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In decentralized optimization environments, each agent $i$ in a network of $n$ nodes has its own private function $f_i$, and nodes communicate with their neighbors to cooperatively minimize the aggregate objective $\sum_{i=1}^n f_i$. In…

Optimization and Control · Mathematics 2022-09-16 Marina Costantini , Nikolaos Liakopoulos , Panayotis Mertikopoulos , Thrasyvoulos Spyropoulos

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

Emerging applications in multi-agent environments such as internet-of-things, networked sensing, autonomous systems and federated learning, call for decentralized algorithms for finite-sum optimizations that are resource-efficient in terms…

Machine Learning · Statistics 2021-12-03 Boyue Li , Zhize Li , Yuejie Chi

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

Optimization and Control · Mathematics 2023-01-19 X. Y. Han , Adrian S. Lewis

We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…

Optimization and Control · Mathematics 2022-08-16 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…

Signal Processing · Electrical Eng. & Systems 2022-08-24 Zhaoyue Xia , Jun Du , Yong Ren

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…

Optimization and Control · Mathematics 2026-03-09 Higor V. M. Ferreira , Camila A. Tavares , Nelson H. T. Lemes , José P. C. dos Santos

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu

In this paper, we consider a strongly convex finite-sum minimization problem over a decentralized network and propose a communication-efficient decentralized Newton's method for solving it. We first apply dynamic average consensus (DAC) so…

Optimization and Control · Mathematics 2022-10-04 Huikang Liu , Jiaojiao Zhang , Anthony Man-Cho So , Qing Ling

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

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

The field of optimization has the goal to find an optimal solution to a target function, i.e. to minimize (or maximize) the target function. When trying to find such a global minimum, one often encounters local minima due to unfavorable…

Optimization and Control · Mathematics 2024-04-02 Janina Tikko

We study the complexity of training neural network models with one hidden nonlinear activation layer and an output weighted sum layer. We analyze Gradient Descent applied to learning a bounded target function on $n$ real-valued inputs. We…

Machine Learning · Computer Science 2019-05-28 Santosh Vempala , John Wilmes

Consider a set of agents collaboratively solving a distributed convex optimization problem, asynchronously, under stringent communication constraints. In such situations, when an agent is activated and is allowed to communicate with only…

Optimization and Control · Mathematics 2022-10-28 Ashwin Verma , Marcos M. Vasconcelos , Urbashi Mitra , Behrouz Touri

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

Optimization and Control · Mathematics 2023-07-03 Woocheol Choi , Myeong-Su Lee

We propose a novel stochastic gradient method---semi-stochastic coordinate descent (S2CD)---for the problem of minimizing a strongly convex function represented as the average of a large number of smooth convex functions:…

Numerical Analysis · Computer Science 2014-12-22 Jakub Konečný , Zheng Qu , Peter Richtárik

Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…

Optimization and Control · Mathematics 2020-11-06 Haoran Sun , Songtao Lu , Mingyi Hong

This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…

Optimization and Control · Mathematics 2025-05-23 Ashwin Aravind , Debasish Chatterjee , Ashish Cherukuri

In this paper, we propose a distributed algorithm, called Directed-Distributed Gradient Descent (D-DGD), to solve multi-agent optimization problems over directed graphs. Existing algorithms mostly deal with similar problems under the…

Optimization and Control · Mathematics 2016-02-02 Chenguang Xi , Qiong Wu , Usman A. Khan