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We consider the fundamental problem in non-convex optimization of efficiently reaching a stationary point. In contrast to the convex case, in the long history of this basic problem, the only known theoretical results on first-order…

Optimization and Control · Mathematics 2016-08-26 Zeyuan Allen-Zhu , Elad Hazan

This article introduces a generalized framework for Decentralized Learning formulated as a Multi-Objective Optimization problem, in which both distributed agents and a central coordinator contribute independent, potentially conflicting…

Optimization and Control · Mathematics 2025-07-21 Roberto Morales , Umberto Biccari

In this work and its accompanying Part II [1], we develop an accelerated algorithmic framework, DAMA (Decentralized Accelerated Minimax Approach), for nonconvex Polyak-Lojasiewicz minimax optimization over decentralized multi-agent…

Optimization and Control · Mathematics 2025-12-17 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

We first propose a decentralized proximal stochastic gradient tracking method (DProxSGT) for nonconvex stochastic composite problems, with data heterogeneously distributed on multiple workers in a decentralized connected network. To save…

Optimization and Control · Mathematics 2023-03-01 Yonggui Yan , Jie Chen , Pin-Yu Chen , Xiaodong Cui , Songtao Lu , Yangyang Xu

Decentralized optimization over time-varying networks has a wide range of applications in distributed learning, signal processing and various distributed control problems. The agents of the distributed system locally hold optimization…

Optimization and Control · Mathematics 2023-12-14 Alexander Rogozin , Alexander Gasnikov , Aleksander Beznosikov , Dmitry Kovalev

Optimization by stochastic gradient descent is an important component of many large-scale machine learning algorithms. A wide variety of such optimization algorithms have been devised; however, it is unclear whether these algorithms are…

Machine Learning · Computer Science 2014-02-26 Tom Schaul , Ioannis Antonoglou , David Silver

Decentralized optimization is critical for solving large-scale machine learning problems over distributed networks, where multiple nodes collaborate through local communication. In practice, the variances of stochastic gradient estimators…

Optimization and Control · Mathematics 2026-02-13 Hongxu Chen , Ke Wei , Luo Luo

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Wei Shi , Ming Yan

$L_0$-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

This paper considers decentralized optimization with application to machine learning on graphs. The growing size of neural network (NN) models has motivated prior works on decentralized stochastic gradient algorithms to incorporate…

Optimization and Control · Mathematics 2021-10-12 Arjun Ashok Rao , Hoi-To Wai

Decentralized stochastic optimization is the basic building block of modern collaborative machine learning, distributed estimation and control, and large-scale sensing. Since involved data usually contain sensitive information like user…

Machine Learning · Computer Science 2022-05-10 Yongqiang Wang , H. Vincent Poor

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

Optimization and Control · Mathematics 2024-12-13 Getachew K. Befekadu

Understanding the optimization dynamics of neural networks is necessary for closing the gap between theory and practice. Stochastic first-order optimization algorithms are known to efficiently locate favorable minima in deep neural…

Machine Learning · Computer Science 2023-06-22 Charles Guille-Escuret , Hiroki Naganuma , Kilian Fatras , Ioannis Mitliagkas

We develop a machine-learning framework to learn hyperparameter sequences for accelerated first-order methods (e.g., the step size and momentum sequences in accelerated gradient descent) to quickly solve parametric convex optimization…

Optimization and Control · Mathematics 2025-10-07 Rajiv Sambharya , Jinho Bok , Nikolai Matni , George Pappas

Iterative optimization is central to modern artificial intelligence (AI) and provides a crucial framework for understanding adaptive systems. This review provides a unified perspective on this subject, bridging classic theory with neural…

Machine Learning · Computer Science 2025-10-22 Jesús García Fernández , Nasir Ahmad , Marcel van Gerven

We consider the decentralized convex optimization problem, where multiple agents must cooperatively minimize a cumulative objective function, with each local function expressible as an empirical average of data-dependent losses.…

Optimization and Control · Mathematics 2020-12-15 Ketan Rajawat , Chirag Kumar

We present a different view on stochastic optimization, which goes back to the splitting schemes for approximate solutions of ODE. In this work, we provide a connection between stochastic gradient descent approach and first-order splitting…

Machine Learning · Statistics 2020-04-21 Daniil Merkulov , Ivan Oseledets

Many realistic decision-making problems in networked scenarios, such as formation control and collaborative task offloading, often involve complicatedly entangled local decisions, which, however, have not been sufficiently investigated yet.…

Optimization and Control · Mathematics 2025-11-20 Dandan Wang , Xuyang Wu , Zichong Ou , Jie Lu

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

Machine Learning · Statistics 2017-08-16 Alexander Jung

We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has…

Machine Learning · Computer Science 2017-01-31 Diederik P. Kingma , Jimmy Ba
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