2.2k citations · 3.4k across the 62 of their papers we have counts for
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On Stochastic Subgradient Mirror-Descent Algorithm with Weighted Averaging
Angelia Nedich, Soomin Lee
This paper considers stochastic subgradient mirror-descent method for solving constrained convex minimization problems. In particular, a stochastic subgradient mirror-descent metho…
Online discrete optimization in social networks in the presence of Knightian uncertainty
Maxim Raginsky, Angelia Nedić
We study a model of collective real-time decision-making (or learning) in a social network operating in an uncertain environment, for which no a priori probabilistic model is avail…
Asynchronous Gossip-Based Random Projection Algorithms Over Networks
Soomin Lee, Angelia Nedich
We consider a fully distributed constrained convex optimization problem over a multi-agent (no central coordinator) network. We propose an asynchronous gossip-based random projecti…
Distributed Constrained Optimization by Consensus-Based Primal-Dual Perturbation Method
Tsung-Hui Chang, Angelia Nedić, Anna Scaglione
Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost func…
A distributed adaptive steplength stochastic approximation method for monotone stochastic Nash Games
Farzad Yousefian, Angelia Nedich, Uday V. Shanbhag
We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences t…
Distributed optimization over time-varying directed graphs
Angelia Nedic, Alex Olshevsky
We consider distributed optimization by a collection of nodes, each having access to its own convex function, whose collective goal is to minimize the sum of the functions. The com…