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We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…

Machine Learning · Computer Science 2014-05-15 Ohad Shamir , Nathan Srebro , Tong Zhang

Gradient-based optimization methods implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the high communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-11 Xiaoge Deng , Dongsheng Li , Tao Sun , Xicheng Lu

This work studies nonconvex distributed constrained optimization over stochastic communication networks. We revisit the distributed dual averaging algorithm, which is known to converge for convex problems. We start from the centralized…

Optimization and Control · Mathematics 2022-11-15 Changxin Liu , Xuyang Wu , Xinlei Yi , Yang Shi , Karl H. Johansson

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

This paper studies distributed stochastic nonconvex optimization problems with compressed communication and differential privacy, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed…

Optimization and Control · Mathematics 2026-03-24 Antai Xie , Xiaoqiang Ren , Xinlei Yi , Tao Yang , Xiaofan Wang

We propose a communication and computation efficient second-order method for distributed optimization. For each iteration, our method only requires $\mathcal{O}(d)$ communication complexity, where $d$ is the problem dimension. We also…

Optimization and Control · Mathematics 2023-05-30 Chengchang Liu , Lesi Chen , Luo Luo , John C. S. Lui

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Modern applied optimization problems become more and more complex every day. Due to this fact, distributed algorithms that can speed up the process of solving an optimization problem through parallelization are of great importance. The main…

Optimization and Control · Mathematics 2023-12-14 Svetlana Tkachenko , Artem Andreev , Aleksandr Beznosikov , Alexander Gasnikov

We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…

Machine Learning · Computer Science 2022-08-17 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2019-12-10 Biyi Fang , Diego Klabjan

In this paper we focus on the distributed quantized average consensus problem in open multi-agent systems consisting of dynamic directed communication links among active nodes. We propose three communication-efficient distributed algorithms…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Jiaqi Hu , Karl H. Johansson , Apostolos I. Rikos

We investigate fast and communication-efficient algorithms for the classic problem of minimizing a sum of strongly convex and smooth functions that are distributed among $n$ different nodes, which can communicate using a limited number of…

Optimization and Control · Mathematics 2021-06-21 Foivos Alimisis , Peter Davies , Dan Alistarh

We present a new class of decentralized first-order methods for nonsmooth and stochastic optimization problems defined over multiagent networks. Considering that communication is a major bottleneck in decentralized optimization, our main…

Optimization and Control · Mathematics 2017-02-07 Guanghui Lan , Soomin Lee , Yi Zhou

We consider discrete-time distributed averaging algorithms over multi-agent networks with measurement noises and time-varying random graph flows. Each agent updates its state by relative states between neighbours with both additive and…

Social and Information Networks · Computer Science 2017-02-14 Tao Li , Jiexiang Wang

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…

Optimization and Control · Mathematics 2024-07-23 William G. Powell , Hanbaek Lyu

In this paper, we consider the parameter estimation problem over sensor networks in the presence of quantized data and directed communication links. We propose a two-stage algorithm aiming at achieving the centralized sample mean estimate…

Systems and Control · Computer Science 2015-07-27 Shanying Zhu , Yeng Chai Soh , Lihua Xie

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…

Optimization and Control · Mathematics 2018-05-29 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

In modern large-scale systems with sensor networks and IoT devices it is essential to collaboratively solve complex problems while utilizing network resources efficiently. In our paper we present three distributed optimization algorithms…

Systems and Control · Electrical Eng. & Systems 2025-04-24 Apostolos I. Rikos , Wei Jiang , Themistoklis Charalambous , Karl H. Johansson