over random networks
We consider solving a convex optimization problem with possibly stochastic gradient, and
over a randomly time-varying multiagent network. Each agent has access to some local …
over a randomly time-varying multiagent network. Each agent has access to some local …
On the convergence rate of distributed gradient methods for finite-sum optimization under communication delays
Motivated by applications in machine learning and statistics, we study distributed
optimization problems over a network of processors, where the goal is to optimize a global …
optimization problems over a network of processors, where the goal is to optimize a global …
Distributed Nash equilibrium seeking via the alternating direction method of multipliers
In this paper, the problem of finding a Nash equilibrium (NE) of a multi-player game is
considered. The players are only aware of their own cost functions as well as the action …
considered. The players are only aware of their own cost functions as well as the action …
An asynchronous distributed proximal gradient method for composite convex optimization
We propose a distributed first-order augmented Lagrangian (DFAL) algorithm to minimize
the sum of composite convex functions, where each term in the sum is a private cost function …
the sum of composite convex functions, where each term in the sum is a private cost function …
A two-level distributed algorithm for nonconvex constrained optimization
This paper aims to develop distributed algorithms for nonconvex optimization problems with
complicated constraints associated with a network. The network can be a physical one, such …
complicated constraints associated with a network. The network can be a physical one, such …
Distributed inexact dual consensus ADMM for network resource allocation
This paper investigates two novel distributed algorithms based on alternating direction
method of multipliers (ADMM) for network resource allocation of N agents. The main …
method of multipliers (ADMM) for network resource allocation of N agents. The main …
Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers
Classical primal-dual algorithms attempt to solve by alternately minimizing over the primal
variable through primal descent and maximizing the dual variable through dual ascent …
variable through primal descent and maximizing the dual variable through dual ascent …
Distributed optimization, averaging via ADMM, and network topology
There has been an increasing necessity for scalable optimization methods, especially due to
the explosion in the size of data sets and model complexity in modern machine learning …
the explosion in the size of data sets and model complexity in modern machine learning …
Sublinear and linear convergence of modified ADMM for distributed nonconvex optimization
In this article, we consider distributed nonconvex optimization over an undirected connected
network. Each agent can only access to its own local nonconvex cost function and all agents …
network. Each agent can only access to its own local nonconvex cost function and all agents …