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We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or…

Optimization and Control · Mathematics 2024-05-29 Dmitry Kovalev , Ekaterina Borodich , Alexander Gasnikov , Dmitrii Feoktistov

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

Optimization and Control · Mathematics 2020-11-16 Dmitry Kovalev , Adil Salim , Peter Richtárik

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 decentralized optimization paradigm assumes that each term of a finite-sum objective is privately stored by the corresponding agent. Agents are only allowed to communicate with their neighbors in the communication graph. We consider the…

Optimization and Control · Mathematics 2023-09-07 Demyan Yarmoshik , Alexander Rogozin , Alexander Gasnikov

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…

Optimization and Control · Mathematics 2021-02-19 Dmitry Kovalev , Egor Shulgin , Peter Richtárik , Alexander Rogozin , Alexander Gasnikov

Decentralized optimization with time-varying networks is an emerging paradigm in machine learning. It saves remarkable communication overhead in large-scale deep training and is more robust in wireless scenarios especially when nodes are…

Machine Learning · Computer Science 2022-11-02 Xinmeng Huang , Kun Yuan

In this paper, we focus on the decentralized composite optimization for convex functions. Because of advantages such as robust to the network and no communication bottle-neck in the central server, the decentralized optimization has…

Optimization and Control · Mathematics 2024-07-16 Haishan Ye , Xiangyu Chang

Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

We present a new class of decentralized first-order methods for nonsmooth and stochastic optimization problems defined over multiagent networks. Considering that communication is a major bottleneck in decentralized optimization, our main…

Optimization and Control · Mathematics 2017-02-07 Guanghui Lan , Soomin Lee , Yi Zhou

We develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive application of linear…

Optimization and Control · Mathematics 2015-03-25 Yossi Arjevani , Shai Shalev-Shwartz , Ohad Shamir

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

Optimization and Control · Mathematics 2026-02-05 Demyan Yarmoshik , Nhat Trung Nguyen , Alexander Rogozin , Alexander Gasnikov

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

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

The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…

Optimization and Control · Mathematics 2015-03-17 John Duchi , Alekh Agarwal , Martin Wainwright

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…

Optimization and Control · Mathematics 2016-01-07 Jason D. Lee , Qihang Lin , Tengyu Ma , Tianbao Yang

We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different…

Optimization and Control · Mathematics 2020-03-17 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

We study non-smooth stochastic decentralized optimization problems over time-varying networks, where objective functions are distributed across nodes and network connections may intermittently appear or break. Specifically, we consider two…

Optimization and Control · Mathematics 2026-04-28 Maxim Divilkovskiy , Alexander Gasnikov

We consider network-based decentralized optimization problems, where each node in the network possesses a local function and the objective is to collectively attain a consensus solution that minimizes the sum of all the local functions. A…

Optimization and Control · Mathematics 2023-09-07 Suhail M. Shah , Albert S. Berahas , Raghu Bollapragada

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

This paper presents a family of algorithms for decentralized convex composite problems. We consider the setting of a network of agents that cooperatively minimize a global objective function composed of a sum of local functions plus a…

Optimization and Control · Mathematics 2023-02-14 Yichuan Li , Petros G. Voulgaris , Dusan M. Stipanovic , Nikolaos M. Freris
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