Related papers: Towards accelerated rates for distributed optimiza…
We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…
We study stochastic decentralized optimization for the problem of training machine learning models with large-scale distributed data. We extend the widely used EXTRA and DIGing methods with variance reduction (VR), and propose two methods:…
We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…
We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…
In this paper, we study unconstrained distributed optimization strongly convex problems, in which the exchange of information in the network is captured by a directed graph topology over digital channels that have limited capacity (and…
We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…
We propose a novel algorithm for solving convex, constrained and distributed optimization problems defined on multi-agent-networks, where each agent has exclusive access to a part of the global objective function. The agents are able to…
We present a variant of accelerated gradient descent algorithms, adapted from Nesterov's optimal first-order methods, for weakly-quasi-convex and weakly-quasi-strongly-convex functions. We show that by tweaking the so-called estimate…
We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…
Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that we consider time-varying computational networks, which are…
This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…
We consider decentralized time-varying stochastic optimization problems where each of the functions held by the nodes has a finite sum structure. Such problems can be efficiently solved using variance reduction techniques. Our aim is to…
The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…
We propose a distributed, cubic-regularized Newton method for large-scale convex optimization over networks. The proposed method requires only local computations and communications and is suitable for federated learning applications over…
We study the so-called distributed two-time-scale gradient method for solving convex optimization problems over a network of agents when the communication bandwidth between the nodes is limited, and so information that is exchanged between…
This paper presents a distributed optimization scheme over a network of agents in the presence of cost uncertainties and over switching communication topologies. Inspired by recent advances in distributed convex optimization, we propose a…
This paper investigates distributed zeroth-order optimization for smooth nonconvex problems, targeting the trade-off between convergence rate and sampling cost per zeroth-order gradient estimation in current algorithms that use either the…
Distributed optimization has a rich history. It has demonstrated its effectiveness in many machine learning applications, etc. In this paper we study a subclass of distributed optimization, namely decentralized optimization in a non-smooth…
In this paper, we consider the unconstrained distributed optimization problem, in which the exchange of information in the network is captured by a directed graph topology, thus, nodes can only communicate with their neighbors.…
We propose ADOM - an accelerated method for smooth and strongly convex decentralized optimization over time-varying networks. ADOM uses a dual oracle, i.e., we assume access to the gradient of the Fenchel conjugate of the individual loss…