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This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies.
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Markov Chains
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Convex Optimization
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“Consensus filters for sensor networks and distributed sensor fusion,”
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“Distributed demand management in smart grid with a congestion game,”
C. Ibars, M. Navarro, and L. Giupponi, · 2010
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“Gossip algorithms for distributed signal processing,”
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“Distributed sparse linear regression,”
G. Mateos, J. A. Bazerque, and G. B. Giannakis, · 2010
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“Multirobot active target tracking with combinations of relative observations,”
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“Cloud-based demand response for smart grid: Architecture and distributed algorithms,”
H. Kim, Y.-J. Kim, K. Yang, and M. Thottan, · 2011
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“Convergence rate analysis of distributed gossip (linear parameter) estimation: Fundamental limits and tradeoffs,”
S. Kar and J. M. F. Moura, · 2011
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“Diffusion adaptation strategies for distributed optimization and learning over networks,”
J. Chen and A. H. Sayed, · 2012
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“Dual averaging for distributed optimization: convergence analysis and network scaling,”
J. C. Duchi, A. Agarwal, and M. J. Wainwright, · 2012
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“A sparsity promoting adaptive algorithm for distributed learning,”
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X. Zhao and A. H. Sayed, · 2015
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“Diffusion LMS over multitask networks,”
J. Chen, C. Richard, and A. H. Sayed, · 2015
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“DLM: Decentralized linearized alternating direction method of multipliers,”
Q. Ling, W. Shi, G. Wu, and A. Ribeiro, · 2015
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“Multi-agent distributed optimization via inexact consensus ADMM,”
T.-H. Chang, M. Hong, and X. Wang, · 2015
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“EXTRA: An exact first-order algorithm for decentralized consensus optimization,”
W. Shi, Q. Ling, G. Wu, and W. Yin, · 2015
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“On the linear convergence of distributed optimization over directed graphs,”
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S. Chouvardas, K. Slavakis, Y. Kopsinis, and S. Theodoridis, · 2012
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“Distributed parameter estimation in sensor networks: Nonlinear observation models and imperfect communication,”
S. Kar, J. M. F. Moura, and K. Ramanan, · 2012
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“Push-sum distributed dual averaging for convex optimization,”
K.I. Tsianos, S. Lawlor, and M. G. Rabbat, · 2012
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“Monitoring and optimization for power grids: A signal processing perspective,”
G. B. Giannakis, V. Kekatos, N. Gatsis, S.-J. Kim, H. Zhu, and B W., · 2013
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“Distributed pareto optimization via diffusion strategies,”
J. Chen and A. H. Sayed, · 2013
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“D-ADMM: A communication-efficient distributed algorithm for separable optimization,”
J. F. Mota, J. M. Xavier, P. M. Aguiar, and M. Püschel, · 2013
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“Adaptive networks,”
A. H. Sayed, · 2014
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C. Xi and U. A. Khan, · 2015
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“ExtraPush for convex smooth decentralized optimization over directed networks,”
J. Zeng and W. Yin, · 2015
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“Distributed optimization over time-varying directed graphs,”
A. Nedic and A. Olshevsky, · 2015
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“On the convergence of decentralized gradient descent,”
K. Yuan, Q. Ling, and W. Yin, · 2016
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“DQM: Decentralized quadratically approximated alternating direction method of multipliers,”
A. Mokhtari, W. Shi, Q. Ling, and A. Ribeiro, · 2016
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“NEXT: In-network nonconvex optimization,”
P. D. Lorenzo and G. Scutari, · 2016
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“Achieving geometric convergence for distributed optimization over time-varying graphs,”
A. Nedić, A. Olshevsky, and W. Shi, · 2016
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“Geometrically convergent distributed optimization with uncoordinated step-sizes,”
A. Nedić, A. Olshevsky, W. Shi, and C. A. Uribe, · 2016
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“Stochastic gradient-push for strongly convex functions on time-varying directed graphs,”
A. Nedić and A. Olshevsky, · 2016
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“Exact diffusion strategy for optimization by networked agents,”
K. Yuan, B. Ying, X. Zhao, and A. H. Sayed, · 2017
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“Exact dffusion for distributed optimization and learning – Part II: Convergence analysis,”
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“Harnessing smoothness to accelerate distributed optimization,”
G. Qu and N. Li, · 2017
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“Instrumenting the world with wireless sensor networks,”
D. Estrin, L. Girod, G. Pottie, and M. Srivastava, · 2036
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“Augmented distributed gradient methods for multi-agent optimization under uncoordinated constant stepsizes,”
J. Xu, S. Zhu, Y. C. Soh, and L. Xie, · 2060
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