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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

In this paper, we study decentralized online stochastic non-convex optimization over a network of nodes. Integrating a technique called gradient tracking in decentralized stochastic gradient descent, we show that the resulting algorithm,…

Optimization and Control · Mathematics 2021-04-21 Ran Xin , Usman A. Khan , Soummya Kar

This paper considers decentralized stochastic optimization over a network of $n$ nodes, where each node possesses a smooth non-convex local cost function and the goal of the networked nodes is to find an $\epsilon$-accurate first-order…

Optimization and Control · Mathematics 2021-06-15 Ran Xin , Usman A. Khan , Soummya Kar

Communication efficiency is a major bottleneck in the applications of distributed networks. To address the problem, the problem of quantized distributed optimization has attracted a lot of attention. However, most of the existing quantized…

Optimization and Control · Mathematics 2022-11-01 Yongyang Xiong , Ligang Wu , Keyou You , Lihua Xie

We study the decentralized optimization problem where a network of $n$ agents seeks to minimize the average of a set of heterogeneous non-convex cost functions distributedly. State-of-the-art decentralized algorithms like Exact…

Optimization and Control · Mathematics 2022-10-14 Edward Duc Hien Nguyen , Sulaiman A. Alghunaim , Kun Yuan , César A. Uribe

Adaptive gradient algorithms perform gradient-based updates using the history of gradients and are ubiquitous in training deep neural networks. While adaptive gradient methods theory is well understood for minimization problems, the…

Optimization and Control · Mathematics 2020-12-29 Mingrui Liu , Youssef Mroueh , Jerret Ross , Wei Zhang , Xiaodong Cui , Payel Das , Tianbao Yang

In this paper, we consider the decentralized optimization problems with generalized orthogonality constraints, where both the objective function and the constraint exhibit a distributed structure. Such optimization problems, albeit…

Optimization and Control · Mathematics 2024-09-10 Lei Wang , Nachuan Xiao , Xin Liu

Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes…

Machine Learning · Computer Science 2019-11-14 Ran Xin , Soummya Kar , Usman A. Khan

In modern decentralized applications, ensuring communication efficiency and privacy for the users are the key challenges. In order to train machine-learning models, the algorithm has to communicate to the data center and sample data for its…

Optimization and Control · Mathematics 2024-04-04 Hoang Huy Nguyen , Yan Li , Tuo Zhao

This paper considers decentralized minimization of $N:=nm$ smooth non-convex cost functions equally divided over a directed network of $n$ nodes. Specifically, we describe a stochastic first-order gradient method, called GT-SARAH, that…

Optimization and Control · Mathematics 2021-09-21 Ran Xin , Usman A. Khan , Soummya Kar

Gradient descent with momentum has been widely applied in various signal processing and machine learning tasks, demonstrating a notable empirical advantage over standard gradient descent. However, momentum-based distributed Riemannian…

Optimization and Control · Mathematics 2026-02-17 Jun Chen , Tianyi Zhu , Haishan Ye , Lina Liu , Guang Dai , Yong Liu , Yunliang Jiang , Ivor W. Tsang

We consider a distributed stochastic optimization problem that is solved by a decentralized network of agents with only local communication between neighboring agents. The goal of the whole system is to minimize a global objective function…

Optimization and Control · Mathematics 2022-11-10 Alexander Rogozin , Mikhail Bochko , Pavel Dvurechensky , Alexander Gasnikov , Vladislav Lukoshkin

We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the objective function is distributed over several computational…

Optimization and Control · Mathematics 2021-10-05 Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar , Umut Simsekli , Lingjiong Zhu

In this paper, we determine the optimal convergence rates for strongly convex and smooth distributed optimization in two settings: centralized and decentralized communications over a network. For centralized (i.e. master/slave) algorithms,…

Optimization and Control · Mathematics 2017-04-10 Kevin Scaman , Francis Bach , Sébastien Bubeck , Yin Tat Lee , Laurent Massoulié

We investigate the problem of agent-to-agent interaction in decentralized (federated) learning over time-varying directed graphs, and, in doing so, propose a consensus-based algorithm called DSGTm-TV. The proposed algorithm incorporates…

Optimization and Control · Mathematics 2024-09-27 Duong Thuy Anh Nguyen , Su Wang , Duong Tung Nguyen , Angelia Nedich , H. Vincent Poor

We consider a class of hierarchical multi-agent optimization problems over networks where agents seek to compute an approximate solution to a single-stage stochastic mathematical program with equilibrium constraints (MPEC). MPECs subsume…

Optimization and Control · Mathematics 2024-03-14 Mohammadjavad Ebrahimi , Uday V. Shanbhag , Farzad Yousefian

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Recently, min-max optimization problems have received increasing attention due to their wide range of applications in machine learning (ML). However, most existing min-max solution techniques are either single-machine or distributed…

Machine Learning · Computer Science 2023-03-07 Zhuqing Liu , Xin Zhang , Songtao Lu , Jia Liu

Distributed optimization enables networked agents to cooperatively solve a global optimization problem even with each participating agent only having access to a local partial view of the objective function. Despite making significant…

Optimization and Control · Mathematics 2022-10-04 Yongqiang Wang , Tamer Başar

This paper investigates distributed online convex optimization in the presence of an aggregative variable without any global/central coordinators over a multi-agent network, where each individual agent is only able to access partial…

Optimization and Control · Mathematics 2020-07-15 Xiuxian Li , Xinlei Yi , Lihua Xie