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In this thesis, I study the minimax oracle complexity of distributed stochastic optimization. First, I present the "graph oracle model", an extension of the classic oracle complexity framework that can be applied to study distributed…

Optimization and Control · Mathematics 2021-09-03 Blake Woodworth

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

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

Distributed optimization methods are actively researched by optimization community. Due to applications in distributed machine learning, modern research directions include stochastic objectives, reducing communication frequency, and…

Optimization and Control · Mathematics 2021-06-15 Trimbach Ekaterina , Rogozin Alexander

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

A stochastic gradient method for synchronous distributed optimization is studied. For reducing communication cost, we particularly focus on utilization of compression of communicated gradients. Several work has shown that {\it{sparsified}}…

Optimization and Control · Mathematics 2020-06-22 Tomoya Murata , Taiji Suzuki

Local SGD is a popular optimization method in distributed learning, often outperforming other algorithms in practice, including mini-batch SGD. Despite this success, theoretically proving the dominance of local SGD in settings with…

Gradient compression with error compensation has attracted significant attention with the target of reducing the heavy communication overhead in distributed learning. However, existing compression methods either perform only unidirectional…

Machine Learning · Computer Science 2024-02-20 Yifei Cheng , Li Shen , Linli Xu , Xun Qian , Shiwei Wu , Yiming Zhou , Tie Zhang , Dacheng Tao , Enhong Chen

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

In this paper, we study the problem of distributed multi-agent optimization over a network, where each agent possesses a local cost function that is smooth and strongly convex. The global objective is to find a common solution that…

Optimization and Control · Mathematics 2019-08-02 Shi Pu , Angelia Nedić

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

This paper addresses a class of constrained optimization problems over networks in which local cost functions and constraints can be nonconvex. We propose an asynchronous distributed optimization algorithm, relying on the centralized Method…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani , Giuseppe Notarstefano

We propose a new distributed optimization algorithm for solving a class of constrained optimization problems in which (a) the objective function is separable (i.e., the sum of local objective functions of agents), (b) the optimization…

Optimization and Control · Mathematics 2021-06-16 Van Sy Mai , Richard J. La , Tao Zhang , Abdella Battou

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 this paper, we propose a distributed stochastic second-order proximal method that enables agents in a network to cooperatively minimize the sum of their local loss functions without any centralized coordination. The proposed algorithm,…

Optimization and Control · Mathematics 2022-11-22 Chenyang Qiu , Shanying Zhu , Zichong Ou , Jie Lu

Decentralized optimization is a promising parallel computation paradigm for large-scale data analytics and machine learning problems defined over a network of nodes. This paper is concerned with decentralized non-convex composite problems…

Optimization and Control · Mathematics 2021-10-05 Ran Xin , Subhro Das , Usman A. Khan , Soummya Kar

In this paper, we design a novel distributed learning algorithm using stochastic compressed communications. In detail, we pursue a modular approach, merging ADMM and a gradient-based approach, benefiting from the robustness of the former…

Optimization and Control · Mathematics 2025-07-01 Guido Carnevale , Nicola Bastianello