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We study the problem of decentralized optimization over time-varying networks with strongly convex smooth cost functions. In our approach, nodes run a multi-step gossip procedure after making each gradient update, thus ensuring approximate…

Optimization and Control · Mathematics 2022-11-08 Alexander Rogozin , Vladislav Lukoshkin , Alexander Gasnikov , Dmitry Kovalev , Egor Shulgin

In this paper, we study the problem of minimizing a sum of smooth and strongly convex functions split over the nodes of a network in a decentralized fashion. We propose the algorithm $ESDACD$, a decentralized accelerated algorithm that only…

Optimization and Control · Mathematics 2019-02-25 Hadrien Hendrikx , Francis Bach , Laurent Massoulié

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 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 proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

We study optimal distributed first-order optimization algorithms when the network (i.e., communication constraints between the agents) changes with time. This problem is motivated by scenarios where agents experience network malfunctions.…

Optimization and Control · Mathematics 2019-12-02 Alexander Rogozin , César A. Uribe , Alexander Gasnikov , Nikolay Malkovsky , Angelia Nedić

In decentralized optimization, it is common algorithmic practice to have nodes interleave (local) gradient descent iterations with gossip (i.e. averaging over the network) steps. Motivated by the training of large-scale machine learning…

Machine Learning · Computer Science 2020-11-24 Abolfazl Hashemi , Anish Acharya , Rudrajit Das , Haris Vikalo , Sujay Sanghavi , Inderjit Dhillon

We study distributed (strongly convex) optimization problems over a network of agents, with no centralized nodes. The loss functions of the agents are assumed to be \textit{similar}, due to statistical data similarity or otherwise. In order…

Optimization and Control · Mathematics 2022-04-12 Ye Tian , Gesualdo Scutari , Tianyu Cao , Alexander Gasnikov

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

Optimization and Control · Mathematics 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

We consider the problem of decentralized optimization in networks with communication delays. To accommodate delays, we need decentralized optimization algorithms that work on directed graphs. Existing approaches require nodes to know their…

Optimization and Control · Mathematics 2024-12-31 Tomas Ortega , Hamid Jafarkhani

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

In this paper, we study the communication and (sub)gradient computation costs in distributed optimization and give a sharp complexity analysis for the proposed distributed accelerated gradient methods. We present two algorithms based on the…

Optimization and Control · Mathematics 2020-08-19 Huan Li , Cong Fang , Wotao Yin , Zhouchen Lin

While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper…

Optimization and Control · Mathematics 2021-09-01 Zhiguo Wang , Jiawei Zhang , Tsung-Hui Chang , Jian Li , Zhi-Quan Luo

We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…

Optimization and Control · Mathematics 2023-05-02 Hadi Reisizadeh , Anand Gokhale , Behrouz Touri , Soheil Mohajer

We study distributed optimization problems when $N$ nodes minimize the sum of their individual costs subject to a common vector variable. The costs are convex, have Lipschitz continuous gradient (with constant $L$), and bounded gradient. We…

Information Theory · Computer Science 2014-04-15 Dusan Jakovetic , Joao Xavier , Jose M. F. Moura

We introduce a new framework for the convergence analysis of a class of distributed constrained non-convex optimization algorithms in multi-agent systems. The aim is to search for local minimizers of a non-convex objective function which is…

Optimization and Control · Mathematics 2013-12-03 Pascal Bianchi , Jérémie Jakubowicz
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