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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

A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…

Optimization and Control · Mathematics 2026-05-27 Lei Qin , Michael Cantoni , Ye Pu

The gradient descent (GD) method -- is a fundamental and likely the most popular optimization algorithm in machine learning (ML), with a history traced back to a paper in 1847 (Cauchy, 1847). It was studied under various assumptions,…

Optimization and Control · Mathematics 2025-02-20 Aleksandr Lobanov , Alexander Gasnikov , Eduard Gorbunov , Martin Takáč

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

We study stochastic gradient descent (SGD) with gradient clipping on convex functions under a generalized smoothness assumption called $(L_0,L_1)$-smoothness. Using gradient clipping, we establish a high probability convergence rate that…

Optimization and Control · Mathematics 2025-06-04 Ofir Gaash , Kfir Yehuda Levy , Yair Carmon

This paper deals with an optimization problem over a network of agents, where the cost function is the sum of the individual objectives of the agents and the constraint set is the intersection of local constraints. Most existing methods…

Optimization and Control · Mathematics 2018-06-20 Van Sy Mai , Eyad H. Abed

In this letter, we study distributed optimization, where a network of agents, abstracted as a directed graph, collaborates to minimize the average of locally-known convex functions. Most of the existing approaches over directed graphs are…

Optimization and Control · Mathematics 2018-06-08 Ran Xin , Usman A. Khan

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 optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…

Optimization and Control · Mathematics 2022-06-07 Damián Marelli , Yong Xu , Minyue Fu , Zenghong Huang

Due to the high communication cost in distributed and federated learning problems, methods relying on compression of communicated messages are becoming increasingly popular. While in other contexts the best performing gradient-type methods…

Optimization and Control · Mathematics 2020-06-29 Zhize Li , Dmitry Kovalev , Xun Qian , Peter Richtárik

We consider distributed optimization where the objective function is spread among different devices, each sending incremental model updates to a central server. To alleviate the communication bottleneck, recent work proposed various schemes…

Optimization and Control · Mathematics 2019-04-11 Samuel Horváth , Dmitry Kovalev , Konstantin Mishchenko , Sebastian Stich , Peter Richtárik

Decentralized distributed optimization over time-varying graphs (networks) is nowadays a very popular branch of research in optimization theory and consensus theory. One of the motivations to consider such networks is an application to…

Optimization and Control · Mathematics 2020-06-24 Alexander Rogozin , Alexander Gasnikov

We introduce a clipping strategy for Stochastic Gradient Descent (SGD) which uses quantiles of the gradient norm as clipping thresholds. We prove that this new strategy provides a robust and efficient optimization algorithm for smooth…

Machine Learning · Statistics 2024-10-15 Ibrahim Merad , Stéphane Gaïffas

Communication efficiency is a major bottleneck in the applications of distributed networks. To address the problem, the problem of quantized distributed optimization has attracted a lot of attention. However, most of the existing quantized…

Optimization and Control · Mathematics 2022-11-01 Yongyang Xiong , Ligang Wu , Keyou You , Lihua Xie

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

We consider the problem of decentralized consensus optimization, where the sum of $n$ smooth and strongly convex functions are minimized over $n$ distributed agents that form a connected network. In particular, we consider the case that the…

Machine Learning · Computer Science 2019-10-02 Amirhossein Reisizadeh , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2020-03-11 Shi Pu , Angelia Nedić

We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…

Machine Learning · Computer Science 2013-06-11 Francis Bach , Eric Moulines

In this paper, we study decentralized online stochastic non-convex optimization over a network of nodes. Integrating a technique called gradient tracking in decentralized stochastic gradient descent, we show that the resulting algorithm,…

Optimization and Control · Mathematics 2021-04-21 Ran Xin , Usman A. Khan , Soummya Kar

In this paper we consider convergence rate problems for stochastic strongly-convex optimization in the non-Euclidean sense with a constraint set over a time-varying multi-agent network. We propose two efficient non-Euclidean stochastic…

Optimization and Control · Mathematics 2018-08-23 Deming Yuan , Yiguang Hong , Daniel W. C. Ho , Guoping Jiang
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