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In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…

Optimization and Control · Mathematics 2021-06-02 Yurii Nesterov , Mihai I. Florea

Federated learning (FL) is a distributed learning paradigm that allows several clients to learn a global model without sharing their private data. In this paper, we generalize a primal dual fixed point (PDFP) \cite{PDFP} method to federated…

Optimization and Control · Mathematics 2023-05-24 Ya-Nan Zhu , Jingwei Liang , Xiaoqun Zhang

Federated learning is a popular distributed and privacy-preserving learning paradigm in machine learning. Recently, some federated learning algorithms have been proposed to solve the distributed minimax problems. However, these federated…

Machine Learning · Computer Science 2024-03-01 Feihu Huang , Xinrui Wang , Junyi Li , Songcan Chen

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

We study the federated optimization problem from a dual perspective and propose a new algorithm termed federated dual coordinate descent (FedDCD), which is based on a type of coordinate descent method developed by Necora et al.[Journal of…

Machine Learning · Computer Science 2022-02-07 Zhenan Fan , Huang Fang , Michael P. Friedlander

We analyze stochastic conditional gradient methods for constrained optimization problems arising in over-parametrized machine learning. We show that one could leverage the interpolation-like conditions satisfied by such models to obtain…

Optimization and Control · Mathematics 2022-01-28 Tesi Xiao , Krishnakumar Balasubramanian , Saeed Ghadimi

In this paper, we propose a distributed zeroth-order policy optimization method for Multi-Agent Reinforcement Learning (MARL). Existing MARL algorithms often assume that every agent can observe the states and actions of all the other agents…

Machine Learning · Computer Science 2023-06-21 Yan Zhang , Michael M. Zavlanos

In this paper, we aim to solve a distributed optimization problem with affine coupling constraints in a multi-agent network, where the cost function of the agents is composed of smooth and possibly non-smooth parts. To solve this problem,…

Optimization and Control · Mathematics 2022-05-31 Jianzheng Wang , Guoqiang Hu

There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…

Optimization and Control · Mathematics 2021-11-29 Emiliano Dall'Anese , Andrea Simonetto , Stephen Becker , Liam Madden

This paper deals with the black-box optimization problem. In this setup, we do not have access to the gradient of the objective function, therefore, we need to estimate it somehow. We propose a new type of approximation JAGUAR, that…

Optimization and Control · Mathematics 2024-12-03 Andrey Veprikov , Aleksandr Bogdanov , Vladislav Minashkin , Aleksandr Beznosikov

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

Optimization and Control · Mathematics 2021-06-15 Vladislav Tominin , Yaroslav Tominin , Ekaterina Borodich , Dmitry Kovalev , Alexander Gasnikov , Pavel Dvurechensky

We consider a non-convex constrained optimization problem, where the objective function is weakly convex and the constraint function is either convex or weakly convex. To solve this problem, we consider the classical switching subgradient…

Optimization and Control · Mathematics 2023-10-31 Yankun Huang , Qihang Lin

We study zeroth-order optimization for convex functions where we further assume that function evaluations are unavailable. Instead, one only has access to a $\textit{comparison oracle}$, which given two points $x$ and $y$ returns a single…

Optimization and Control · Mathematics 2022-04-26 HanQin Cai , Daniel Mckenzie , Wotao Yin , Zhenliang Zhang

In this paper we consider bound-constrained mixed-integer optimization problems where the objective function is differentiable w.r.t.\ the continuous variables for every configuration of the integer variables. We mainly suggest to exploit…

Optimization and Control · Mathematics 2026-01-19 Matteo Lapucci , Giampaolo Liuzzi , Stefano Lucidi , Pierluigi Mansueto

We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

The paper studies the distributed stochastic compositional optimization problems over networks, where all the agents' inner-level function is the sum of each agent's private expectation function. Focusing on the aggregative structure of the…

Optimization and Control · Mathematics 2022-11-10 Shengchao Zhao , Yongchao Liu

We present an optimal gradient method for smooth strongly convex optimization. The method is optimal in the sense that its worst-case bound on the distance to an optimal point exactly matches the lower bound on the oracle complexity for the…

Optimization and Control · Mathematics 2022-06-15 Adrien Taylor , Yoel Drori

We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Optimization and Control · Mathematics 2019-11-28 Darina Dvinskikh , Eduard Gorbunov , Alexander Gasnikov , Pavel Dvurechensky , Cesar A. Uribe

This paper focuses on a multi-agent zeroth-order online optimization problem in a federated learning setting for target tracking. The agents only sense their current distances to their targets and aim to maintain a minimum safe distance…

Machine Learning · Computer Science 2023-06-12 Ege C. Kaya , M. Berk Sahin , Abolfazl Hashemi

Federated learning (FL), as a distributed collaborative machine learning (ML) framework under privacy-preserving constraints, has garnered increasing research attention in cross-organizational data collaboration scenarios. This paper…

Machine Learning · Computer Science 2025-10-31 Wenyou Guo , Ting Qu , Chunrong Pan , George Q. Huang
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