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In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…

Optimization and Control · Mathematics 2014-10-01 Ion Necoara , Valentin Nedelcu

We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…

Optimization and Control · Mathematics 2017-04-20 Alessandro Falsone , Kostas Margellos , Simone Garatti , Maria Prandini

In this paper, a distributed convex optimization algorithm, termed \emph{distributed coordinate dual averaging} (DCDA) algorithm, is proposed. The DCDA algorithm addresses the scenario of a large distributed optimization problem with…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-31 Milind Rao , Stefano Rini , Andrea Goldsmith

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

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

We are concerned with decentralized optimization over a compact submanifold, where the loss functions of local datasets are defined by their respective local datasets. A key challenge in decentralized optimization is mitigating the…

Optimization and Control · Mathematics 2024-07-15 Jiang Hu , Kangkang Deng

Heterogeneous networks comprise agents with varying capabilities in terms of computation, storage, and communication. In such settings, it is crucial to factor in the operating characteristics in allowing agents to choose appropriate…

Optimization and Control · Mathematics 2022-09-07 Yichuan Li , Petros Voulgaris , Nikolaos M. Freris

In the modern paradigm of multi-agent networks, communication has become one of the main bottlenecks for decentralized optimization, where a large number of agents are involved in minimizing the average of the local cost functions. In this…

Optimization and Control · Mathematics 2024-08-06 Yiwei Liao , Zhuorui Li , Shi Pu , Tsung-Hui Chang

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Optimization and Control · Mathematics 2026-04-10 Qing Xu , Yiwei Liao , Wenqi Fan , Xingxing You , Songyi Dian

We propose a general scheme for solving convex and non-convex optimization problems on manifolds. The central idea is that, by adding a multiple of the squared retraction distance to the objective function in question, we "convexify" the…

Computation · Statistics 2020-10-20 Lizhen Lin , Bayan Saparbayeva , Michael Minyi Zhang , David B. Dunson

In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

Optimization and Control · Mathematics 2014-02-04 Ion Necoara , Valentin Nedelcu

We study non-convex distributed optimization problems where a set of agents collaboratively solve a separable optimization problem that is distributed over a time-varying network. The existing methods to solve these problems rely on (at…

Optimization and Control · Mathematics 2022-04-26 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

This article introduces a generalized framework for Decentralized Learning formulated as a Multi-Objective Optimization problem, in which both distributed agents and a central coordinator contribute independent, potentially conflicting…

Optimization and Control · Mathematics 2025-07-21 Roberto Morales , Umberto Biccari

In this work, we first consider distributed convex constrained optimization problems where the objective function is encoded by multiple local and possibly nonsmooth objectives privately held by a group of agents, and propose a distributed…

Optimization and Control · Mathematics 2020-02-20 Changxin Liu , Huiping Li , Yang Shi

Consider the setting where each vertex of a graph has a function, and communications can only occur between vertices connected by an edge. We wish to minimize the sum of these functions. For the case when each function is the sum of a…

Optimization and Control · Mathematics 2018-11-29 C. H. Jeffrey Pang

We consider strongly convex-concave minimax problems in the federated setting, where the communication constraint is the main bottleneck. When clients are arbitrarily heterogeneous, a simple Minibatch Mirror-prox achieves the best…

Machine Learning · Computer Science 2021-02-15 Charlie Hou , Kiran K. Thekumparampil , Giulia Fanti , Sewoong Oh

We consider the problem of decentralized composite optimization over a symmetric connected graph, in which each node holds its own agent-specific private convex functions, and communications are only allowed between nodes with direct links.…

Optimization and Control · Mathematics 2018-09-06 Bin Wang , Jun Fang , Huiping Duan , Hongbin Li

Decentralized stochastic optimization methods have gained a lot of attention recently, mainly because of their cheap per iteration cost, data locality, and their communication-efficiency. In this paper we introduce a unified convergence…

Machine Learning · Computer Science 2021-03-03 Anastasia Koloskova , Nicolas Loizou , Sadra Boreiri , Martin Jaggi , Sebastian U. Stich

Decentralized optimization methods often entail information exchange between neighbors. Transmission failures can happen due to network congestion, hardware/software issues, communication outage, and other factors. In this paper, we…

Machine Learning · Computer Science 2024-01-05 Wenjing Yan , Xuanyu Cao
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