Multi-agent systems (MAS) can outperform individual language-model agents by combining specialized roles, diverse reasoning processes, and collaborative decision-making. However, collaborative MAS training is typically centralized, requiring a common trainer to aggregate role-local trajectories and learning signals and maintain model and optimization states. This motivates a distributed multi-agent learning paradigm in which agents improve system-level capabilities through role-local learning and decentralized communication, paving the way toward scalable, resilient, and self-organizing MAS. To this end, we introduce, to the best of our knowledge, the first optimization-grounded framework for distributed MAS training based on consensus alternating direction method of multipliers (ADMM). We formulate collaborative MAS learning as a consensus-constrained finite-sum optimization problem, naturally lending itself to distributed optimization via ADMM. The proposed approach alternates role-local learning with inter-agent consensus using distributed communication protocols such as ring all-reduce, enabling joint optimization while keeping each agent's data and training state local. We evaluate our framework on distributed safety alignment and general reasoning tasks. Under compromised-agent settings, ADMM can reduce HarmBench attack success rate (ASR) by up to 26.4%, while achieving reasoning gains comparable to centralized training. These results show that distributed MAS training retains the benefits of centralized joint optimization without requiring a centralized trainer.

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