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This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

Consider the following distributed optimization scenario. A worker has access to training data that it uses to compute the gradients while a server decides when to stop iterative computation based on its target accuracy or delay…

Machine Learning · Computer Science 2022-04-28 Chung-Yi Lin , Victoria Kostina , Babak Hassibi

The certified descent algorithm (CDA) is a gradient-based method for shape optimization which certifies that the direction computed using the shape gradient is a genuine descent direction for the objective functional under analysis. It…

Numerical Analysis · Mathematics 2018-05-28 Matteo Giacomini

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

In this paper we consider stochastic composite convex optimization problems with the objective function satisfying a stochastic bounded gradient condition, with or without a quadratic functional growth property. These models include the…

Optimization and Control · Mathematics 2020-03-10 Ion Necoara

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

$L_0$-smoothness, which has been pivotal to advancing decentralized optimization theory, is often fairly restrictive for modern tasks like deep learning. The recent advent of relaxed $(L_0,L_1)$-smoothness condition enables improved…

Optimization and Control · Mathematics 2025-08-13 Zhanhong Jiang , Aditya Balu , Soumik Sarkar

Dataset distillation seeks to synthesize a compact distilled dataset, enabling models trained on it to achieve performance comparable to models trained on the full dataset. Recent methods for large-scale datasets focus on matching global…

Computer Vision and Pattern Recognition · Computer Science 2025-12-02 Xiao Cui , Yulei Qin , Wengang Zhou , Hongsheng Li , Houqiang Li

This paper addresses two fundamental challenges in distributed online convex optimization: communication efficiency and optimization under limited feedback. We propose a unified framework named Online Compressed Gradient Tracking (OCGT),…

Optimization and Control · Mathematics 2025-12-08 Longkang Zhu , Xinli Shi , Xiangping Xu , Jinde Cao , Xiangyong Chen

Distributed optimization utilizes local computation and communication to realize a global aim of optimizing the sum of local objective functions. This article addresses a class of constrained distributed nonconvex optimization problems…

Optimization and Control · Mathematics 2024-05-07 Zhiyu He , Jianping He , Cailian Chen , Xinping Guan

This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…

Optimization and Control · Mathematics 2021-07-23 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

We adapt the gradient sampling algorithm to the local scoring algorithm to solve complex estimation problems based on an optimization of an objective function. This overcomes non-differentiability and non-smoothness of the objective…

Methodology · Statistics 2017-05-30 Marc-Olivier Boldi , Valérie Chavez-Demoulin

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo

Distributed optimization increasingly plays a central role in economical and sustainable operation of cyber-physical systems. Nevertheless, the complete potential of the technology has not yet been fully exploited in practice due to…

Optimization and Control · Mathematics 2017-10-24 Sindri Magnusson , Chinwendu Enyioha , Na Li , Carlo Fischione , Vahid Tarokh

While there has been a significant amount of work studying gradient descent techniques for non-convex optimization problems over the last few years, all existing results establish either local convergence with good rates or global…

Numerical Analysis · Mathematics 2017-03-10 Prateek Jain , Chi Jin , Sham M. Kakade , Praneeth Netrapalli

We obtain better algorithms for computing more balanced orientations and degree splits in LOCAL. Important to our result is a connection to the hypergraph sinkless orientation problem [BMNSU, SODA'25] We design an algorithm of complexity…

Data Structures and Algorithms · Computer Science 2026-04-03 Yannic Maus , Alexandre Nolin , Florian Schager

Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…

Optimization and Control · Mathematics 2022-09-07 Trung Vu , Raviv Raich

We propose an efficient distributed randomized coordinate descent method for minimizing regularized non-strongly convex loss functions. The method attains the optimal $O(1/k^2)$ convergence rate, where $k$ is the iteration counter. The core…

Optimization and Control · Mathematics 2014-07-29 Olivier Fercoq , Zheng Qu , Peter Richtárik , Martin Takáč

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

Machine Learning · Statistics 2025-07-01 Yingyuan Li , Aokun Wang , Zhongjian Wang

We propose an adaptive optimization algorithm for solving unconstrained scaled gradient flow problems that achieves fast convergence by controlling the optimization trajectory shape and the discretization step sizes. Under a broad class of…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Aayushya Agarwal , Carmel Fiscko , Soummya Kar , Larry Pileggi , Bruno Sinopoli
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