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We establish the O($\frac{1}{k}$) convergence rate for distributed stochastic gradient methods that operate over strongly convex costs and random networks. The considered class of methods is standard each node performs a weighted average of…

Optimization and Control · Mathematics 2018-03-22 Dusan Jakovetic , Dragana Bajovic , Anit Kumar Sahu , Soummya Kar

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

Information Theory · Computer Science 2021-03-17 Ghadir Ayache , Salim El Rouayheb

We study the decentralized optimization problem where a network of $n$ agents seeks to minimize the average of a set of heterogeneous non-convex cost functions distributedly. State-of-the-art decentralized algorithms like Exact…

Optimization and Control · Mathematics 2022-10-14 Edward Duc Hien Nguyen , Sulaiman A. Alghunaim , Kun Yuan , César A. Uribe

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

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

We study the decentralized optimization problem $\min_{{\bf x}\in{\mathbb R}^d} f({\bf x})\triangleq \frac{1}{m}\sum_{i=1}^m f_i({\bf x})$, where the local function on the $i$-th agent has the form of $f_i({\bf x})\triangleq…

Optimization and Control · Mathematics 2025-01-14 Luo Luo , Yunyan Bai , Lesi Chen , Yuxing Liu , Haishan Ye

Decentralized bilevel optimization has received increasing attention recently due to its foundational role in many emerging multi-agent learning paradigms (e.g., multi-agent meta-learning and multi-agent reinforcement learning) over…

Machine Learning · Computer Science 2023-01-23 Peiwen Qiu , Yining Li , Zhuqing Liu , Prashant Khanduri , Jia Liu , Ness B. Shroff , Elizabeth Serena Bentley , Kurt Turck

This paper proposes the Doubly Compressed Momentum-assisted stochastic gradient tracking algorithm $\texttt{DoCoM}$ for communication-efficient decentralized optimization. The algorithm features two main ingredients to achieve a…

Machine Learning · Computer Science 2023-08-01 Chung-Yiu Yau , Hoi-To Wai

The stochastic compositional minimax problem has attracted a surge of attention in recent years since it covers many emerging machine learning models. Meanwhile, due to the emergence of distributed data, optimizing this kind of problem…

Machine Learning · Computer Science 2023-08-02 Hongchang Gao

Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…

Optimization and Control · Mathematics 2024-04-24 Youran Dong , Shiqian Ma , Junfeng Yang , Chao Yin

Distributed optimization is manifesting great potential in multiple fields, e.g., machine learning, control, and resource allocation. Existing decentralized optimization algorithms require sharing explicit state information among the…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Huqiang Cheng , Xiaofeng Liao , Huaqing Li , You Zhao

We study gossip algorithms for the fundamental rumor spreading problem, where the goal is to disseminate a rumor from a given source node to all nodes in an arbitrary (and unknown) graph. Gossip algorithms allow each node to call only one…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-15 Fabien Dufoulon , William K. Moses , Gopal Pandurangan

Decentralized learning on resource-constrained edge devices demands algorithms that are communication-efficient, robust to data corruption, and lightweight in memory. State-of-the-art gossip-based methods address communication efficiency,…

Machine Learning · Computer Science 2026-05-08 Anna van Elst , Igor Colin , Stephan Clémençon

Distributed optimization has received a lot of interest in recent years due to its wide applications in various fields. In this work, we revisit the convergence property of the decentralized gradient descent [A. Nedi{\'c}-A.Ozdaglar (2009)]…

Optimization and Control · Mathematics 2022-03-31 Woocheol Choi , Jimyeong Kim

In this paper, we showcase the interplay between discrete and continuous optimization in network-structured settings. We propose the first fully decentralized optimization method for a wide class of non-convex objective functions that…

Optimization and Control · Mathematics 2018-02-13 Aryan Mokhtari , Hamed Hassani , Amin Karbasi

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

A lot of effort has been invested into characterizing the convergence rates of gradient based algorithms for non-linear convex optimization. Recently, motivated by large datasets and problems in machine learning, the interest has shifted…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-07-23 Konstantinos I. Tsianos , Michael G. Rabbat

In the last few years, the theory of decentralized distributed convex optimization has made significant progress. The lower bounds on communications rounds and oracle calls have appeared, as well as methods that reach both of these bounds.…

Optimization and Control · Mathematics 2022-08-23 Eduard Gorbunov , Alexander Rogozin , Aleksandr Beznosikov , Darina Dvinskikh , Alexander Gasnikov

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…

Machine Learning · Computer Science 2021-06-17 Sebastian U. Stich , Sai Praneeth Karimireddy
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