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Variational inequalities are a broad and flexible class of problems that includes minimization, saddle point, and fixed point problems as special cases. Therefore, variational inequalities are used in various applications ranging from…

Optimization and Control · Mathematics 2024-04-02 Aleksandr Beznosikov , Martin Takáč , Alexander Gasnikov

We consider decentralized stochastic optimization with the objective function (e.g. data samples for machine learning task) being distributed over $n$ machines that can only communicate to their neighbors on a fixed communication graph. To…

Machine Learning · Computer Science 2019-02-04 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

This paper studies the network optimization problem about which a group of agents cooperates to minimize a global function under practical constraints of finite bandwidth communication. Particularly, we propose an adaptive encoding-decoding…

Optimization and Control · Mathematics 2021-11-17 Ziqin Chen , Shu Liang , Li Li , Shuming Cheng

We consider a class of multi-agent cooperative consensus optimization problems with local nonlinear convex constraints where only those agents connected by an edge can directly communicate, hence, the optimal consensus decision lies in the…

Optimization and Control · Mathematics 2023-02-23 Nazanin Abolfazli , Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

This paper investigates the distributed power allocation problem for coordinated multipoint (CoMP) transmissions in distributed antenna systems (DAS). Traditional duality based optimization techniques cannot be directly applied to this…

Information Theory · Computer Science 2013-04-26 Xiujun Zhang , Yin Sun , Xiang Chen , Shidong Zhou , Jing Wang , Ness B. Shroff

Understanding the bottlenecks in implementing stochastic gradient descent (SGD)-based distributed support vector machines (SVM) algorithm is important in training larger data sets. The communication time to do the model synchronization…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-06 Vibhatha Abeykoon , Geoffrey Fox , Minje Kim

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

This paper introduces a modeling framework for distributed regression with agents/experts observing attribute-distributed data (heterogeneous data). Under this model, a new algorithm, the iterative covariance optimization algorithm (ICOA),…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-07-30 Haipeng Zheng , Sanjeev R. Kulkarni , H. Vincent Poor

The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…

Optimization and Control · Mathematics 2016-03-08 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

Modern distributed training of machine learning models suffers from high communication overhead for synchronizing stochastic gradients and model parameters. In this paper, to reduce the communication complexity, we propose \emph{double…

Optimization and Control · Mathematics 2019-05-28 Yue Yu , Jiaxiang Wu , Longbo Huang

This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…

Optimization and Control · Mathematics 2020-07-14 Xiuxian Li , Gang Feng , Lihua Xie

We present a new method that includes three key components of distributed optimization and federated learning: variance reduction of stochastic gradients, partial participation, and compressed communication. We prove that the new method has…

Machine Learning · Computer Science 2024-01-04 Alexander Tyurin , Peter Richtárik

Communication efficiency and privacy protection are two critical issues in distributed machine learning. Existing methods tackle these two issues separately and may have a high implementation complexity that constrains their application in…

Machine Learning · Computer Science 2023-04-27 Guangfeng Yan , Tan Li , Kui Wu , Linqi Song

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

Distributed optimization is ubiquitous in emerging applications, such as robust sensor network control, smart grid management, machine learning, resource slicing, and localization. However, the extensive data exchange among local and…

Scalable and efficient distributed learning is one of the main driving forces behind the recent rapid advancement of machine learning and artificial intelligence. One prominent feature of this topic is that recent progresses have been made…

Machine Learning · Computer Science 2021-04-13 Ji Liu , Ce Zhang

In this paper, we consider a network of agents that jointly aim to minimise the sum of local functions subject to coupling constraints involving all local variables. To solve this problem, we propose a novel solution based on a primal-dual…

Optimization and Control · Mathematics 2025-02-11 Mohamed Abdelmouamin Messilem , Guido Carnevale , Ruggero Carli

Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…

Machine Learning · Computer Science 2021-01-20 Peng Jiang , Gagan Agrawal

Distributed optimization methods are actively researched by optimization community. Due to applications in distributed machine learning, modern research directions include stochastic objectives, reducing communication frequency, and…

Optimization and Control · Mathematics 2021-06-15 Trimbach Ekaterina , Rogozin Alexander

This paper develops a communication-efficient algorithm to solve the stochastic optimization problem defined over a distributed network, aiming at reducing the burdensome communication in applications such as distributed machine…

Machine Learning · Statistics 2020-01-06 Weiyu Li , Tianyi Chen , Liping Li , Zhaoxian Wu , Qing Ling
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