118,099 research outputs found
Non-Convex Distributed Optimization
We study distributed non-convex optimization on a time-varying multi-agent
network. Each node has access to its own smooth local cost function, and the
collective goal is to minimize the sum of these functions. We generalize the
results obtained previously to the case of non-convex functions. Under some
additional technical assumptions on the gradients we prove the convergence of
the distributed push-sum algorithm to some critical point of the objective
function. By utilizing perturbations on the update process, we show the almost
sure convergence of the perturbed dynamics to a local minimum of the global
objective function. Our analysis shows that this noised procedure converges at
a rate of
CoCoA: A General Framework for Communication-Efficient Distributed Optimization
The scale of modern datasets necessitates the development of efficient
distributed optimization methods for machine learning. We present a
general-purpose framework for distributed computing environments, CoCoA, that
has an efficient communication scheme and is applicable to a wide variety of
problems in machine learning and signal processing. We extend the framework to
cover general non-strongly-convex regularizers, including L1-regularized
problems like lasso, sparse logistic regression, and elastic net
regularization, and show how earlier work can be derived as a special case. We
provide convergence guarantees for the class of convex regularized loss
minimization objectives, leveraging a novel approach in handling
non-strongly-convex regularizers and non-smooth loss functions. The resulting
framework has markedly improved performance over state-of-the-art methods, as
we illustrate with an extensive set of experiments on real distributed
datasets
ALADIN- -- An open-source MATLAB toolbox for distributed non-convex optimization
This paper introduces an open-source software for distributed and
decentralized non-convex optimization named ALADIN-. ALADIN- is
a MATLAB implementation of the Augmented Lagrangian Alternating Direction
Inexact Newton (ALADIN) algorithm, which is tailored towards rapid prototyping
for non-convex distributed optimization. An improved version of the recently
proposed bi-level variant of ALADIN is included enabling decentralized
non-convex optimization. A collection of application examples from different
applications fields including chemical engineering, robotics, and power systems
underpins the application potential of ALADIN-
ALADIN-α—An open-source MATLAB toolbox for distributed non-convex optimization
This article introduces an open-source software for distributed and decentralized non-convex optimization named ALADIN-α. ALADIN-α is a MATLAB implementation of tailored variants of the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm. It is user interface is convenient for rapid prototyping of non-convex distributed optimization algorithms. An improved version of the recently proposed bi-level variant of ALADIN is included enabling decentralized non-convex optimization with reduced information exchange. A collection of examples from different applications fields including chemical engineering, robotics, and power systems underpins the potential of ALADIN-α
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