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In decentralized optimization, nodes cooperate to minimize an overall objective function that is the sum (or average) of per-node private objective functions. Algorithms interleave local computations with communication among all or a subset…

Optimization and Control · Mathematics 2018-01-16 Angelia Nedić , Alex Olshevsky , Michael G. Rabbat

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

We provide tight finite-time convergence bounds for gradient descent and stochastic gradient descent on quadratic functions, when the gradients are delayed and reflect iterates from $\tau$ rounds ago. First, we show that without stochastic…

Optimization and Control · Mathematics 2018-06-28 Yossi Arjevani , Ohad Shamir , Nathan Srebro

We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired…

Optimization and Control · Mathematics 2022-04-19 Mohammad Taha Toghani , César A. Uribe

In this paper, we design two compressed decentralized algorithms for solving nonconvex stochastic optimization under two different scenarios. Both algorithms adopt a momentum technique to achieve fast convergence and a message-compression…

Machine Learning · Computer Science 2025-08-08 Wei Liu , Anweshit Panda , Ujwal Pandey , Christopher Brissette , Yikang Shen , George M. Slota , Naigang Wang , Jie Chen , Yangyang Xu

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 average consensus is the main mechanism in algorithms for decentralized computation. In distributed average consensus algorithm each node has an initial state, and the goal is to compute the average of these initial states in…

Information Theory · Computer Science 2012-01-24 Saber Jafarizadeh , Abbas Jamalipour

In distributed machine learning, where agents collaboratively learn from diverse private data sets, there is a fundamental tension between consensus and optimality. In this paper, we build on recent algorithmic progresses in distributed…

Machine Learning · Statistics 2018-05-31 Zhanhong Jiang , Aditya Balu , Chinmay Hegde , Soumik Sarkar

Distributed consensus has been widely studied for sensor network applications. Whereas the asymptotic convergence rate has been extensively explored in prior work, other important and practical issues, including energy efficiency and link…

Networking and Internet Architecture · Computer Science 2013-04-10 Lei Chen , Jeff Frolik

This paper presents a finite time convergence analysis for a decentralized stochastic approximation (SA) scheme. The scheme generalizes several algorithms for decentralized machine learning and multi-agent reinforcement learning. Our proof…

Optimization and Control · Mathematics 2020-11-06 Hoi-To Wai

Decentralized training of deep learning models enables on-device learning over networks, as well as efficient scaling to large compute clusters. Experiments in earlier works reveal that, even in a data-center setup, decentralized training…

Machine Learning · Computer Science 2021-06-21 Lingjing Kong , Tao Lin , Anastasia Koloskova , Martin Jaggi , Sebastian U. Stich

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

We investigate the problem of agent-to-agent interaction in decentralized (federated) learning over time-varying directed graphs, and, in doing so, propose a consensus-based algorithm called DSGTm-TV. The proposed algorithm incorporates…

Optimization and Control · Mathematics 2024-09-27 Duong Thuy Anh Nguyen , Su Wang , Duong Tung Nguyen , Angelia Nedich , H. Vincent Poor

We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…

Optimization and Control · Mathematics 2023-12-12 Dmitry Metelev , Aleksandr Beznosikov , Alexander Rogozin , Alexander Gasnikov , Anton Proskurnikov

Average consensus plays a key role in distributed networks, with applications ranging from time synchronization, information fusion, load balancing, to decentralized control. Existing average consensus algorithms require individual agents…

Multiagent Systems · Computer Science 2022-01-06 Huan Gao , Yongqiang Wang

Decentralized optimization is gaining increased traction due to its widespread applications in large-scale machine learning and multi-agent systems. The same mechanism that enables its success, i.e., information sharing among participating…

Optimization and Control · Mathematics 2024-02-07 Yongqiang Wang , Angelia Nedic

Classical distributed estimation scenarios typically assume timely and reliable exchanges of information over the sensor network. This paper, in contrast, considers single time-scale distributed estimation via a sensor network subject to…

Systems and Control · Electrical Eng. & Systems 2021-09-08 Mohammadreza Doostmohammadian , Usman A. Khan , Mohammad Pirani , Themistoklis Charalambous

We study the effect of communication delays on distributed consensus algorithms. Two ways to model delays on a network are presented. The first model assumes that each link delivers messages with a fixed (constant) amount of delay, and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-07-26 Konstantinos I. Tsianos , Michael G. Rabbat

The performance of algorithms for decentralized optimization is affected by both the optimization error and the consensus error, the latter of which arises from the variation between agents' local models. Classically, algorithms employ…

Signal Processing · Electrical Eng. & Systems 2025-01-15 Aaron Fainman , Stefan Vlaski

In this paper, we consider solving the distributed optimization problem over a multi-agent network under the communication restricted setting. We study a compressed decentralized stochastic gradient method, termed ``compressed exact…

Optimization and Control · Mathematics 2024-10-01 Kun Huang , Shi Pu