Distributed linearized alternating direction method of multipliers for composite convex consensus optimization

NS Aybat, Z Wang, T Lin, S Ma - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
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 …

Stochastic proximal gradient consensus over random networks

M Hong, TH Chang - IEEE Transactions on Signal Processing, 2017 - ieeexplore.ieee.org
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 …

On the convergence rate of distributed gradient methods for finite-sum optimization under communication delays

TT Doan, CL Beck, R Srikant - Proceedings of the ACM on Measurement …, 2017 - dl.acm.org
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 …

Distributed Nash equilibrium seeking via the alternating direction method of multipliers

F Salehisadaghiani, L Pavel - IFAC-PapersOnLine, 2017 - Elsevier
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 …

An asynchronous distributed proximal gradient method for composite convex optimization

N Aybat, Z Wang, G Iyengar - International Conference on …, 2015 - proceedings.mlr.press
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 …

A two-level distributed algorithm for nonconvex constrained optimization

K Sun, XA Sun - Computational Optimization and Applications, 2023 - Springer
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 …

Distributed inexact dual consensus ADMM for network resource allocation

L Jian, J Hu, J Wang, K Shi - Optimal Control Applications and …, 2019 - Wiley Online Library
This paper investigates two novel distributed algorithms based on alternating direction
method of multipliers (ADMM) for network resource allocation of N agents. The main …

Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers

K Sun, XA Sun - SIAM Journal on Optimization, 2024 - SIAM
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 …

Distributed optimization, averaging via ADMM, and network topology

G França, J Bento - Proceedings of the IEEE, 2020 - ieeexplore.ieee.org
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 …

Sublinear and linear convergence of modified ADMM for distributed nonconvex optimization

X Yi, S Zhang, T Yang, T Chai… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
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 …