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We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

Machine Learning · Computer Science 2018-02-02 Tianyi Lin , Linbo Qiao , Teng Zhang , Jiashi Feng , Bofeng Zhang

The problem of saddle-point avoidance for non-convex optimization is quite challenging in large scale distributed learning frameworks, such as Federated Learning, especially in the presence of Byzantine workers. The celebrated…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-12-30 Avishek Ghosh , Raj Kumar Maity , Arya Mazumdar , Kannan Ramchandran

In this paper we propose a stochastic primal dual fixed point method (SPDFP) for solving the sum of two proper lower semi-continuous convex function and one of which is composite. The method is based on the primal dual fixed point method…

Optimization and Control · Mathematics 2020-04-21 YaNanZhu , XiaoqunZhang

The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

Optimization and Control · Mathematics 2021-02-25 Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

In this work we focus our attention on distributed optimization problems in the context where the communication time between the server and the workers is non-negligible. We obtain novel methods supporting bidirectional compression (both…

Optimization and Control · Mathematics 2023-05-23 Kaja Gruntkowska , Alexander Tyurin , Peter Richtárik

We consider distributed smooth nonconvex unconstrained optimization over networks, modeled as a connected graph. We examine the behavior of distributed gradient-based algorithms near strict saddle points. Specifically, we establish that (i)…

Optimization and Control · Mathematics 2020-05-26 Amir Daneshmand , Gesualdo Scutari , Vyacheslav Kungurtsev

We address the fundamental network design problem of constructing approximate minimum spanners. Our contributions are for the distributed setting, providing both algorithmic and hardness results. Our main hardness result shows that an…

Data Structures and Algorithms · Computer Science 2018-02-12 Keren Censor-Hillel , Michal Dory

In distributed machine learning, efficient training across multiple agents with different data distributions poses significant challenges. Even with a centralized coordinator, current algorithms that achieve optimal communication complexity…

Machine Learning · Computer Science 2024-08-13 Junchi Yang , Murat Yildirim , Qiu Feng

In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication…

Machine Learning · Computer Science 2012-04-17 Hal Daume , Jeff M. Phillips , Avishek Saha , Suresh Venkatasubramanian

In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…

Optimization and Control · Mathematics 2020-02-26 Julian Rasch , Antonin Chambolle

We propose a novel decomposition framework for the distributed optimization of Difference Convex (DC)-type nonseparable sum-utility functions subject to coupling convex constraints. A major contribution of the paper is to develop for the…

Information Theory · Computer Science 2013-09-23 Alberth Alvarado , Gesualdo Scutari , Jong-Shi Pang

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

In this paper, we show new strongly polynomial work-depth tradeoffs for computing single-source shortest paths (SSSP) in non-negatively weighted directed graphs in parallel. Most importantly, we prove that directed SSSP can be solved within…

Data Structures and Algorithms · Computer Science 2025-10-23 Adam Karczmarz , Wojciech Nadara , Marek Sokołowski

In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…

Optimization and Control · Mathematics 2015-04-28 Chenguang Xi , Qiong Wu , Usman A. Khan

Distributed supply-chain optimization demands algorithms that can cope with unreliable communication, unbounded messaging delays, and geographically dispersed agents while still guaranteeing convergence with provable rates. In this work, we…

Optimization and Control · Mathematics 2025-06-11 Laksh Patel , Neel Shanbhag

A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…

Machine Learning · Computer Science 2014-06-11 Yann Dauphin , Razvan Pascanu , Caglar Gulcehre , Kyunghyun Cho , Surya Ganguli , Yoshua Bengio

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Multiagent Systems · Computer Science 2020-04-01 Stefan Vlaski , Ali H. Sayed

In this paper, we use composite optimization algorithms to solve sigmoid networks. We equivalently transfer the sigmoid networks to a convex composite optimization and propose the composite optimization algorithms based on the linearized…

Optimization and Control · Mathematics 2023-07-10 Huixiong Chen , Qi Ye

Motivated by the need for decentralized learning, this paper aims at designing a distributed algorithm for solving nonconvex problems with general linear constraints over a multi-agent network. In the considered problem, each agent owns…

Optimization and Control · Mathematics 2022-06-23 Jiawei Zhang , Songyang Ge , Tsung-Hui Chang , Zhi-Quan Luo

Saddle-point problems appear in various settings including machine learning, zero-sum stochastic games, and regression problems. We consider decomposable saddle-point problems and study an extension of the alternating direction method of…

Optimization and Control · Mathematics 2022-12-29 Mustafa O. Karabag , David Fridovich-Keil , Ufuk Topcu