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We propose a communicationally and computationally efficient algorithm for high-dimensional distributed sparse learning. At each iteration, local machines compute the gradient on local data and the master machine solves one shifted $l_1$…

Machine Learning · Statistics 2017-09-12 Jineng Ren , Jarvis Haupt

This paper investigates the distributed stochastic nonconvex and nonsmooth composite optimization problem. Existing stochastic typically rely on uniform step size strictly bounded by global network parameters, such as the maximum node…

Optimization and Control · Mathematics 2026-03-10 Yangming Zhang , Yongyang Xiong , Jinming Xu , Keyou You , Yang Shi

We consider a stochastic convex optimization problem that requires minimizing a sum of misspecified agentspecific expectation-valued convex functions over the intersection of a collection of agent-specific convex sets. This misspecification…

Optimization and Control · Mathematics 2015-09-22 Aswin Kannan , Angelia Nedich , Uday V. Shanbhag

Multi-agent distributed optimization over a network minimizes a global objective formed by a sum of local convex functions using only local computation and communication. We develop and analyze a quantized distributed algorithm based on the…

Optimization and Control · Mathematics 2016-11-17 Shengyu Zhu , Mingyi Hong , Biao Chen

Wall-clock convergence time and communication load are key performance metrics for the distributed implementation of stochastic gradient descent (SGD) in parameter server settings. Communication-adaptive distributed Adam (CADA) has been…

Information Theory · Computer Science 2022-01-13 Feng Zhu , Jingjing Zhang , Osvaldo Simeone , Xin Wang

In neural network training, RMSProp and Adam remain widely favoured optimisation algorithms. One of the keys to their performance lies in selecting the correct step size, which can significantly influence their effectiveness. Additionally,…

Machine Learning · Computer Science 2024-04-05 Alokendu Mazumder , Rishabh Sabharwal , Manan Tayal , Bhartendu Kumar , Punit Rathore

The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

Optimization and Control · Mathematics 2021-02-25 Shixiang Chen , Alfredo Garcia , Shahin Shahrampour

This paper designs a distributed stochastic annealing algorithm for non-convex cooperative aggregative games, whose agents' cost functions not only depend on agents' own decision variables but also rely on the sum of agents' decision…

Optimization and Control · Mathematics 2022-04-05 Yinghui Wang , Xiaoxue Geng , Guanpu Chen , Wenxiao Zhao

Adaptive Moment Estimation (Adam) is a cornerstone optimization algorithm in deep learning, widely recognized for its flexibility with adaptive learning rates and efficiency in handling large-scale data. However, despite its practical…

Machine Learning · Computer Science 2025-05-21 Ruinan Jin , Xiao Li , Yaoliang Yu , Baoxiang Wang

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Optimization and Control · Mathematics 2016-05-24 Sashank J. Reddi , Suvrit Sra , Barnabas Poczos , Alex Smola

We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…

Machine Learning · Computer Science 2019-07-24 Samira Sheikhi

We propose a distributed algorithm, named Distributed Alternating Direction Method of Multipliers (D-ADMM), for solving separable optimization problems in networks of interconnected nodes or agents. In a separable optimization problem there…

Optimization and Control · Mathematics 2013-04-26 João F. C. Mota , João M. F. Xavier , Pedro M. Q. Aguiar , Markus Püschel

We propose Adam-SHANG, a Lyapunov-guided Adam-type method that couples momentum, adaptive preconditioning, and a curvature-aware correction through a more stable lagged-preconditioner update. For stochastic smooth convex optimization, we…

Optimization and Control · Mathematics 2026-05-14 Yaxin Yu , Long Chen , Minfu Feng

As foundation models continue to scale, pretraining increasingly relies on data-parallel distributed optimization, making bandwidth-limited gradient synchronization a key bottleneck. Orthogonally, projection-based low-rank optimizers were…

Machine Learning · Computer Science 2026-02-10 Sizhe Dang , Jiaqi Shao , Xiaodong Zheng , Guang Dai , Yan Song , Haishan Ye

Although Federated Learning has been widely studied in recent years, there are still high overhead expenses in each communication round for large-scale models such as Vision Transformer. To lower the communication complexity, we propose a…

Machine Learning · Computer Science 2026-04-21 Junkang Liu , Fanhua Shang , Yuanyuan Liu , Hongying Liu , Yuangang Li , YunXiang Gong

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

Various gradient compression schemes have been proposed to mitigate the communication cost in distributed training of large scale machine learning models. Sign-based methods, such as signSGD, have recently been gaining popularity because of…

Optimization and Control · Mathematics 2021-06-25 Mher Safaryan , Peter Richtárik

In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…

Signal Processing · Electrical Eng. & Systems 2020-09-30 Zhuojun Tian , Zhaoyang Zhang , Jue Wang , Xiaoming Chen , Wei Wang , Huaiyu Dai

We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…

Optimization and Control · Mathematics 2014-10-02 Andrea Simonetto , Leon Kester , Geert Leus

Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…

Systems and Control · Computer Science 2015-06-18 Tsung-Hui Chang , Mingyi Hong , Xiangfeng Wang