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Angelia Nedić

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Published work

27 published item(s)

preprint2026arXiv

Distance-Aware Muon: Adaptive Step Scaling for Normalized Optimization

Muon and related normalized optimizers decouple the choice of update direction from the choice of step scale, but their practical performance remains sensitive to the scale of the normalized step. We study adaptive scaling rules for Muon in general norm geometries and develop three complementary algorithms. For smooth non-convex objectives, we introduce Distance-Adaptive Muon, whose trust-region radius is set from the radius explored by the trajectory, and prove a stationarity guarantee under a bounded-trajectory assumption. We then turn to star-convex objectives, a tractable model of the favorable global geometry often used to reason about the empirical loss landscapes of deep neural networks, where objective-gap guarantees are possible. In this setting, we first introduce Scale-Calibrated Muon, which keeps Muon's exponential moving average but sets the step length from a local descent certificate computed from the current gradient and momentum. For this method, we prove a last-iterate O(1/T) objective-gap bound under a bounded initial sublevel-set assumption, where the corresponding radius parameter appears only in the analysis and not in the algorithm. Finally, we develop Distance-Free Muon, a recentered trust-region method that uses a scalar distance certificate and a majorized one-dimensional search to select the trust-region radius without requiring the unknown distance from the initialization to a global minimizer. Experiments on Transformer language modeling (GPT-124M/WikiText-103) and image classification (ViT-Tiny/CIFAR-100) show that the proposed adaptive scaling rules reduce sensitivity to manual scale tuning and match or improve tuned fixed-scale Muon baselines under the tested budgets.

preprint2022arXiv

Dynamics based Privacy Preservation in Decentralized Optimization

With decentralized optimization having increased applications in various domains ranging from machine learning, control, sensor networks, to robotics, its privacy is also receiving increased attention. Existing privacy-preserving approaches for decentralized optimization achieve privacy preservation by patching decentralized optimization with information-technology privacy mechanisms such as differential privacy or homomorphic encryption, which either sacrifices optimization accuracy or incurs heavy computation/communication overhead. We propose an inherently privacy-preserving decentralized optimization algorithm by exploiting the robustness of decentralized optimization to uncertainties in optimization dynamics. More specifically, we present a general decentralized optimization framework, based on which we show that privacy can be enabled in decentralized optimization by adding randomness in optimization parameters. We further show that the added randomness has no influence on the accuracy of optimization, and prove that our inherently privacy-preserving algorithm has $R$-linear convergence when the global objective function is smooth and strongly convex. We also rigorously prove that the proposed algorithm can avoid the gradient of a node from being inferable by other nodes. Numerical simulation results confirm the theoretical predictions.

preprint2021arXiv

Distributed Augmented Lagrangian Method for Link-Based Resource Sharing Problems of Multi-Agent Systems

A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality constraints. In this regard, we propose a distributed algorithm based on solving the dual of the augmented problem. Furthermore, we consider that the communication network might be time-varying and the algorithm might be carried out asynchronously. The time-varying nature and the asynchronicity are modeled as random processes. Then, we show the convergence and the convergence rate of the proposed algorithm under the aforementioned conditions.

preprint2020arXiv

A Dual Approach for Optimal Algorithms in Distributed Optimization over Networks

We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different cases, namely: each function $f_i$ is strongly convex and smooth, each function is either strongly convex or smooth, and when it is convex but neither strongly convex nor smooth. Our approach is based on the dual of an appropriately formulated primal problem, which includes a graph that models the communication restrictions. We propose distributed algorithms that achieve the same optimal rates as their centralized counterparts (up to constant and logarithmic factors), with an additional optimal cost related to the spectral properties of the network. Initially, we focus on functions for which we can explicitly minimize its Legendre-Fenchel conjugate, i.e., admissible or dual friendly functions. Then, we study distributed optimization algorithms for non-dual friendly functions, as well as a method to improve the dependency on the parameters of the functions involved. Numerical analysis of the proposed algorithms is also provided.

preprint2020arXiv

A general framework for decentralized optimization with first-order methods

Decentralized optimization to minimize a finite sum of functions over a network of nodes has been a significant focus within control and signal processing research due to its natural relevance to optimal control and signal estimation problems. More recently, the emergence of sophisticated computing and large-scale data science needs have led to a resurgence of activity in this area. In this article, we discuss decentralized first-order gradient methods, which have found tremendous success in control, signal processing, and machine learning problems, where such methods, due to their simplicity, serve as the first method of choice for many complex inference and training tasks. In particular, we provide a general framework of decentralized first-order methods that is applicable to undirected and directed communication networks alike, and show that much of the existing work on optimization and consensus can be related explicitly to this framework. We further extend the discussion to decentralized stochastic first-order methods that rely on stochastic gradients at each node and describe how local variance reduction schemes, previously shown to have promise in the centralized settings, are able to improve the performance of decentralized methods when combined with what is known as gradient tracking. We motivate and demonstrate the effectiveness of the corresponding methods in the context of machine learning and signal processing problems that arise in decentralized environments.

preprint2020arXiv

Decentralize and Randomize: Faster Algorithm for Wasserstein Barycenters

We study the decentralized distributed computation of discrete approximations for the regularized Wasserstein barycenter of a finite set of continuous probability measures distributedly stored over a network. We assume there is a network of agents/machines/computers, and each agent holds a private continuous probability measure and seeks to compute the barycenter of all the measures in the network by getting samples from its local measure and exchanging information with its neighbors. Motivated by this problem, we develop, and analyze, a novel accelerated primal-dual stochastic gradient method for general stochastic convex optimization problems with linear equality constraints. Then, we apply this method to the decentralized distributed optimization setting to obtain a new algorithm for the distributed semi-discrete regularized Wasserstein barycenter problem. Moreover, we show explicit non-asymptotic complexity for the proposed algorithm.

preprint2020arXiv

Distributed generalized Nash equilibrium seeking in aggregative games on time-varying networks

We design the first fully-distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the aggregate decision. The algorithm is derived by integrating dynamic tracking into a projected pseudo-gradient algorithm. The convergence analysis relies on the framework of monotone operator splitting and the Krasnosel'skii-Mann fixed-point iteration with errors.

preprint2020arXiv

Distributed Stochastic Gradient Tracking Methods

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that minimizes the average of all cost functions. Assuming agents only have access to unbiased estimates of the gradients of their local cost functions, we consider a distributed stochastic gradient tracking method (DSGT) and a gossip-like stochastic gradient tracking method (GSGT). We show that, in expectation, the iterates generated by each agent are attracted to a neighborhood of the optimal solution, where they accumulate exponentially fast (under a constant stepsize choice). Under DSGT, the limiting (expected) error bounds on the distance of the iterates from the optimal solution decrease with the network size $n$, which is a comparable performance to a centralized stochastic gradient algorithm. Moreover, we show that when the network is well-connected, GSGT incurs lower communication cost than DSGT while maintaining a similar computational cost. Numerical example further demonstrates the effectiveness of the proposed methods.

preprint2020arXiv

Push-Pull Gradient Methods for Distributed Optimization in Networks

In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network connectivity structure. In order to minimize the sum of the cost functions, we consider new distributed gradient-based methods where each node maintains two estimates, namely, an estimate of the optimal decision variable and an estimate of the gradient for the average of the agents' objective functions. From the viewpoint of an agent, the information about the gradients is pushed to the neighbors, while the information about the decision variable is pulled from the neighbors hence giving the name "push-pull gradient methods". The methods utilize two different graphs for the information exchange among agents, and as such, unify the algorithms with different types of distributed architecture, including decentralized (peer-to-peer), centralized (master-slave), and semi-centralized (leader-follower) architecture. We show that the proposed algorithms and their many variants converge linearly for strongly convex and smooth objective functions over a network (possibly with unidirectional data links) in both synchronous and asynchronous random-gossip settings. In particular, under the random-gossip setting, "push-pull" is the first class of algorithms for distributed optimization over directed graphs. Moreover, we numerically evaluate our proposed algorithms in both scenarios, and show that they outperform other existing linearly convergent schemes, especially for ill-conditioned problems and networks that are not well balanced.

preprint2016arXiv

A Tutorial on Distributed (Non-Bayesian) Learning: Problem, Algorithms and Results

We overview some results on distributed learning with focus on a family of recently proposed algorithms known as non-Bayesian social learning. We consider different approaches to the distributed learning problem and its algorithmic solutions for the case of finitely many hypotheses. The original centralized problem is discussed at first, and then followed by a generalization to the distributed setting. The results on convergence and convergence rate are presented for both asymptotic and finite time regimes. Various extensions are discussed such as those dealing with directed time-varying networks, Nesterov's acceleration technique and a continuum sets of hypothesis.

preprint2016arXiv

Coordinate Dual Averaging for Decentralized Online Optimization with Nonseparable Global Objectives

We consider a decentralized online convex optimization problem in a network of agents, where each agent controls only a coordinate (or a part) of the global decision vector. For such a problem, we propose two decentralized variants (ODA-C and ODA-PS) of Nesterov's primal-dual algorithm with dual averaging. In ODA-C, to mitigate the disagreements on the primal-vector updates, the agents implement a generalization of the local information-exchange dynamics recently proposed by Li and Marden over a static undirected graph. In ODA-PS, the agents implement the broadcast-based push-sum dynamics over a time-varying sequence of uniformly connected digraphs. We show that the regret bounds in both cases have sublinear growth of $O(\sqrt{T})$, with the time horizon $T$, when the stepsize is of the form $1/\sqrt{t}$ and the objective functions are Lipschitz-continuous convex functions with Lipschitz gradients. We also implement the proposed algorithms on a sensor network to complement our theoretical analysis.

preprint2016arXiv

Distributed Algorithms for Aggregative Games on Graphs

We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of all the players' decisions. Every player maintains an estimate of this aggregate, and the players exchange this information with their local neighbors over a connected network. We study distributed synchronous and asynchronous algorithms for information exchange and equilibrium computation over such a network. Under standard conditions, we establish the almost-sure convergence of the obtained sequences to the equilibrium point. We also consider extensions of our schemes to aggregative games where the players' objectives are coupled through a more general form of aggregate function. Finally, we present numerical results that demonstrate the performance of the proposed schemes.

preprint2016arXiv

Distributed Learning with Infinitely Many Hypotheses

We consider a distributed learning setup where a network of agents sequentially access realizations of a set of random variables with unknown distributions. The network objective is to find a parametrized distribution that best describes their joint observations in the sense of the Kullback-Leibler divergence. Apart from recent efforts in the literature, we analyze the case of countably many hypotheses and the case of a continuum of hypotheses. We provide non-asymptotic bounds for the concentration rate of the agents' beliefs around the correct hypothesis in terms of the number of agents, the network parameters, and the learning abilities of the agents. Additionally, we provide a novel motivation for a general set of distributed Non-Bayesian update rules as instances of the distributed stochastic mirror descent algorithm.

preprint2016arXiv

Epidemic Processes over Time-Varying Networks

The spread of viruses in biological networks, computer networks, and human contact networks can have devastating effects; developing and analyzing mathematical models of these systems can be insightful and lead to societal benefits. Prior research has focused mainly on network models with static graph structures, however the systems being modeled typically have dynamic graph structures. Therefore to better understand and analyze virus spread, further study is required. In this paper, we consider virus spread models over networks with dynamic graph structures, and investigate the behavior of diseases in these systems. A stability analysis of epidemic processes over time-varying networks is performed, examining conditions for the disease free equilibrium, in both the deterministic and stochastic cases. We present simulation results, propose a number of corollaries based on these simulations, and discuss quarantine control via simulation.

preprint2016arXiv

Geometrically Convergent Distributed Optimization with Uncoordinated Step-Sizes

A recent algorithmic family for distributed optimization, DIGing's, have been shown to have geometric convergence over time-varying undirected/directed graphs. Nevertheless, an identical step-size for all agents is needed. In this paper, we study the convergence rates of the Adapt-Then-Combine (ATC) variation of the DIGing algorithm under uncoordinated step-sizes. We show that the ATC variation of DIGing algorithm converges geometrically fast even if the step-sizes are different among the agents. In addition, our analysis implies that the ATC structure can accelerate convergence compared to the distributed gradient descent (DGD) structure which has been used in the original DIGing algorithm.

preprint2016arXiv

On Smoothing, Regularization and Averaging in Stochastic Approximation Methods for Stochastic Variational Inequalities

Traditionally, stochastic approximation schemes for SVIs have relied on strong monotonicity and Lipschitzian properties of the underlying map. In contrast, we consider monotone stochastic variational inequality (SVI) problems where the strong monotonicity and Lipschitzian assumptions on the mappings are weakened. In the first part of the paper, to address such shortcomings, a regularized smoothed SA (RSSA) scheme is developed wherein the stepsize, smoothing, and regularization parameters are diminishing sequences updated after every iteration. Under suitable assumptions on the sequences, we show that the algorithm generates iterates that converge to a solution in an almost sure sense, extending the results in [16] to the non-Lipschitzian regime. Motivated by the need to develop non-asymptotic rate statements, in the second part of the paper, we develop a variant of the RSSA scheme, denoted by aRSSA$_r$, in which we employ a weighted iterate-averaging, parametrized by a scalar $r$ where $r = 1$ provides us with the standard averaging scheme. We make several contributions in this context: First, we show that the gap function associated with the sequences by the aRSSA$_r$ scheme tends to zero when the parameter sequences are chosen appropriately. Second, we show that the gap function associated with the averaged sequence diminishes to zero at the optimal rate $\cal{O}(1/\sqrt{K})$ after $K$ steps when smoothing and regularization are suppressed and $r < 1$, thus improving the rate statement for the standard averaging which admits a rate of $\cal{O}(\ln(K)/\sqrt{K})$. Third, we develop a window-based variant of this scheme that also displays the optimal rate for $r < 1$. Notably, we prove the superiority of the scheme with $r < 1$ with its counterpart with $r=1$ in terms of the constant factor of the error bound when the size of the averaging window is sufficiently large.

preprint2016arXiv

On the Analysis of a Continuous-Time Bi-Virus Model

Motivated by the spread of opinions on different social networks, we study a distributed continuous-time bi-virus model for a system of groups of individuals. An in-depth stability analysis is performed for more general models than have been previously considered, for the healthy and epidemic states. In addition, we investigate sensitivity properties of some nontrivial equilibria and obtain an impossibility result for distributed feedback control.

preprint2016arXiv

Stochastic quasi-Newton methods for non-strongly convex problems: convergence and rate analysis

Motivated by applications in optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving stochastic optimization problems. In the literature, the convergence analysis of these algorithms relies on strong convexity of the objective function. To our knowledge, no theoretical analysis is provided for the rate statements in the absence of this assumption. Motivated by this gap, we allow the objective function to be merely convex and we develop a cyclic regularized SQN method where the gradient mapping and the Hessian approximation matrix are both regularized at each iteration and are updated in a cyclic manner. We show that, under suitable assumptions on the stepsize and regularization parameters, the objective function value converges to the optimal objective function of the original problem in both almost sure and the expected senses. For each case, a class of feasible sequences that guarantees the convergence is provided. Moreover, the rate of convergence in terms of the objective function value is derived. Our empirical analysis on a binary classification problem shows that the proposed scheme performs well compared to both classic regularization SQN schemes and stochastic approximation method.

preprint2015arXiv

Complexity certifications of first order inexact Lagrangian methods for general convex programming

In this chapter we derive computational complexity certifications of first order inexact dual methods for solving general smooth constrained convex problems which can arise in real-time applications, such as model predictive control. When it is difficult to project on the primal constraint set described by a collection of general convex functions, we use the Lagrangian relaxation to handle the complicated constraints and then, we apply dual (fast) gradient algorithms based on inexact dual gradient information for solving the corresponding dual problem. The iteration complexity analysis is based on two types of approximate primal solutions: the primal last iterate and an average of primal iterates. We provide sublinear computational complexity estimates on the primal suboptimality and constraint (feasibility) violation of the generated approximate primal solutions. In the final part of the chapter, we present an open-source quadratic optimization solver, referred to as DuQuad, for convex quadratic programs and for evaluation of its behaviour. The solver contains the C-language implementations of the analyzed algorithms.

preprint2015arXiv

Network Independent Rates in Distributed Learning

We propose a new belief update rule for Distributed Non-Bayesian learning in time-varying directed graphs, where a group of agents tries to collectively identify a hypothesis that best describes a sequence of observed data. We show that the proposed update rule, inspired by the Push-Sum algorithm, is consistent, moreover we provide an explicit characterization of its convergence rate. Our main result states that, after a transient time, all agents will concentrate their beliefs at a network independent rate. Network independent rates were not available for other consensus based distributed learning algorithms.

preprint2015arXiv

Nonasymptotic Convergence Rates for Cooperative Learning Over Time-Varying Directed Graphs

We study the problem of distributed hypothesis testing with a network of agents where some agents repeatedly gain access to information about the correct hypothesis. The group objective is to globally agree on a joint hypothesis that best describes the observed data at all the nodes. We assume that the agents can interact with their neighbors in an unknown sequence of time-varying directed graphs. Following the pioneering work of Jadbabaie, Molavi, Sandroni, and Tahbaz-Salehi, we propose local learning dynamics which combine Bayesian updates at each node with a local aggregation rule of private agent signals. We show that these learning dynamics drive all agents to the set of hypotheses which best explain the data collected at all nodes as long as the sequence of interconnection graphs is uniformly strongly connected. Our main result establishes a non-asymptotic, explicit, geometric convergence rate for the learning dynamic.

preprint2015arXiv

Online discrete optimization in social networks in the presence of Knightian uncertainty

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 available. Instead, the environment's impact on the agents in the network is seen through a sequence of cost functions, revealed to the agents in a causal manner only after all the relevant actions are taken. There are two kinds of costs: individual costs incurred by each agent and local-interaction costs incurred by each agent and its neighbors in the social network. Moreover, agents have inertia: each agent has a default mixed strategy that stays fixed regardless of the state of the environment, and must expend effort to deviate from this strategy in order to respond to cost signals coming from the environment. We construct a decentralized strategy, wherein each agent selects its action based only on the costs directly affecting it and on the decisions made by its neighbors in the network. In this setting, we quantify social learning in terms of regret, which is given by the difference between the realized network performance over a given time horizon and the best performance that could have been achieved in hindsight by a fictitious centralized entity with full knowledge of the environment's evolution. We show that our strategy achieves the regret that scales polylogarithmically with the time horizon and polynomially with the number of agents and the maximum number of neighbors of any agent in the social network.

preprint2013arXiv

Distributed adaptive steplength stochastic approximation schemes for Cartesian stochastic variational inequality problems

Motivated by problems arising in decentralized control problems and non-cooperative Nash games, we consider a class of strongly monotone Cartesian variational inequality (VI) problems, where the mappings either contain expectations or their evaluations are corrupted by error. Such complications are captured under the umbrella of Cartesian stochastic variational inequality problems and we consider solving such problems via stochastic approximation (SA) schemes. Specifically, we propose a scheme wherein the steplength sequence is derived by a rule that depends on problem parameters such as monotonicity and Lipschitz constants. The proposed scheme is seen to produce sequences that are guaranteed to converge almost surely to the unique solution of the problem. To cope with networked multi-agent generalizations, we provide requirements under which independently chosen steplength rules still possess desirable almost-sure convergence properties. In the second part of this paper, we consider a regime where Lipschitz constants on the map are either unavailable or difficult to derive. Here, we present a local randomization technique that allows for deriving an approximation of the original mapping, which is then shown to be Lipschitz continuous with a prescribed constant. Using this technique, we introduce a locally randomized SA algorithm and provide almost-sure convergence theory for the resulting sequence of iterates to an approximate solution of the original variational inequality problem. Finally, the paper concludes with some preliminary numerical results on a stochastic rate allocation problem and a stochastic Nash-Cournot game.

preprint2013arXiv

Distributed Constrained Optimization by Consensus-Based Primal-Dual Perturbation Method

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 functions of distributed agents in a network. Motivated by emerging applications in smart grid and distributed sparse regression, this paper studies distributed optimization methods for solving general problems which have a coupled global cost function and have inequality constraints. We consider a network scenario where each agent has no global knowledge and can access only its local mapping and constraint functions. To solve this problem in a distributed manner, we propose a consensus-based distributed primal-dual perturbation (PDP) algorithm. In the algorithm, agents employ the average consensus technique to estimate the global cost and constraint functions via exchanging messages with neighbors, and meanwhile use a local primal-dual perturbed subgradient method to approach a global optimum. The proposed PDP method not only can handle smooth inequality constraints but also non-smooth constraints such as some sparsity promoting constraints arising in sparse optimization. We prove that the proposed PDP algorithm converges to an optimal primal-dual solution of the original problem, under standard problem and network assumptions. Numerical results illustrating the performance of the proposed algorithm for a distributed demand response control problem in smart grid are also presented.

preprint2011arXiv

Dynamic Coalitional TU Games: Distributed Bargaining among Players' Neighbors

We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. The game differs from other ones in the literature on dynamic, stochastic or interval valued TU games as it combines dynamics of the game with an allocation protocol for the players that dynamically interact with each other. The protocol is an iterative and decentralized algorithm that offers a paradigmatic mathematical description of negotiation and bargaining processes. The first part of the paper contributes to the definition of a robust (coalitional) TU game and the development of a distributed bargaining protocol. We prove the convergence with probability 1 of the bargaining process to a random allocation that lies in the core of the robust game under some mild conditions on the underlying communication graphs. The second part of the paper addresses the more general case where the robust game may have empty core. In this case, with the dynamic game we associate a dynamic average game by averaging over time the sequence of characteristic functions. Then, we consider an accordingly modified bargaining protocol. Assuming that the sequence of characteristic functions is ergodic and the core of the average game has a nonempty relative interior, we show that the modified bargaining protocol converges with probability 1 to a random allocation that lies in the core of the average game.

preprint2011arXiv

On Stochastic Gradient and Subgradient Methods with Adaptive Steplength Sequences

The performance of standard stochastic approximation implementations can vary significantly based on the choice of the steplength sequence, and in general, little guidance is provided about good choices. Motivated by this gap, in the first part of the paper, we present two adaptive steplength schemes for strongly convex differentiable stochastic optimization problems, equipped with convergence theory. The first scheme, referred to as a recursive steplength stochastic approximation scheme, optimizes the error bounds to derive a rule that expresses the steplength at a given iteration as a simple function of the steplength at the previous iteration and certain problem parameters. This rule is seen to lead to the optimal steplength sequence over a prescribed set of choices. The second scheme, termed as a cascading steplength stochastic approximation scheme, maintains the steplength sequence as a piecewise-constant decreasing function with the reduction in the steplength occurring when a suitable error threshold is met. In the second part of the paper, we allow for nondifferentiable objective and we propose a local smoothing technique that leads to a differentiable approximation of the function. Assuming a uniform distribution on the local randomness, we establish a Lipschitzian property for the gradient of the approximation and prove that the obtained Lipschitz bound grows at a modest rate with problem size. This facilitates the development of an adaptive steplength stochastic approximation framework, which now requires sampling in the product space of the original measure and the artificially introduced distribution. The resulting adaptive steplength schemes are applied to three stochastic optimization problems. We observe that both schemes perform well in practice and display markedly less reliance on user-defined parameters.

preprint2008arXiv

Constrained Consensus

We present distributed algorithms that can be used by multiple agents to align their estimates with a particular value over a network with time-varying connectivity. Our framework is general in that this value can represent a consensus value among multiple agents or an optimal solution of an optimization problem, where the global objective function is a combination of local agent objective functions. Our main focus is on constrained problems where the estimate of each agent is restricted to lie in a different constraint set. To highlight the effects of constraints, we first consider a constrained consensus problem and present a distributed ``projected consensus algorithm'' in which agents combine their local averaging operation with projection on their individual constraint sets. This algorithm can be viewed as a version of an alternating projection method with weights that are varying over time and across agents. We establish convergence and convergence rate results for the projected consensus algorithm. We next study a constrained optimization problem for optimizing the sum of local objective functions of the agents subject to the intersection of their local constraint sets. We present a distributed ``projected subgradient algorithm'' which involves each agent performing a local averaging operation, taking a subgradient step to minimize its own objective function, and projecting on its constraint set. We show that, with an appropriately selected stepsize rule, the agent estimates generated by this algorithm converge to the same optimal solution for the cases when the weights are constant and equal, and when the weights are time-varying but all agents have the same constraint set.