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This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…

Optimization and Control · Mathematics 2021-03-26 Run Chen , Andrew L. Liu

Parallel stochastic gradient methods are gaining prominence in solving large-scale machine learning problems that involve data distributed across multiple nodes. However, obtaining unbiased stochastic gradients, which have been the focus of…

Machine Learning · Computer Science 2025-01-14 Ali Beikmohammadi , Sarit Khirirat , Sindri Magnússon

Federated learning has emerged as an umbrella term for centralized coordination strategies in multi-agent environments. While many federated learning architectures process data in an online manner, and are hence adaptive by nature, most…

Machine Learning · Computer Science 2020-05-06 Elsa Rizk , Stefan Vlaski , Ali H. Sayed

This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…

Optimization and Control · Mathematics 2021-02-26 Seungjoon Lee , Hyungbo Shim

Partial model personalization, which encompasses both shared and personal variables in its formulation, is a critical optimization problem in federated learning. It balances individual client needs with collective knowledge utilization, and…

Optimization and Control · Mathematics 2023-10-02 Yiming Chen , Liyuan Cao , Kun Yuan , Zaiwen Wen

In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…

Optimization and Control · Mathematics 2024-06-03 Jincheng Cao , Ruichen Jiang , Erfan Yazdandoost Hamedani , Aryan Mokhtari

Bilevel optimization provides a powerful framework for modelling hierarchical decision-making systems. This work presents a sensitivity-based algorithm that addresses the bilevel structure directly by treating the lower-level optimal…

Optimization and Control · Mathematics 2026-05-28 Eduardo Nolasco , Ross D. King , Vassilios S. Vassiliadis

Federated learning (FL), as a collaborative distributed training paradigm with several edge computing devices under the coordination of a centralized server, is plagued by inconsistent local stationary points due to the heterogeneity of the…

Systems and Control · Electrical Eng. & Systems 2023-02-14 Yixing Liu , Yan Sun , Zhengtao Ding , Li Shen , Bo Liu , Dacheng Tao

Federated learning is a useful framework for centralized learning from distributed data under practical considerations of heterogeneity, asynchrony, and privacy. Federated architectures are frequently deployed in deep learning settings,…

Machine Learning · Computer Science 2020-12-04 Stefan Vlaski , Elsa Rizk , Ali H. Sayed

Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and…

Machine Learning · Computer Science 2022-06-07 Daouda Sow , Kaiyi Ji , Yingbin Liang

This paper studies a new latency optimization problem in unmanned aerial vehicles (UAVs)-enabled federated learning (FL) with integrated sensing and communication. In this setup, distributed UAVs participate in model training using sensed…

Information Theory · Computer Science 2024-11-15 Shaba Shaon , Tien Nguyen , Lina Mohjazi , Aryan Kaushik , Dinh C. Nguyen

Bilevel optimization involves a hierarchical structure where one problem is nested within another, leading to complex interdependencies between levels. We propose a single-loop, tuning-free algorithm that guarantees anytime feasibility,…

Optimization and Control · Mathematics 2025-08-15 Sina Sharifi , Erfan Yazdandoost Hamedani , Mahyar Fazlyab

Several interesting problems in multi-robot systems can be cast in the framework of distributed optimization. Examples include multi-robot task allocation, vehicle routing, target protection, and surveillance. While the theoretical analysis…

Robotics · Computer Science 2025-04-03 Andrea Testa , Guido Carnevale , Giuseppe Notarstefano

We consider federated learning (FL), where the training data is distributed across a large number of clients. The standard optimization method in this setting is Federated Averaging (FedAvg), which performs multiple local first-order…

Machine Learning · Computer Science 2021-09-07 Sebastian Bischoff , Stephan Günnemann , Martin Jaggi , Sebastian U. Stich

Many problems in modern robotics can be addressed by modeling them as bilevel optimization problems. In this work, we leverage augmented Lagrangian methods and recent advances in automatic differentiation to develop a general-purpose…

Robotics · Computer Science 2019-07-03 Benoit Landry , Zachary Manchester , Marco Pavone

Federated learning (FL) enables distributed model training from local data collected by users. In distributed systems with constrained resources and potentially high dynamics, e.g., mobile edge networks, the efficiency of FL is an important…

Machine Learning · Computer Science 2022-12-19 Shiqiang Wang , Jake Perazzone , Mingyue Ji , Kevin S. Chan

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modeled by differential equations. The algorithm relies…

Numerical Analysis · Mathematics 2020-07-06 Kjetil O. Lye , Siddhartha Mishra , Roberto Molinaro

Recently, federated learning has emerged as a promising approach for training a global model using data from multiple organizations without leaking their raw data. Nevertheless, directly applying federated learning to real-world tasks faces…

Machine Learning · Computer Science 2022-04-19 Bingzhe Wu , Zhipeng Liang , Yuxuan Han , Yatao Bian , Peilin Zhao , Junzhou Huang

In this article we intend to develop a simple and implementable algorithm for minimizing a convex function over the solution set of another convex optimization problem. Such a problem is often referred to as a simple bilevel programming…

Optimization and Control · Mathematics 2025-04-17 Stephan Dempe , Joydeep Duta , Tanushree Pandit , K. S. Mallikarjuna Rao

We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem…

Optimization and Control · Mathematics 2016-04-27 Peter Ochs , René Ranftl , Thomas Brox , Thomas Pock