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We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser. We investigate the performance of a zeroth-order method…

Optimization and Control · Mathematics 2026-05-29 Amir Ali Farzin , Yuen-Man Pun , Philipp Braun , Tyler Summers , Iman Shames

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

Decentralized online convex optimization (D-OCO), where multiple agents within a network collaboratively learn optimal decisions in real-time, arises naturally in applications such as federated learning, sensor networks, and multi-agent…

Machine Learning · Statistics 2026-01-14 Hao Qiu , Mengxiao Zhang , Juliette Achddou

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

Optimization and Control · Mathematics 2018-05-24 Chuanye Gu , Zhiyou Wu , Jueyou Li

This paper proposes the Doubly Compressed Momentum-assisted stochastic gradient tracking algorithm $\texttt{DoCoM}$ for communication-efficient decentralized optimization. The algorithm features two main ingredients to achieve a…

Machine Learning · Computer Science 2023-08-01 Chung-Yiu Yau , Hoi-To Wai

This paper proposes a fast decentralized algorithm for solving a consensus optimization problem defined in a directed networked multi-agent system, where the local objective functions have the smooth+nonsmooth composite form, and are…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-03-28 Jinshan Zeng , Tao He , Mingwen Wang

In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…

Machine Learning · Computer Science 2022-01-25 Xuanjie Li , Yuedong Xu , Jessie Hui Wang , Xin Wang , John C. S. Lui

Recently, much work has been done on extending the scope of online learning and incremental stochastic optimization algorithms. In this paper we contribute to this effort in two ways: First, based on a new regret decomposition and a…

Machine Learning · Computer Science 2017-09-12 Pooria Joulani , András György , Csaba Szepesvári

The problem of maximizing nonnegative monotone submodular functions under a certain constraint has been intensively studied in the last decade, and a wide range of efficient approximation algorithms have been developed for this problem.…

Data Structures and Algorithms · Computer Science 2020-06-30 Akbar Rafiey , Yuichi Yoshida

Decentralized optimization algorithms have attracted intensive interests recently, as it has a balanced communication pattern, especially when solving large-scale machine learning problems. Stochastic Path Integrated Differential Estimator…

Machine Learning · Computer Science 2019-12-02 Taoxing Pan , Jun Liu , Jie Wang

Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. While these models have been quite popular, the solutions Constrained submodular function…

Data Structures and Algorithms · Computer Science 2020-10-15 Alfredo Torrico , Mohit Singh , Sebastian Pokutta , Nika Haghtalab , Joseph , Naor , Nima Anari

In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…

Machine Learning · Computer Science 2020-07-24 Muhammad I. Qureshi , Ran Xin , Soummya Kar , Usman A. Khan

We consider distributionally robust optimization (DRO) problems, reformulated as distributionally robust feasibility (DRF) problems, with multiple expectation constraints. We propose a generic stochastic first-order meta-algorithm, where…

Optimization and Control · Mathematics 2023-05-29 Hyungki Im , Paul Grigas

This paper is concerned with multi-agent optimization problem. A distributed randomized gradient-free mirror descent (DRGFMD) method is developed by introducing a randomized gradient-free oracle in the mirror descent scheme where the…

Optimization and Control · Mathematics 2019-03-12 Zhan Yu , Daniel W. C. Ho , Deming Yuan

Decentralized learning networks aim to synthesize a single network inference from a set of raw inferences provided by multiple participants. To determine the combined inference, these networks must adopt a mapping from historical…

Machine Learning · Computer Science 2025-01-29 J. M. Diederik Kruijssen , Renata Valieva , Steven N. Longmore

Minimax problems have recently attracted a lot of research interests. A few efforts have been made to solve decentralized nonconvex strongly-concave (NCSC) minimax-structured optimization; however, all of them focus on smooth problems with…

Optimization and Control · Mathematics 2023-04-06 Yangyang Xu

In this paper, we study communication efficient distributed algorithms for distributionally robust federated learning via periodic averaging with adaptive sampling. In contrast to standard empirical risk minimization, due to the minimax…

Machine Learning · Computer Science 2021-02-26 Yuyang Deng , Mohammad Mahdi Kamani , Mehrdad Mahdavi

A key challenge in decentralized optimization is determining the optimal convergence rate and designing algorithms to achieve it. While this problem has been extensively addressed for doubly-stochastic and column-stochastic mixing matrices,…

Optimization and Control · Mathematics 2025-06-06 Liyuan Liang , Xinyi Chen , Gan Luo , Kun Yuan

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…

Machine Learning · Statistics 2019-06-11 Matthew Nokleby , Waheed U. Bajwa

Maximizing a DR-submodular function subject to a general convex set is an NP-hard problem arising from many applications in combinatorial optimization and machine learning. While it is highly desirable to design efficient approximation…

Data Structures and Algorithms · Computer Science 2022-03-29 Donglei Du , Zhicheng Liu , Chenchen Wu , Dachuan Xu , Yang Zhou