Distributed stochastic optimization algorithm with non-consistent constraints in time-varying unbalanced networks

DOI10.1016/J.JFRANKLIN.2024.107081MaRDI QIDQ6601176zbMATH OpenFDO

Authors Ya-Nan Zhu, Zhipeng Zhou, Guoying Miao

Publication date 10 September 2024

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JFRANKLIN.2024.107081

zbMATH Keywords

distributed stochastic optimizationincomplete datasublinear convergence ratetime-varying unbalanced networks

Mathematics Subject Classification ID

Stochastic programming (90C15) Convex programming (90C25) Decentralized systems (93A14) Stochastic stability in control theory (93E15)

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Cites work

• Communication-Efficient Variance-Reduced Decentralized Stochastic Optimization Over Time-Varying Directed Graphs
• Constrained Consensus and Optimization in Multi-Agent Networks
• Decentralized Optimization Over Time-Varying Directed Graphs With Row and Column-Stochastic Matrices
• Distributed Constrained Optimization Over Unbalanced Directed Networks Using Asynchronous Broadcast-Based Algorithm
• Distributed Discrete-Time Algorithms for Convex Optimization With General Local Constraints on Weight-Unbalanced Digraph
• Distributed discrete-time convex optimization with nonidentical local constraints over time-varying unbalanced directed graphs
• Distributed optimization over directed graphs with row stochasticity and constraint regularity
• Distributed Optimization Over Time-Varying Directed Graphs
• Distributed Stochastic Consensus Optimization With Momentum for Nonconvex Nonsmooth Problems
• Distributed stochastic subgradient projection algorithms for convex optimization
• Distributed Subgradient Methods for Multi-Agent Optimization
• Distributed Variable Sample-Size Stochastic Optimization With Fixed Step-Sizes
• Dual Averaging Push for Distributed Convex Optimization Over Time-Varying Directed Graph
• Push–Pull Gradient Methods for Distributed Optimization in Networks
• Stochastic Gradient-Push for Strongly Convex Functions on Time-Varying Directed Graphs

Cited in

(2)

• Nabla fractional distributed aggregative optimization algorithm
• A differentially private zeroth-order distributed optimization approach for general constraints in row-stochastic directed networks

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