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In this paper, we design a novel distributed learning algorithm using stochastic compressed communications. In detail, we pursue a modular approach, merging ADMM and a gradient-based approach, benefiting from the robustness of the former…

Optimization and Control · Mathematics 2025-07-01 Guido Carnevale , Nicola Bastianello

Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in waiting for the slowest learners (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness that can…

Machine Learning · Statistics 2018-05-11 Sanghamitra Dutta , Gauri Joshi , Soumyadip Ghosh , Parijat Dube , Priya Nagpurkar

Asynchronous computation and gradient compression have emerged as two key techniques for achieving scalability in distributed optimization for large-scale machine learning. This paper presents a unified analysis framework for distributed…

Optimization and Control · Mathematics 2018-11-30 Sarit Khirirat , Hamid Reza Feyzmahdavian , Mikael Johansson

In stochastic optimization, a common tool to deal sequentially with large sample is to consider the well-known stochastic gradient algorithm. Nevertheless, since the stepsequence is the same for each direction, this can lead to bad results…

Optimization and Control · Mathematics 2023-03-03 Antoine Godichon-Baggioni , Pierre Tarrago

This paper introduces a dual-regularized ADMM approach to distributed, time-varying optimization. The proposed algorithm is designed in a prediction-correction framework, in which the computing nodes predict the future local costs based on…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli

State-of-the-art optimization is steadily shifting towards massively parallel pipelines with extremely large batch sizes. As a consequence, CPU-bound preprocessing and disk/memory/network operations have emerged as new performance…

Machine Learning · Computer Science 2020-10-27 Naman Agarwal , Rohan Anil , Tomer Koren , Kunal Talwar , Cyril Zhang

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

Optimization and Control · Mathematics 2015-06-18 Zaid J. Towfic , Ali H. Sayed

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

This paper presents an asynchronous incremental aggregated gradient algorithm and its implementation in a parameter server framework for solving regularized optimization problems. The algorithm can handle both general convex (possibly…

Optimization and Control · Mathematics 2016-10-19 Arda Aytekin , Hamid Reza Feyzmahdavian , Mikael Johansson

We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Optimization and Control · Mathematics 2019-11-28 Darina Dvinskikh , Eduard Gorbunov , Alexander Gasnikov , Pavel Dvurechensky , Cesar A. Uribe

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

Systems and Control · Computer Science 2016-06-27 Ivano Notarnicola , Giuseppe Notarstefano

In this paper, a distributed velocity-constrained consensus problem is studied for discrete-time multi-agent systems, where each agent's velocity is constrained to lie in a nonconvex set. A distributed constrained control algorithm is…

Optimization and Control · Mathematics 2020-03-05 Peng Lin , Wei Ren , Huijun Gao

Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…

Machine Learning · Computer Science 2025-05-16 Yijie Zhou , Shi Pu

Heavy-tailed stochastic gradient noise, commonly observed in transformer models, can destabilize the optimization process. Recent works mainly focus on developing and understanding approaches to address heavy-tailed noise in the centralized…

Machine Learning · Computer Science 2026-02-23 Junfei Sun , Dixi Yao , Xuchen Gong , Tahseen Rabbani , Manzil Zaheer , Tian Li

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

Machine Learning · Computer Science 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

In this paper, we address a class of distributed optimization problems in the presence of inter-agent communication delays based on passivity. We first focus on unconstrained distributed optimization and provide a passivity-based…

Systems and Control · Computer Science 2016-09-16 Takeshi Hatanaka , Nikhil Chopra , Takayuki Ishizaki , Na Li

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…

Optimization and Control · Mathematics 2017-05-24 Tianyi Chen , Aryan Mokhtari , Xin Wang , Alejandro Ribeiro , Georgios B. Giannakis

This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…

Machine Learning · Computer Science 2025-04-28 Aleksandr Beznosikov , Valentin Samokhin , Alexander Gasnikov

Stochastic gradient methods (SGMs) are predominant approaches for solving stochastic optimization. On smooth nonconvex problems, a few acceleration techniques have been applied to improve the convergence rate of SGMs. However, little…

Optimization and Control · Mathematics 2021-12-24 Yangyang Xu , Yibo Xu , Yonggui Yan , Jie Chen

Control of network systems with uncertain local dynamics has remained an open problem for a long time. In this paper, a distributed minimax adaptive control algorithm is proposed for such networks whose local dynamics has an uncertain…

Systems and Control · Electrical Eng. & Systems 2023-11-03 Venkatraman Renganathan , Anders Rantzer , Olle Kjellqvist