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In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…

Optimization and Control · Mathematics 2022-08-16 Changxin Liu , Yang Shi , Huiping Li , Wenli Du

In decentralized optimization, several nodes connected by a network collaboratively minimize some objective function. For minimization of Lipschitz functions lower bounds are known along with optimal algorithms. We study a specific class of…

Optimization and Control · Mathematics 2023-03-15 Savelii Chezhegov , Alexander Rogozin , Alexander Gasnikov

Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…

Optimization and Control · Mathematics 2020-05-22 Hadrien Hendrikx , Francis Bach , Laurent Massoulie

Distributed optimization has found widespread applications in smart grids, optimal control, and machine learning. This paper studies distributed consensus optimization. We extend the Augmented Lagrangian-based Alternating Direction Inexact…

Optimization and Control · Mathematics 2026-05-21 Xu Du , Jingzhe Wang , Karl H. Johansson , Apostolos I. Rikos

In this paper, we study the problem of minimizing a sum of smooth and strongly convex functions split over the nodes of a network in a decentralized fashion. We propose the algorithm $ESDACD$, a decentralized accelerated algorithm that only…

Optimization and Control · Mathematics 2019-02-25 Hadrien Hendrikx , Francis Bach , Laurent Massoulié

We study the problem of distributed zero-order optimization for a class of strongly convex functions. They are formed by the average of local objectives, associated to different nodes in a prescribed network of connections. We propose a…

Optimization and Control · Mathematics 2021-06-29 Arya Akhavan , Massimiliano Pontil , Alexandre B. Tsybakov

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

We consider a class of popular distributed non-convex optimization problems, in which agents connected by a network $\mathcal{G}$ collectively optimize a sum of smooth (possibly non-convex) local objective functions. We address the…

Optimization and Control · Mathematics 2020-01-08 Haoran Sun , Mingyi Hong

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

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

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

This paper presents a decentralized algorithm for solving distributed convex optimization problems in dynamic networks with time-varying objectives. The unique feature of the algorithm lies in its ability to accommodate a wide range of…

Optimization and Control · Mathematics 2023-07-12 Navneet Agrawal , Renato L. G. Cavalcante , Masahiro Yukawa , Slawomir Stanczak

In this paper, we design two compressed decentralized algorithms for solving nonconvex stochastic optimization under two different scenarios. Both algorithms adopt a momentum technique to achieve fast convergence and a message-compression…

Machine Learning · Computer Science 2025-08-08 Wei Liu , Anweshit Panda , Ujwal Pandey , Christopher Brissette , Yikang Shen , George M. Slota , Naigang Wang , Jie Chen , Yangyang Xu

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 consider a standard distributed optimisation setting where $N$ machines, each holding a $d$-dimensional function $f_i$, aim to jointly minimise the sum of the functions $\sum_{i = 1}^N f_i (x)$. This problem arises naturally in…

Machine Learning · Computer Science 2021-12-08 Dan Alistarh , Janne H. Korhonen

We consider stochastic convex optimization problems with affine constraints and develop several methods using either primal or dual approach to solve it. In the primal case, we use a special penalization technique to make the initial…

Optimization and Control · Mathematics 2020-11-13 Eduard Gorbunov , Darina Dvinskikh , Alexander Gasnikov

Decentralized optimization methods enable on-device training of machine learning models without a central coordinator. In many scenarios communication between devices is energy demanding and time consuming and forms the bottleneck of the…

Optimization and Control · Mathematics 2020-11-04 Dmitry Kovalev , Anastasia Koloskova , Martin Jaggi , Peter Richtarik , Sebastian U. Stich

This paper proposes a novel family of primal-dual-based distributed algorithms for smooth, convex, multi-agent optimization over networks that uses only gradient information and gossip communications. The algorithms can also employ…

Optimization and Control · Mathematics 2020-03-04 Jinming Xu , Ye Tian , Ying Sun , Gesualdo Scutari

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

In communication networks, optimization is essential in enhancing performance metrics, e.g., network utility. These optimization problems often involve sum-of-products (or ratios) terms, which are typically non-convex and NP-hard, posing…

Emerging Technologies · Computer Science 2025-01-10 Liangxin Qian , Wenhan Yu , Peiyuan Si , Jun Zhao