4 papers
Convergence Analysis of Continuous-Time Distributed Stochastic Gradient Algorithms
Jianhua Sun, Kaihong Lu, Xin Yu
In this paper, we propose a new framework to study distributed optimization problems with stochastic gradients by employing a multi-agent system with continuous-time dynamics. Here…
Aggregative games with bilevel structures: Distributed algorithms and convergence analysis
Kaihong Lu, Huanshui Zhang, Long Wang
In this paper, the problem of distributively seeking the equilibria of aggregative games with bilevel structures is studied. Different from the traditional aggregative games, here…
Distributed Optimization Algorithm with Superlinear Convergence Rate
Yeming Xu, Ziyuan Guo, Kaihong Lu +1
This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors.…
High Probability Convergence of Distributed Clipped Stochastic Gradient Descent with Heavy-tailed Noise
Yuchen Yang, Kaihong Lu, Long Wang
In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a noisy gradient of its own objective function, and can com…