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Decentralized methods to solve finite-sum minimization problems are important in many signal processing and machine learning tasks where the data is distributed over a network of nodes and raw data sharing is not permitted due to privacy…

Machine Learning · Computer Science 2020-02-14 Ran Xin , Soummya Kar , Usman A. Khan

Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

Optimization and Control · Mathematics 2022-06-23 Jiawei Zhang , Songyang Ge , Tsung-Hui Chang , Zhi-Quan Luo

Decentralized optimization is a promising parallel computation paradigm for large-scale data analytics and machine learning problems defined over a network of nodes. This paper is concerned with decentralized non-convex composite problems…

Optimization and Control · Mathematics 2021-10-05 Ran Xin , Subhro Das , Usman A. Khan , Soummya Kar

This paper considers the decentralized consensus optimization problem defined over a network where each node holds a second-order differentiable local objective function. Our goal is to minimize the summation of local objective functions…

Optimization and Control · Mathematics 2020-08-25 Jiaojiao Zhang , Qing Ling , Anthony Man-Cho So

We consider a generic decentralized constrained optimization problem over static, directed communication networks, where each agent has exclusive access to only one convex, differentiable, local objective term and one convex constraint set.…

Optimization and Control · Mathematics 2023-11-09 Firooz Shahriari-Mehr , Ashkan Panahi

Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Carolyn L. Beck , R. Srikant

Minimax problems have recently attracted a lot of research interests. A few efforts have been made to solve decentralized nonconvex strongly-concave (NCSC) minimax-structured optimization; however, all of them focus on smooth problems with…

Optimization and Control · Mathematics 2023-04-06 Yangyang Xu

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

Distributed optimization is widely used in large-scale and privacy-preserving machine learning, where each agent stores a local objective and communicates only with its neighbors in a connected network. We study decentralized second-order…

The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…

Optimization and Control · Mathematics 2019-10-24 Brian Swenson , Anirudh Sridhar , H. Vincent Poor

This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed…

Optimization and Control · Mathematics 2022-11-21 Yuto Watanabe , Kazunori Sakurama

In this work, we introduce an asynchronous decentralized accelerated stochastic gradient descent type of method for decentralized stochastic optimization, considering communication and synchronization are the major bottlenecks. We establish…

Optimization and Control · Mathematics 2018-09-26 Guanghui Lan , Yi Zhou

Decentralized minimax optimization has been actively studied in the past few years due to its application in a wide range of machine learning models. However, the current theoretical understanding of its convergence rate is far from…

Machine Learning · Computer Science 2023-04-25 Yihan Zhang , Wenhao Jiang , Feng Zheng , Chiu C. Tan , Xinghua Shi , Hongchang Gao

Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…

Optimization and Control · Mathematics 2023-01-12 Alexander Rogozin , Demyan Yarmoshik , Ksenia Kopylova , Alexander Gasnikov

Recently, min-max optimization problems have received increasing attention due to their wide range of applications in machine learning (ML). However, most existing min-max solution techniques are either single-machine or distributed…

Machine Learning · Computer Science 2023-03-07 Zhuqing Liu , Xin Zhang , Songtao Lu , Jia Liu

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

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 are concerned with decentralized optimization over a compact submanifold, where the loss functions of local datasets are defined by their respective local datasets. A key challenge in decentralized optimization is mitigating the…

Optimization and Control · Mathematics 2024-07-15 Jiang Hu , Kangkang Deng

Algorithms for decentralized optimization and learning rely on local optimization steps coupled with combination steps over a graph. Recent works have demonstrated that using a time-varying sequence of matrices that achieves finite-time…

Optimization and Control · Mathematics 2026-02-17 Aaron Fainman , Stefan Vlaski

This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for solving convex composite optimization problems over undirected and connected networks. The local loss function in these problems contains both smooth and…

Optimization and Control · Mathematics 2023-03-07 Luyao Guo , Xinli Shi , Jinde Cao , Zihao Wang