activity
20172023
most citedLinearly Convergent Asynchronous Distributed ADMM via Markov Sampling

3 citations · 4 across the 7 of their papers we have counts for

collaborators

9 papers

math.OC2023

Adaptive Consensus: A network pruning approach for decentralized optimization

Suhail M. Shah, Albert S. Berahas, Raghu Bollapragada

We consider network-based decentralized optimization problems, where each node in the network possesses a local function and the objective is to collectively attain a consensus sol…

math.OC2023

A Stochastic Gradient Tracking Algorithm for Decentralized Optimization With Inexact Communication

Suhail M. Shah, Raghu Bollapragada

Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors su…

math.OC2020

Making Simulated Annealing Sample Efficient for Discrete Stochastic Optimization

Suhail M. Shah

We study the regret of simulated annealing (SA) based approaches to solving discrete stochastic optimization problems. The main theoretical conclusion is that the regret of the sim…

math.OC2020

Dynamic social learning under graph constraints

Konstantin Avrachenkov, Vivek S. Borkar, Sharayu Moharir +1

We introduce a model of graph-constrained dynamic choice with reinforcement modeled by positively -homogeneous rewards. We show that its empirical process, which can be written…

math.OC2018★ 3 cited

Linearly Convergent Asynchronous Distributed ADMM via Markov Sampling

Suhail M. Shah, Konstantin E. Avrachenkov

We consider the consensual distributed optimization problem and propose an asynchronous version of the Alternating Direction Method of Multipliers (ADMM) algorithm to solve it. The…

math.OC2018

Frank-Wolfe variants for minimization of a sum of functions

Suhail M Shah

We propose several variants of the Frank-Wolfe algorithm to minimize a sum of functions. The main proposed algorithm is inspired from the dual averaging scheme of Nesterov adapted…

math.OC2017

Stochastic Approximation on Riemannian manifolds

Suhail M. Shah

The standard theory of stochastic approximation (SA) is extended to the case when the constraint set is a Riemannian manifold. Specifically, the standard ODE method for analyzing S…

math.OC2017★ 1 cited

Distributed Optimization on Riemannian Manifolds for multi-agent networks

Suhail M. Shah

We consider the consensual distributed optimization problem in the Riemannian context. Specifically, the minimization of a sum of functions form is studied where each individual fu…

eess.SY2017

Distributed Stochastic Approximation with Local Projections

Suhail M. Shah, Vivek S. Borkar

We propose a distributed version of a stochastic approximation scheme constrained to remain in the intersection of a finite family of convex sets. The projection to the intersectio…