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We consider the problem of communication efficient distributed optimization where multiple nodes exchange important algorithm information in every iteration to solve large problems. In particular, we focus on the stochastic variance-reduced…

Machine Learning · Computer Science 2020-03-16 Hossein S. Ghadikolaei , Sindri Magnusson

We develop a Distributed Event-Triggered Stochastic GRAdient Descent (DETSGRAD) algorithm for solving non-convex optimization problems typically encountered in distributed deep learning. We propose a novel communication triggering mechanism…

Optimization and Control · Mathematics 2019-09-12 Jemin George , Prudhvi Gurram

In recent years, decentralized bilevel optimization problems have received increasing attention in the networking and machine learning communities thanks to their versatility in modeling decentralized learning problems over peer-to-peer…

Machine Learning · Computer Science 2022-10-07 Zhuqing Liu , Xin Zhang , Prashant Khanduri , Songtao Lu , Jia Liu

Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

Machine Learning · Computer Science 2026-05-26 Yihan Zhang , My T. Thai , Jie Wu , Hongchang Gao

This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…

Optimization and Control · Mathematics 2025-05-23 Ashwin Aravind , Debasish Chatterjee , Ashish Cherukuri

In this paper, we study distributed stochastic optimization to minimize a sum of smooth and strongly-convex local cost functions over a network of agents, communicating over a strongly-connected graph. Assuming that each agent has access to…

Machine Learning · Computer Science 2019-04-11 Ran Xin , Anit Kumar Sahu , Usman A. Khan , Soummya Kar

This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for solving convex composite optimization problems over undirected and connected networks. The local loss function in these problems contains both smooth and…

Optimization and Control · Mathematics 2023-03-07 Luyao Guo , Xinli Shi , Jinde Cao , Zihao Wang

This paper presents a decentralized algorithm for non-convex optimization over tree-structured networks. We assume that each node of this network can solve small-scale optimization problems and communicate approximate value functions with…

Optimization and Control · Mathematics 2020-11-02 Yuning Jiang , Dimitris Kouzoupis , Haoyu Yin , Moritz Diehl , Boris Houska

Motivated by distributed statistical learning over uncertain communication networks, we study distributed stochastic optimization by networked nodes to cooperatively minimize a sum of convex cost functions. The network is modeled by a…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Yan Chen , Alexander L. Fradkov , Keli Fu , Xiaozheng Fu , Tao Li

In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…

Systems and Control · Electrical Eng. & Systems 2021-05-27 Vivek Khatana , Govind Saraswat , Sourav Patel , Murti V. Salapaka

We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communication graph. Specifically, we place ourselves in an…

Optimization and Control · Mathematics 2023-03-20 Yu-Guan Hsieh , Yassine Laguel , Franck Iutzeler , Jérôme Malick

We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…

Optimization and Control · Mathematics 2021-12-24 Navjot Singh , Xuanyu Cao , Suhas Diggavi , Tamer Basar

Privacy protection and nonconvexity are two challenging problems in decentralized optimization and learning involving sensitive data. Despite some recent advances addressing each of the two problems separately, no results have been reported…

Optimization and Control · Mathematics 2022-12-16 Yongqiang Wang , Tamer Basar

In this paper, we study the distributed nonconvex optimization problem, which aims to minimize the average value of the local nonconvex cost functions using local information exchange. To reduce the communication overhead, we introduce…

Optimization and Control · Mathematics 2025-02-12 Lei Xu , Xinlei Yi , Guanghui Wen , Yang Shi , Karl H. Johansson , Tao Yang

In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…

Machine Learning · Computer Science 2020-07-24 Muhammad I. Qureshi , Ran Xin , Soummya Kar , Usman A. Khan

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

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

Scalable decentralized optimization in large-scale systems hinges on efficient communication. A common way to reduce communication overhead is to perform multiple local updates between two communication rounds, as in federated learning.…

Optimization and Control · Mathematics 2025-11-10 Jie Liu , Zuang Wang , Yongqiang Wang

This paper proposes a distributed stochastic algorithm with variance reduction for general smooth non-convex finite-sum optimization, which has wide applications in signal processing and machine learning communities. In distributed setting,…

Optimization and Control · Mathematics 2021-07-23 Xia Jiang , Xianlin Zeng , Jian Sun , Jie Chen

We develop two compression based stochastic gradient algorithms to solve a class of non-smooth strongly convex-strongly concave saddle-point problems in a decentralized setting (without a central server). Our first algorithm is a…

Machine Learning · Computer Science 2023-04-17 Chhavi Sharma , Vishnu Narayanan , P. Balamurugan
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