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We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We study the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…

Optimization and Control · Mathematics 2021-06-29 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

We investigate fast and communication-efficient algorithms for the classic problem of minimizing a sum of strongly convex and smooth functions that are distributed among $n$ different nodes, which can communicate using a limited number of…

Optimization and Control · Mathematics 2021-06-21 Foivos Alimisis , Peter Davies , Dan Alistarh

We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…

Machine Learning · Computer Science 2020-04-21 Yongqiang Cai , Qianxiao Li , Zuowei Shen

We introduce a new and increasingly relevant setting for distributed optimization in machine learning, where the data defining the optimization are distributed (unevenly) over an extremely large number of \nodes, but the goal remains to…

Machine Learning · Computer Science 2015-11-12 Jakub Konečný , Brendan McMahan , Daniel Ramage

Resource-constrained systems are prevalent in communications. Such a system is composed of many components but only some of them can be allocated with resources such as time slots. According to the amount of information about the system,…

Information Theory · Computer Science 2014-04-02 Albert Y. S. Lam , Yanhui Geng , Victor O. K. Li

A framework based on iterative coordinate minimization (CM) is developed for stochastic convex optimization. Given that exact coordinate minimization is impossible due to the unknown stochastic nature of the objective function, the crux of…

Machine Learning · Statistics 2020-03-13 Sudeep Salgia , Qing Zhao , Sattar Vakili

Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition…

Machine Learning · Computer Science 2013-01-07 Martin Wainwright , Tommi S. Jaakkola , Alan Willsky

Communication compression is a common technique in distributed optimization that can alleviate communication overhead by transmitting compressed gradients and model parameters. However, compression can introduce information distortion,…

Machine Learning · Computer Science 2024-01-12 Yutong He , Xinmeng Huang , Kun Yuan

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

We consider algorithmic problems in the setting in which the input data has been partitioned arbitrarily on many servers. The goal is to compute a function of all the data, and the bottleneck is the communication used by the algorithm. We…

Data Structures and Algorithms · Computer Science 2014-07-01 Ravindran Kannan , Santosh Vempala , David Woodruff

This paper considers a distributed convex optimization problem over a time-varying multi-agent network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-22 Chuanye Gu , Zhiyou Wu , Jueyou Li , Yaning Guo

This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a…

Optimization and Control · Mathematics 2023-02-14 Yichuan Li , Petros G. Voulgaris , Dusan M. Stipanovic , Nikolaos M. Freris

We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different…

Optimization and Control · Mathematics 2020-03-17 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary…

Optimization and Control · Mathematics 2014-11-05 Volkan Cevher , Stephen Becker , Mark Schmidt

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

Optimization and Control · Mathematics 2023-02-27 Laurent Condat , Daichi Kitahara , Andrés Contreras , Akira Hirabayashi

Modern applied optimization problems become more and more complex every day. Due to this fact, distributed algorithms that can speed up the process of solving an optimization problem through parallelization are of great importance. The main…

Optimization and Control · Mathematics 2023-12-14 Svetlana Tkachenko , Artem Andreev , Aleksandr Beznosikov , Alexander Gasnikov

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 proposes a novel federated algorithm that leverages momentum-based variance reduction with adaptive learning to address non-convex settings across heterogeneous data. We intend to minimize communication and computation overhead,…

Machine Learning · Computer Science 2024-12-17 Dipanwita Thakur , Antonella Guzzo , Giancarlo Fortino , Sajal K. Das